Improved H ∞ analysis of Markovian jumping stochastic systems with time-varying delays

This article investigates the problems of H _∞ analysis for Markovian jump stochastic systems with both nonlinear disturbance and time-varying delays. By virtue of the delay partition approach, the improved delay-dependent stochastic stability and bounded real lemma (BRL) for Markovian jump stochastic systems are obtained in terms of linear matrix inequalities (LMIs). The proposed approach involves neither free weighting matrices nor any model transformation, and it is shown that the new criteria have the capability of providing less conservative results than the state-of-the-art. Two numerical simulations are conducted to demonstrate the effectiveness of the proposed method in comparison with existing methods.     

H∞ filtering for piecewise homogeneous Markovian jump nonlinear systems

This paper concerns the problem of H_∞ filtering for piecewise homogeneous Markovian jump nonlinear systems. Different from the existing studies in the literatures, the existence of variations in transition rates for Markovian jump nonlinear systems is considered. The purpose of the paper is to design mode-dependent and mode-independent filters, such that the dynamics of the filtering errors are stochastic integral input-to-state stable with H_∞ performance index. Using the linear matrix inequality method and the Lyapunov functional method, sufficient conditions for the solution to the H_∞ filtering problem are derived. Finally, three examples are proposed to illustrate the effectiveness of the given theoretical results.     

H ∞ filtering for stochastic systems with time-varying delay

This article considers the problem of H _∞ filter design for stochastic systems with time-varying delay. The time delay is assumed to be of interval type. Attention is focused on the design of delay-dependent filters that guarantee the asymptotic stability in mean square and a prescribed noise attenuation level in an H _∞ sense for the filtering error dynamics. The delay-dependent H _∞ filter design scheme is proposed in terms of a linear matrix inequality. A numerical example is used to illustrate the effectiveness of the proposed approach.     

Delay-dependent reliable H ∞ filtering for sector-bounded nonlinear continuous-time systems with time-varying state delays and sensor failures

In this article, the reliable H _∞ filtering problem against sensor failures is investigated for a class of continuous-time systems with simultaneous sector-bounded nonlinearities and varying time delays. The focus of this article is on designing a reliable filter such that the filtering error system is asymptotically stable and meets the prescribed H _∞ norm constraint in the normal case as well as in the sensor failure case simultaneously. Linear matrix inequality conditions, which depend not only on the upper and lower bounds of delay but also on the upper bound of delay derivative, are obtained for the existence of admissible filters and, based on these, the filter design is cast into a convex optimisation problem. What is worth mentioning is that the information about the upper bound of the delay derivative is taken into consideration even if this upper bound is not smaller than 1. A numerical example is presented to illustrate the effectiveness and advantage of the developed filter design method.     

H ∞ filtering for discrete-time singular networked systems with communication delays and data missing

In this article, the problem of H _∞ filter design is investigated for discrete-time singular networked systems with both multiple stochastic time-varying communication delays and probabilistic missing measurements. Two kinds of stochastic time-varying communication delays, namely stochastic discrete delays and stochastic distributed delays, are simultaneously considered. The purpose of the addressed filtering problem is to design a filter such that, for the admissible random measurement missing and communication delays, the filtering error dynamics is asymptotically stable in the mean square with a prescribed H _∞ performance index. In terms of linear matrix inequality (LMI) method, a sufficient condition is established that ensures the asymptotical stability in the mean square with a prescribed H _∞ performance index of the filtering error dynamics and then the filter parameters are characterised by the solution to an LMI. A numerical example is introduced to demonstrate the effectiveness of the proposed design procedures.     

H ∞ filtering for Markovian jump linear systems

The problem of H X filtering for continuous-time linear systems with Markovian jump is investigated. It was assumed that the jumping parameter was available. This paper develops necessary and sufficient conditions for designing a Markovian jump linear filter that ensures a prescribed bound on the L 2 -induced gain from the noise signals to the estimation error. The main result is tailored via linear matrix inequalities.     

