Distributed output-feedback controllers design for Markovian jump systems interconnected over an undirected graph with time-varying delay

This paper considers the problems of stochastic stability analysis and distributed output-feedback controllers design for Markovian jump systems interconnected over an undirected graph with state time-varying delay. Specifically, a sufficient condition for the well-posedness, stochastic stability and contractiveness of the resultant closed-loop system is first developed in the form of non-linear matrix inequalities. Then, to avoid the difficulty of solving non-linear matrix inequalities, the sufficient condition is relaxed to an equivalent one in terms of coupling linear matrix inequalities (LMIs), which provides an effective way to confirm the existence of a distributed output-feedback controller inheriting the structure of the given plant. Furthermore, a constructive algorithm is given for the design of such a distributed output-feedback controller to achieve the well-posedness, stochastic stability as well as the contractiveness of the corresponding closed-loop system. Finally, numerical simulations are given to illustrate the validity of the proposed method.     

Improved exponential stability for stochastic Markovian jump systems with nonlinearity and time‐varying delay

This paper is concerned with delay‐dependent exponential stability for stochastic Markovian jump systems with nonlinearity and time‐varying delay. An improved exponential stability criterion for stochastic Markovian jump systems with nonlinearity and time‐varying delay is proposed without ignoring any terms by considering the relationship among the time‐varying delay, its upper bound and their difference, and using both Itô's differential formula and Lyapunov stability theory. A numerical example is given to illustrate the effectiveness and the benefits of the proposed method. Copyright © 2009 John Wiley & Sons, Ltd.     

Interconnected jumping time‐delay systems: Mode‐dependent decentralized stability and stabilization

In this paper, we deal with the problems of mode‐dependent decentralized stability and stabilization with ??_∞ performance for a class of continuous‐time interconnected jumping time‐delay systems. The jumping parameters are governed by a finite state Markov process and the delays are unknown time‐varying and mode‐dependent within interval. The interactions among subsystems satisfy quadratic bounding constraints. To characterize mode‐dependent local stability behavior, we employ an improved Lyapunov–Krasovskii functional at the subsystem level and express the stability conditions in terms of linear matrix inequalities (LMIs). A class of local decentralized state‐feedback controllers is developed to render the closed‐loop interconnected jumping system stochastically stable. Then, we extend the feedback strategy to dynamic observer‐based control and establish the stochastic stabilization via LMIs. It has been established that the developed results encompass several existing results as special cases which are illustrated by simulation of examples. Copyright © 2011 John Wiley & Sons, Ltd.     

Delay‐dependent passivity and passification for uncertain Markovian jump systems with time‐varying delays

This paper deals with the problems of passivity analysis and passivity‐based controller design for Markovian jump systems with both time‐varying delays and norm‐bounded parametric uncertainties. Firstly, new delay‐dependent conditions for the considered system to be passive are obtained by using a mode‐dependent Lyapunov functional and by introducing some slack variables. These conditions are expressed by means of LMIs that are easy to check. It is shown through a numerical example that the obtained passivity conditions are less conservative than the existing ones in the literature. Secondly, the passification problem is investigated. On the basis of the obtained passivity conditions, dynamic output‐feedback controllers are designed, which ensure that the resulting closed‐loop system is passive. The effectiveness of the proposed design method is demonstrated by a numerical example. Copyright © 2011 John Wiley & Sons, Ltd.     

Delay‐dependent robust control for singular discrete‐time Markovian jump systems with time‐varying delay

The problem of delay‐dependent robust stabilization for uncertain singular discrete‐time systems with Markovian jumping parameters and time‐varying delay is investigated. In terms of free‐weighting‐matrix approach and linear matrix inequalities, a delay‐dependent condition is presented to ensure a singular discrete‐time system to be regular, causal and stochastically stable based on which the stability analysis and robust stabilization problem are studied. An explicit expression for the desired state‐feedback controller is also given. Some numerical examples are provided to demonstrate the effectiveness of the proposed approach. Copyright © 2009 John Wiley & Sons, Ltd.     

