广义马氏跳变系统在一般转移速率下的控制器设计

针对转移概率不能精确获得并且部分未知的广义马氏跳变系统, 分别讨论在模态依赖控制器和模态独立控制器条件下的系统镇定问题. 与现有结果相比, 所提研究方法具有较小的保守性, 能够有效地解决实际问题. 首先, 运用自由权矩阵方法, 得到了广义马氏跳变系统在转移速率满足上述一般条件时系统随机容许的充分条件. 在此基础上, 以线性矩阵不等式(Linear matrix inequality, LMI)的形式分别给出了模态依赖和模态独立控制器的求解条件. 最后, 通过数值算例验证设计方法的有效性和优越性.     

Delay-dependent stability analysis for Markovian jump systems with interval time-varying-delays

This paper proposes improved stochastic stability conditions for Markovian jump systems with interval time-varying delays. In terms of linear matrix inequalities (LMIs), less conservative delay-range-dependent stability conditions for Markovian jump systems are proposed by constructing a different Lyapunov-Krasovskii function. The resulting criteria have advantages over some previous ones in that they involve fewer matrix variables but have less conservatism. Numerical examples are provided to demonstrate the efficiency and reduced conservatism of the results in this paper.     

奇异Markov跳跃系统的鲁棒故障检测

研究受L2有界未知输入影响的一类奇异Markov跳跃系统的鲁棒故障检测问题。采用基于观测器的故障检测滤波器（FDF）作为残差产生器,将故障检测滤波器的设计归结为随机意义下的H∞滤波问题。推导并证明了问题可解的充分条件,并通过求解线性矩阵不等式得到了故障检测滤波器参数矩阵的解。算例验证了所给算法的有效性。     

随机非线性和部分转移概率未知时马尔科夫系统的H1控制

研究上述系统时: 1) 利用了非线性的概率分布信息; 2) 利用了转移概率中已知部分和未知部分的关系. 利用李雅普诺夫泛函方法和线性矩阵不等式方法, 本文得到了使得系统随机稳定的充分条件并得到了相应的反馈控制增益. 文中最后给出的例子表明了所建立模型和分析方法的有效性.     

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.     

Input–output finite-time mean square stabilisation of stochastic systems with Markovian jump

The notion of input–output finite-time mean square (IO-FTMS) stability is introduced for Itô-type stochastic systems with Markovian jump parameters. Concerning a class of random input signals W, sufficient conditions are presented for the IO-FTMS stability and stabilisation of stochastic nonlinear Markov jump systems in terms of coupled Hamilton–Jacobi inequalities. When specialising to the linear case, these criteria are turned into coupled linear matrix inequalities. Moreover, the quadratic IO-FTMS stabilisation is addressed when polytopic uncertainty appears in the transition rate. Finally, a numerical example with simulations is exploited to illustrate the proposed techniques.     

Stability and passivity analysis for Lur’e singular systems with Markovian switching

This paper is concerned with the stochastic stability and passivity analysis for a class of Lur’e singular systems with time-varying delay and Markovian switching. By using the free-weighting matrices approach, a delay-dependent stability criterion, which guarantees that the system is stochastically stable and robustly passive, is derived in terms of linear matrix inequality (LMI). Two numerical examples are provided to illustrate the effectiveness of the proposed method.     

A stability and contractiveness analysis of discrete-time Markovian jump linear systems

We propose performance criteria for discrete-time linear systems with Markov jumping parameters. Exact convex conditions for internal stability and contractiveness of such systems are expressed in terms of linear matrix inequalities. These conditions are of the same form as that in the Kalman-Yacubovich-Popov lemma.     

模型相关时变时滞马尔可夫跳变系统低保守稳定性

本文研究了时变时滞与模型相关的随机马尔可夫跳变系统的时滞相关稳定性问题. 通过建立时变时滞与模型相关的系统模型, 构造不同的Lyapunov-Krasovskii函数, 并通过引入改进的积分等式, 以线性矩阵不等式的形式提出了具有较小保守性的时滞依赖稳定性条件. 最后用几个数值算例说明本文结论的有效性及较低的保守性.     

H ∞ structured model reduction algorithms for linear discrete systems via LMI-based optimisation

In this article, H _∞ structured model reduction is addressed for linear discrete systems. Two important classes of systems are considered for structured model reduction, i.e. Markov jump systems and uncertain systems. The problem we deal with is the development of algorithms with the flexibility to allow any structure in the reduced-order system design, such as the structure of an original system, decentralisation of a networked system, pole assignment of the reduced system, etc. The algorithms are derived such that an associated model reduction error guarantees to satisfy a prescribed H _∞ norm-bound constraint. A new condition for the existence of desired reduced-order models preserving a certain structure is presented in a set of linear matrix inequalities (LMI) and non-convex equality constraints. Effective computational algorithms involving LMI are suggested to solve the matrix inequalities characterising a solution of the structured model reduction problem. Numerical examples demonstrate the advantages of the proposed model reduction method.