Fuzzy robust H ∞ filter design for nonlinear discrete-time systems with interval time delays

This article deals with the problem of H _∞ filter design for nonlinear discrete-time systems with norm-bounded parameter uncertainties and time-varying delays. A new Lyapunov function and free-weighting matrix method are used for filtering design, consequently, a delay-dependent design method is first proposed in terms of linear matrix inequalities, which produces a less conservative result. Finally, numerical examples are given to demonstrate the effectiveness and the benefits of the proposed method.     

H∞-control and filtering with initial uncertainty for time-varying systems

The H∞-control problem with a non-zero initial condition is considered. The initial conditions are assumed to be in some subspace. First, the H∞-problem with full information is considered, and necessary and sufficient conditions for the norm of an input-output operator to be less than a given number are obtained. A characterization of all admissible controllers is given. This result is then used to solve the general H∞-control problem and the filtering problem with initial uncertainty. The filtering problem on a finite horizon involves an estimate of the state at the final time. The set of al1 suboptimal filters is given both on finite and infinite horizons.     

Robust H ∞ filtering for networked systems with multiple state delays

In this paper, a new robust H _∞ filter design problem is studied for a class of networked systems with multiple state-delays. Two kinds of incomplete measurements, namely, measurements with random delays and measurements with stochastic missing phenomenon, are simultaneously considered. Such incomplete measurements are induced by the limited bandwidth of communication networks, and are modelled as a linear function of a certain set of indicator functions that depend on the same stochastic variable. Attention is focused on the analysis and design problems of a full-order robust H _∞ filter such that, for all admissible parameter uncertainties and all possible incomplete measurements, the filtering error dynamics is exponentially mean-square stable and a prescribed H _∞ attenuation level is guaranteed. Some recently reported methodologies, such as delay-dependent and parameter-dependent stability analysis approaches, are employed to obtain less conservative results. Sufficient conditions, which are dependent on the occurrence probability of both the random sensor delay and missing measurement, are established for the existence of the desired filters in terms of certain linear matrix inequalities (LMIs). When these LMIs are feasible, the explicit expression of the desired filter can also be characterized. Finally, numerical examples are given to illustrate the effectiveness and applicability of the proposed design method.     

Sampled-data H∞ filtering for Markovian jump singularly perturbed systems with time-varying delay and missing measurements

In this paper, sampled-data H_∞ filtering problem is considered for Markovian jump singularly perturbed systems with time-varying delay and missing measurements. The sampled-data system is represented by a time-delay system, and the missing measurement phenomenon is described by an independent Bernoulli random process. By constructing an ?-dependent stochastic Lyapunov–Krasovskii functional, delay-dependent sufficient conditions are derived such that the filter error system satisfies the prescribed H_∞ performance for all possible missing measurements. Then, an H_∞ filter design method is proposed in terms of linear matrix inequalities. Finally, numerical examples are given to illustrate the feasibility and advantages of the obtained results.     

Mode-dependent quantised H∞ filtering for Markovian jump singular system

This paper considers the H_∞ filtering problem for Markovian jump singular systems. In addition, when taking into account the effect of the quantisation, the designed filter not only guarantee admissibility but also satisfy a prescribed H_∞ filtering performance for the filter error system. By using Lyapunov method, a new bounded real lemma is proposed in terms of linear matrix inequalities (LMIs) to ensure that the filtering error system has the mentioned properties. Furthermore, a sufficient condition for the existence of filter is obtained in terms of LMIs. Finally, a numerical example is provided to demonstrate the effectiveness of the proposed approach.     

Robust H∞ control of uncertain stochastic Markovian jump systems with mixed time-varying delays

In this paper, robust H_∞ control for a class of uncertain stochastic Markovian jump systems (SMJSs) with interval and distributed time-varying delays is investigated. The jumping parameters are modelled as a continuous-time, finite-state Markov chain. By employing the Lyapunov-Krasovskii functional and stochastic analysis theory, some novel sufficient conditions in terms of linear matrix inequalities are derived to guarantee the mean-square asymptotic stability of the equilibrium point. Numerical simulations are given to demonstrate the effectiveness and superiority of the proposed method comparing with some existing results.     

