Optimal control of discrete-time bilinear systems with applications to switched linear stochastic systems

This paper aims at characterizing the most destabilizing switching law for discrete-time switched systems governed by a set of bounded linear operators. The switched system is embedded in a special class of discrete-time bilinear control systems. This allows us to apply the variational approach to the bilinear control system associated with a Mayer-type optimal control problem, and a second-order necessary optimality condition is derived. Optimal equivalence between the bilinear system and the switched system is analyzed, which shows that any optimal control law can be equivalently expressed as a switching law. This specific switching law is most unstable for the switched system, and thus can be used to determine stability under arbitrary switching. Based on the second-order moment of the state, the proposed approach is applied to analyze uniform mean-square stability of discrete-time switched linear stochastic systems. Numerical simulations are presented to verify the usefulness of the theoretic results.     

Stability analysis of discrete-time switched systems: a switched homogeneous Lyapunov function method

This paper addresses the stability issue of discrete-time switched systems with guaranteed dwell-time. The approach of switched homogeneous Lyapunov function of higher order is formally proposed. By means of this approach, a necessary and sufficient condition is established to check the exponential stability of the considered system. With the observation that switching signal is actually arbitrary if the dwell time is one sample time, a necessary and sufficient condition is also presented to verify the exponential stability of switched systems under arbitrary switching signals. Using the augmented argument, a necessary and sufficient exponential stability criterion is given for discrete-time switched systems with delays. A numerical example is provided to show the advantages of the theoretical results.     

切换时间受限时离散切换系统的稳定性

切换系统作为一类典型的混杂系统,近年来在国内外受到极大重视。实际工程中,由于切换过于频繁难以使系统保持稳定,针对切换时间间隔受限的情况,研究一类离散线性切换系统的稳定性。利用李亚普诺夫稳定性理论,给出系统满足稳定性的充分条件,并利用此条件设计出相应的切换控制规律和状态反馈子控制器。最后对包含两个离散子系统的切换系统进行了仿真计算,其结果验证了文中所给出定理的有效性。     

Stability analysis for discrete-time switched time-delay systems

The stability analysis problem is studied in this paper for a class of discrete-time switched time-delay systems. By using a newly constructed Lyapunov functional and the average dwell time scheme, a delay-dependent sufficient condition is derived for the considered system to be exponentially stable. The obtained results provide a solution to one of the basic problems in discrete-time switched time-delay systems, that is, to find a switching signal for which the switched time-delay system is exponentially stable. Two illustrative examples are given to demonstrate the effectiveness of the proposed results.     

Model order-reduction for discrete-time switched linear systems

This article describes the problem of model order-reduction for a class of hybrid discrete-time switched linear systems composed of linear discrete-time invariant subsystems with a switching rule. This article investigates two novel approaches to model order-reduction. The first approach consists in evaluating the error approximation performance; the problems are solved using the robust stability results of the switched systems. The second approach presents the reachability and observability Gramians of the switched systems, which allows a balanced truncation model reduction procedure. A numerical example shows the effectiveness of the proposed approaches.     

Design of stabilizing switching control laws for discrete- and continuous-time linear systems using piecewise-linear Lyapunov functions

In this paper, the stability of switched linear systems is investigated using piecewise linear Lyapunov functions. In particular, we identify classes of switching sequences that result in stable trajectories. Given a switched linear system, we present a systematic methodology for computing switching laws that guarantee stability based on the matrices of the system. In the proposed approach, we assume that each individual subsystem is stable and admits a piecewise linear Lyapunov function. Based on these Lyapunov functions, we compose 'global' Lyapunov functions that guarantee stability of the switched linear system. A large class of stabilizing switching sequences for switched linear systems is characterized by computing conic partitions of the state space. The approach is applied to both discrete-time and continuous-time switched linear systems.     

A second-order maximum principle for discrete-time bilinear control systems with applications to discrete-time linear switched systems

A powerful approach for analyzing the stability of continuous-time switched systems is based on using optimal control theory to characterize the “most unstable” switching law. This reduces the problem of determining stability under arbitrary switching to analyzing stability for the specific “most unstable” switching law. For discrete-time switched systems, the variational approach received considerably less attention. This approach is based on using a first-order necessary optimality condition in the form of a maximum principle (MP), and typically this is not enough to completely characterize the “most unstable” switching law. In this paper, we provide a simple and self-contained derivation of a second-order necessary optimality condition for discrete-time bilinear control systems. This provides new information that cannot be derived using the first-order MP. We demonstrate several applications of this second-order MP to the stability analysis of discrete-time linear switched systems.     