Stability analysis and stabilization of Markovian jump systems with time‐varying delay and uncertain transition information

The paper investigates the problems of stability and stabilization of Markovian jump systems with time‐varying delays and uncertain transition rates matrix. First, the stochastic scaled small‐gain theorem is introduced to analyze the stability of the Markovian jump system. Then, a new stability criterion is proposed by using a new Lyapunov‐Krasovskii functional combined with Wirtinger‐based integral inequality. The proposed stability condition is demonstrated to be less conservative than other existing results. The merit of the proposed approach lies in its reduced conservatism, which is made possible by a new precise triangle inequality and a new Lyapunov‐Krasovskii functional. Moreover, a controller design criterion is presented according to the stability criterion. Furthermore, the transition rate matrix is treated as partially known and with uncertainty, and the relevant stability and stabilization criteria are proposed. Finally, 3 numerical examples are provided to illustrate the superior result of the stability criteria and the effectiveness of the proposed controller design method.     

Delay‐dependent stability criterion and H∞ analysis for Markovian jump systems with time‐varying delays

This paper deals with the problems of stochastic stability and H_∞ analysis for Markovian jump linear systems with time‐varying delays. In terms of linear matrix inequalities, a less conservative delay‐dependent stability criterion for Markovian jump systems is proposed by constructing a different Lyapunov‐Krasovskii functional and introducing improved integral‐equalities approach, and a sufficient condition is derived from the H_∞ performance. Numerical examples are provided to demonstrate the efficiency and reduced conservatism of the results in this paper. Copyright © 2010 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Robust H∞ deconvolution filtering for uncertain singular Markovian jump systems with time‐varying delays

The problem of H_∞ deconvolution filter design for a class of singular Markovian jump systems with time‐varying delays and parameter uncertainties is considered in this paper. By constructing a more comprehensive stochastic Lyapunov‐Krasovskii functional, novel delay‐dependent conditions are established to guarantee the filtering error system is not only stochastically admissible, but also satisfies a prescribed H_∞‐norm level for all admissible uncertainties. The desired filter parameters can be obtained by solving a set of strict linear matrix inequalities. Two examples and an electrical RLC circuit example are employed to verify the effectiveness and usefulness of the proposed methods in the paper. Copyright © 2015 John Wiley & Sons, Ltd.     

Robust stability and H∞ control for uncertain discrete Markovian jump singular systems with mode‐dependent time‐delay

The robust stochastic stability, stabilization and H_∞ control for mode‐dependent time‐delay discrete Markovian jump singular systems with parameter uncertainties are discussed. Based on the restricted system equivalent (r.s.e.) transformation and by introducing new state vectors, the singular system is transformed into a standard linear system, and delay‐dependent linear matrix inequalities (LMIs) conditions for the mode‐dependent time‐delay discrete Markovian jump singular systems to be regular, causal and stochastically stable, and stochastically stable with γ‐disturbance attenuation are obtained, respectively. With these conditions, robust stabilization problem and robust H_∞ control problem are solved, and the LMIs sufficient conditions are obtained. A numerical example illustrates the effectiveness of the method given in the paper. Copyright © 2008 John Wiley & Sons, Ltd.     

Decentralized stabilization of Markovian jump interconnected systems with unknown interconnections and measurement errors

This paper investigates the decentralized output feedback control problem for Markovian jump interconnected systems with unknown interconnections and measurement errors. Different from some existing results, the global operation modes of all subsystems are not required to be completely accessible for the decentralized control system. A decentralized dynamic output feedback controller is constructed using neighboring mode information and local outputs, where the measurement errors between actual and measured outputs are considered. Subsequently, a new design method is developed such that the resultant closed‐loop system is stochastically stable and satisfying an L_∞‐norm constraint. Sufficient conditions are formulated by linear matrix inequalities, and the controller gains are characterized in terms of the solution of a convex optimization problem. Finally, an example is given to illustrate the effectiveness of the proposed theoretical results.     