H ∞ output-feedback control for switched linear discrete-time systems with time-varying delays

In this paper, the problem of H _∞ output feedback control for switched linear discrete-time systems with time delays is investigated. The time delay is assumed to be time-varying and bounded. By constructing a switched quadratic Lyapunov function for the underlying system, both static and dynamic H _∞ output feedback controllers are designed respectively such that the corresponding closed-loop system under arbitrary switching signals is asymptotically stable and a prescribed H _∞ noise-attenuation level bound is guaranteed. A cone complementary linearization algorithm is exploited to design the controllers. A numerical example is presented to show the effectiveness of the developed theoretical results.     

Reliable finite-time H∞ control of uncertain singular nonlinear Markovian jump systems with bounded transition probabilities and time-varying delay

This paper investigates the problem of reliable finite-time H_∞ control for one class of uncertainsingular nonlinear Markovian jump systems with time-varying delay subject to partial information on the transition probabilities. Continuous fault model is more general and practical to serve as the actuator fault. Time delay is a kind of positive time-varying differentiable bounded delays. First, based on a state estimator the resulting closed-loop error system is constructed and sufficient criteria are provided to guarantee that the augmented system is singular stochastic finite-time boundedness and singular stochastic H_∞ finite-time boundedness in both normal and fault cases via constructing a delay-dependent Lyapunov–Krasonskii function. Then, the gain matrices of state-feedback controller and state estimator are fixed by solving a feasibility problem in terms of linear matrix inequalities through decoupling technique, respectively. Finally, numerical examples are given to show the validity of the proposed design approach.     

Robust H ∞ filtering for uncertain two-dimensional discrete systems with state-varying delays

This paper is concerned with the problem of robust filtering for uncertain 2-D discrete systems in Fornasini-Marchesini second local state-space model with state-varying delays. The parameter uncertainty is assumed to be norm-bounded. A 2-D stable filter is designed to ensure that a prescribed H _∞ performance level is fulfilled for all admissible uncertainties. A linear matrix inequality (LMI) approach is developed to solve the above problem, and delay-dependent conditions for the solvability are obtained. A illustrative example is provided to demonstrate the feasibility and effectiveness of the proposed method.     

H∞ output tracking fuzzy control for nonlinear systems with time-varying delay

This paper proposes an observer-based output tracking control via virtual desired reference model for a class of nonlinear systems with time-varying delay and disturbance. First, the Takagi–Sugeno fuzzy model represents the nonlinear system with time-varying delay and disturbance. Then we design an observer to estimate immeasurable states and controller to drive the error between estimated state and virtual desired variables (VDVs) to zero such that the overall control output tracking system has H_∞ control performance. Using Lyapunov–Krasovskii functional, we derive sufficient conditions for stability. The advantages of the proposed output control system are (i) systematic approach to derive VDVs for controller design; (ii) relaxes need for real reference model; (iii) drops need for information of equilibrium; (iv) relaxed condition is provided via three-step procedure to find observer and controller gain. We carry out simulation using a continuous stirred tank reactor system where the effectiveness of the proposed controller is demonstrated by satisfactory numerical results.     

Improved stability and H∞ performance criteria for linear systems with interval time-varying delays via three terms approximation

This paper investigates the problem of delay dependent stability and H_∞ performance for a class of linear systems with interval time-varying delay. A new model transformation is first proposed by employing a three-terms approximation of delayed state variables, for a better approximation of delayed state. By using scaled small gain theorem and a simple Lyapunov–Krasovskii functional, new stability and H_∞ performance criteria are proposed in terms of linear matrix inequalities, which can be easily solved by using standard numerical packages. Finally, numerical examples are presented to illustrate the effectiveness of the proposed method.