离散线性切换系统的一致有限时间稳定分析和反馈控制及其在网络控制系统中的应用

研究了一类离散线性切换系统的一致有限时间稳定性分析和反馈镇定．基于线性矩阵不等式技术,给出了在任意切换信号作用下,离散线性切换系统有限时间稳定和有限时间有界的充分条件,并给出了离散线性切换控制系统一致有限时间状态反馈控制器的设计方法．将上述分析结果应用于一类丢包有界的网络控制系统,得到了保证其有限时间稳定的反馈控制器．最后,通过两个数值仿真例子验证了所提方法的有效性．     

Exponential stability and robust H∞ control of a class of discrete-time switched non-linear systems with time-varying delays via T-S fuzzy model

This paper deals with stability and robust H_∞ control of discrete-time switched non-linear systems with time-varying delays. The T-S fuzzy models are utilised to represent each sub-non-linear system. Thus, with two level functions, namely, crisp switching functions and local fuzzy weighting functions, we introduce a discrete-time switched fuzzy systems, which inherently contain the features of the switched hybrid systems and T-S fuzzy systems. Piecewise fuzzy weighting-dependent Lyapunov–Krasovskii functionals (PFLKFs) and average dwell-time approach are utilised in this paper for the exponentially stability analysis and controller design, and with free fuzzy weighting matrix scheme, switching control laws are obtained such that H_∞ performance is satisfied. The conditions of stability and the control laws are given in the form of linear matrix inequalities (LMIs) that are numerically feasible. The state decay estimate is explicitly given. A numerical example and the control of delayed single link robot arm with uncertain part are given to demonstrate the efficiency of the proposed method.     

Finite-time boundness of H ∞ filtering for switching discrete-time systems

For switched discrete-time systems, switching behavior always affect the finite-time stability property, which was neglected by most previous research. This paper investigated the problem of finite-time boundness of H _?? filtering for switched discrete-time systems. Sufficient conditions which can ensure finite-time bounded and H _?? filtering finite-time boundness under arbitrary switching are derived. Based on the results of finite-time boundness and stochastic character, the closed-loop system trajectory stays within a prescribed bound. An example is given to illustrate the efficiency of the proposed method.     

基于切换频度的马尔科夫网络控制系统均方指数镇定

针对一类马尔科夫网络控制系统(Networked control system, NCS),研究了其均方指数镇定问题. 首先将网络控制系统建模为离散时间切换系统,子系统间的切换过程由一个转移概率矩阵已知的马尔科夫链描述, 并给出了子系统间切换频度的范围;进而基于随机过程理论和切换系统稳定性理论, 利用状态反馈实现了网络控制系统均方指数镇定,状态反馈控制律可通过求解一组线性矩阵不等式获得. 最后通过数值仿真例子验证了本文方法的有效性.     

离散多平衡点正切换系统有限区间稳定与镇定

在切换事件中,外界环境的干扰或者事物自身的发展变化会导致多平衡点现象.此时,多平衡点切换系统模型比传统的切换系统模型更适合描述此类事件.因此本文研究离散多平衡点正切换线性系统在有限时间区间上的稳定性与镇定性.第1,给出离散多平衡点线性切换系统为正的充要条件.第2,提出离散多平衡点正切换线性系统在有限时间区间上稳定的概念.第3,通过构造合适的Lyapunov函数以及合理分配系统的驻留时间与切换次数,针对部分子系统不稳定的离散多平衡点正切换线性系统,建立所考虑的自治系统有限时间稳定的充分条件.第4,给出非自治多平衡点正切换线性系统的控制器设计.最后,仿真例子验证理论结果的正确性.     

Asynchronous switching output feedback control of discrete-time switched linear systems

In this paper, the problem of dynamic output-feedback control synthesis is addressed for discrete-time switched linear systems under asynchronous switching. The proposed hybrid controller consists of a standard dynamic output-feedback switching control law and an impulsive reset law induced by controller state jumps. Using the average dwell time technique incorporating with multiple quadratic Lyapunov functions, the switching control synthesis conditions for asymptotic stability with guaranteed weighted ?₂-gain performance are derived as a set of linear matrix inequalities (LMIs). The proposed hybrid synthesis scheme advances existing design methods for output-feedback asynchronous switching control of switched linear systems in two important aspects: LMI formulation of the synthesis problem; and arbitrary order of the controller state. A numerical example is used to illustrate the effectiveness and advantages of the proposed design technique.     