Resilient decentralized stabilization of interconnected time‐delay systems with polytopic uncertainties

Decentralized delay‐dependent local stability and resilient feedback stabilization methods are developed for a class of linear interconnected continuous‐time systems. The subsystems are time‐delay plants which are subjected to convex‐bounded parametric uncertainties and additive feedback gain perturbations while allowing time‐varying delays to occur within the local subsystems and across the interconnections. The delay‐dependent local stability conditions are established at the subsystem level through the construction of appropriate Lyapunov–Krasovskii functional. We characterize decentralized linear matrix inequalities (LMIs)‐based delay‐dependent stability conditions by deploying an injection procedure such that every local subsystem is delay‐dependent robustly asymptotically stable with an γ‐level ??₂‐gain. Resilient decentralized state‐feedback stabilization schemes are designed, which takes into account additive gain perturbations such that the family of closed‐loop feedback subsystems enjoys the delay‐dependent asymptotic stability with a prescribed γ‐level ??₂‐gain for each subsystem. The decentralized feedback gains are determined by convex optimization over LMIs. All the developed results are tested on representative examples. Copyright © 2010 John Wiley & Sons, Ltd.     

Finite‐time stability and stabilization of semi‐Markovian jump systems with time delay

Semi‐Markovian jump systems are more general than Markovian jump systems in modeling practical systems. On the other hand, the finite‐time stochastic stability is also more effective than stochastic stability in practical systems. This paper focuses on the finite‐time stochastic stability, exponential stochastic stability, and stabilization of semi‐Markovian jump systems with time‐varying delay. First, a new stability condition is presented to guarantee the finite‐time stochastic stability of the system by using a new Lyapunov‐Krasovskii functional combined with Wirtinger‐based integral inequality. Second, the stability criterion is further proved to guarantee the exponential stochastic stability of the system. Moreover, a controller design method is also presented according to the stability criterion. Finally, an example is provided to illustrate that the proposed stability condition is less conservative than other existing results. Additionally, we use the proposed method to design a controller for a load frequency control system to illustrate the effectiveness of the method in a practical system of the proposed method.     

New results on stability analysis and stabilization of time‐delay continuous Markovian jump systems with partially known rates matrix

In this note, the problems of stability analysis and controller synthesis of Markovian jump systems with time‐varying delay and partially known transition rates are investigated via an input–output approach. First, the system under consideration is transformed into an interconnected system, and new results on stochastic scaled small‐gain condition for stochastic interconnected systems are established, which are crucial for the problems considered in this paper. Based on the system transformation and the stochastic scaled small‐gain theorem, stochastic stability of the original system is examined via the stochastic version of the bounded realness of the transformed forward system. The merit of the proposed approach lies in its reduced conservatism, which is made possible by a precise approximation of the time‐varying delay and the new result on the stochastic scaled small‐gain theorem. The proposed stability condition is demonstrated to be much less conservative than most existing results. Moreover, the problem of stabilization is further solved with an admissible controller designed via convex optimizations, whose effectiveness is also illustrated via numerical examples. Copyright © 2015 John Wiley & Sons, Ltd.     

Decentralized fault detection and isolation of Markovian jump interconnected systems with unknown interconnections

This paper investigates the decentralized fault detection and isolation (FDI) problem for Markovian jump interconnected systems with unknown interconnections. Different from the existing decentralized FDI approaches, the requirement for access to operation modes of all subsystems, which is unreasonable and hard to meet in realistic applications, is removed. By utilizing local measurements and neighboring mode information, a decentralized FDI filter is constructed to generate a residual for each subsystem of Markovian jump interconnected system. Then, a new design method is developed such that the resulting augmented system is stochastically stable and the generated residual is sensitive to local fault. In addition, the proposed method can achieve fault detection and isolation simultaneously. Finally, two examples are given to illustrate the effectiveness and merits of the new results. Copyright © 2017 John Wiley & Sons, Ltd.     

Network-based event-triggered filtering for Markovian jump systems

The problem of event-triggered H_∞ filtering for networked Markovian jump system is studied in this paper. A dynamic discrete event-triggered scheme is designed to choose the transmitted data for different Markovian jumping modes. The time-delay modelling method is employed to describe the event-triggered scheme and the network-related behaviour, such as transmission delay, data package dropout and disorder, into a networked Markovian time-delay jump system. Furthermore, a sufficient condition is derived to guarantee that the resulting filtering error system is stochastically stable with a prescribed performance index. A co-design method for the H_∞ filter and the event-triggered scheme is then proposed. The effectiveness and potential of the theoretic results obtained are illustrated by a simulation example.     