Stability of switched positive linear delay systems with mixed impulses

ABSTRACT

This paper investigates the global exponential stability of both continuous-time and discrete-time switched positive linear delay systems with the coexistence of destabilising and stabilising impulses. Based on the comparison principle, with the help of discretised multiple linear copositive Lyapunov functions, some delay-independent stability results are obtained. It should be noted that it is the first time that discrete-time switched delay systems with asynchronous switching and impulses are considered, and the switching effect can be stabilising in the obtained results of this paper. Some numerical examples are provided to demonstrate the effectiveness and superiority of the derived results.     

Quadratic stabilization of switched systems

We consider quadratic stabilization of uncertain switched systems when a switching rule is imposed on state feedback controllers of subsystems. A method is proposed to constructively design switching rules for continuous and discrete-time switched systems with norm-bounded time-varying uncertainties. The switching rules designed via this method do not rely on uncertainties, and the switched system is quadratically stabilizable via switched state feedback for all uncertainties.     

Quadratic stabilizability of switched linear systems with polytopic uncertainties

In this paper, we consider quadratic stabilizability via state feedback for both continuous-time and discrete-time switched linear systems that are composed of polytopic uncertain subsystems. By state feedback, we mean that the switchings among subsystems are dependent on system states. For continuous-time switched linear systems, we show that if there exists a common positive definite matrix for stability of all convex combinations of the extreme points which belong to different subsystem matrices, then the switched system is quadratically stabilizable via state feedback. For discrete-time switched linear systems, we derive a quadratic stabilizability condition expressed as matrix inequalities with respect to a family of non-negative scalars and a common positive definite matrix. For both continuous-time and discrete-time switched systems, we propose the switching rules by using the obtained common positive definite matrix.     

Stability and stabilization of Markovian jump linear systems with partly unknown transition probabilities

In this paper, the stability and stabilization problems of a class of continuous-time and discrete-time Markovian jump linear system (MJLS) with partly unknown transition probabilities are investigated. The system under consideration is more general, which covers the systems with completely known and completely unknown transition probabilities as two special cases — the latter is hereby the switched linear systems under arbitrary switching. Moreover, in contrast with the uncertain transition probabilities studied recently, the concept of partly unknown transition probabilities proposed in this paper does not require any knowledge of the unknown elements. The sufficient conditions for stochastic stability and stabilization of the underlying systems are derived via LMIs formulation, and the relation between the stability criteria currently obtained for the usual MJLS and switched linear systems under arbitrary switching, are exposed by the proposed class of hybrid systems. Two numerical examples are given to show the validity and potential of the developed results.     

Frequency-Domain Stability Conditions for Discrete-Time Switched Systems

We consider discrete-time switched systems with switching of linear time-invariant right-hand parts. The notion of a connected discrete switched system is introduced. For systems with the connectedness property, we propose necessary and sufficient frequency-domain conditions for the existence of a common quadratic Lyapunov function that provides the stability for a system under arbitrary switching. The set of connected switched systems contains discrete control systems with several time-varying nonlinearities from the finite sectors, considered in the theory of absolute stability. We consider the case of switching between three linear subsystems in more details and give an illustrative example.     

Stability of switched positive linear systems with average dwell time switching

In this paper, the stability analysis problem for a class of switched positive linear systems (SPLSs) with average dwell time switching is investigated. A multiple linear copositive Lyapunov function (MLCLF) is first introduced, by which the sufficient stability criteria in terms of a set of linear matrix inequalities, are given for the underlying systems in both continuous-time and discrete-time contexts. The stability results for the SPLSs under arbitrary switching, which have been previously studied in the literature, can be easily obtained by reducing MLCLF to the common linear copositive Lyapunov function used for the system under arbitrary switching those systems. Finally, a numerical example is given to show the effectiveness and advantages of the proposed techniques.     

一类非线性离散切换系统基于观测器的指数镇定

对一类离散非线性切换系统, 考虑了基于观测器的指数镇定问题. 借助微分中值定理(DMVT), 将非线性切换系统转化为线性参数(LPV)切换系统. 当状态变量不完全可获得时, 基于多Lyapunov函数方法, 给出系统在基于观测器的输出反馈控制器下指数镇定的充分条件. 所设计的滞后切换规则能够避免产生滑动模态. 并且将结果推广到系统方程含有不确定性的情况. 最后, 仿真例子说明了设计方法的有效性.