H∞ filtering for singular Markovian jump systems with time delay

The problem of H_∞ filtering is considered for singular Markovian jump systems with time delay. In terms of linear matrix inequality (LMI) approach, a delay‐dependent bounded real lemma (BRL) is proposed for the considered system to be stochastically admissible while achieving the prescribed H_∞ performance condition. Based on the BRL and under partial knowledge of the jump rates of the Markov process, both delay‐dependent and delay‐independent sufficient conditions that guarantee the existence of the desired filter are presented. The explicit expression of the desired filter gains is also characterized by solving a set of strict LMIs. Some numerical examples are given to demonstrate the effectiveness of the proposed methods. Copyright © 2009 John Wiley & Sons, Ltd.     

Stochastic stability of semi‐Markovian jump systems with mode‐dependent delays

Semi‐Markovian jump systems, due to the relaxed conditions on the stochastic process, and its transition rates are time varying, can be used to describe a larger class of dynamical systems than conventional full Markovian jump systems. In this paper, the problem of stochastic stability for a class of semi‐Markovian systems with mode‐dependent time‐variant delays is investigated. By Lyapunov function approach, together with a piecewise analysis method, a sufficient condition is proposed to guarantee the stochastic stability of the underlying systems. As more time‐delay information is used, our results are much less conservative than some existing ones in literature. Finally, two examples are given to show the effectiveness and advantages of the proposed techniques. Copyright © 2013 John Wiley & Sons, Ltd.     

Delay‐range‐dependent H∞ control for Markovian jump systems with mode‐dependent time delays

This paper considers mean‐square exponential stability and H_∞ control problems for Markovian jump systems (MJSs) with time delays which are time‐varying in an interval and depend on system mode. By exploiting a novel Lyapunov‐Krasovskii functional which takes into account the range of delay, and by making use of some techniques, new delay‐range‐dependent stability result and bounded real lemma for MJSs are obtained, where the introduction of the lower bound of delay is shown to be advantageous for reducing conservatism. Moreover, a sufficient condition for the solvability of the H_∞ control problem is derived in terms of linear matrix inequalities. Finally, illustrative examples are presented to show the advantage and effectiveness of the proposed approaches. Copyright © 2010 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Finite‐time stabilization of Markovian jump delay systems – a switching control approach

In this paper, a finite‐time stabilization problem is considered for a class of continuous‐time Markovian jump delay systems (MJDSs). A switching controller, which only depends on the average dwell time (ADT) switching laws, is proposed to make a trade‐off between robustness and adaptiveness when the design complexity of mode‐independent, mode‐dependent, and mode‐dependent and variation‐dependent control strategies is considered. First, the stochastic finite‐time boundedness for an MJDS is analyzed by an ADT approach. Second, the disturbance attenuation capability of MJDS is studied via a finite‐time weighted L₂ gain, which depends on the switching numbers. The impacts of finite‐time interval and L₂ gain acting on the ADT are also thoroughly discussed. Then, a switching controller is designed such that the resulting closed‐loop MJDS is stochastically finite‐time bounded and has a guaranteed disturbance attenuation level. Finally, a numerical example is provided to verify the effectiveness of the developed results. Copyright © 2016 John Wiley & Sons, Ltd.     

New insight into delay‐dependent stability of time‐delay systems

This paper presents a new insight into the delay‐dependent stability for time‐delay systems. Because of the key observation that the positive definiteness of a chosen Lyapunov–Krasovskii functional does not necessarily require all the involved symmetric matrices in the Lyapunov–Krasovskii functional to be positive definite, an improved delay‐dependent asymptotic stability condition is presented in terms of a set of LMIs. This fact has been overlooked in the development of previous stability results. The importance of the present method is that a vast number of existing delay‐dependent results on analysis and synthesis of time‐delay systems derived by the Lyapunov–Krasovskii stability theorem can be improved by using this observation without introducing additional variables. The reduction of conservatism of the proposed result is both theoretically and numerically demonstrated. It is believed that the proposed method provides a new direction to improve delay‐dependent results on time‐delay systems. Copyright © 2013 John Wiley & Sons, Ltd.