Delay-dependent stabilization of singular Markovian jump systems with state delay

This paper deals with the delay-dependent stabilization problem for singular systems with Markovian jump parameters and time delays. A delay-dependent condition is established for the considered system to be regular, impulse free and stochastically stable. Based on the condition, a design algorithm of the desired state feedback controller which guarantees the resultant closed-loop system to be regular, impulse free and stochastically stable is proposed in terms of a set of strict linear matrix inequalities （LMIs）. Numerical examples show the effectiveness of the proposed methods.     

时变时滞离散广义Markov 跳变系统的鲁棒稳定性

研究一类具有区间时变时滞的离散不确定广义Markov跳变系统的时滞相关鲁棒稳定性问题.通过将Jensen不等式与一个新的定界不等式相结合,得到了一个新的稳定性判据,该判据中仅含有Lyapunov变量,具有较小的计算负担.进而,基于凸组合方法得到了另一个新的稳定性判据,该判据引入了一些自由矩阵变量,具有较小的保守性.数值算例表明了所提出方法的有效性.     

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.     

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.     

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.     

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.     

Delay-dependent robust stability criteria for singular time-delay systems by delay-partitioning approach

In this paper, the problem of delay-dependent robust stability for singular time-delay systems is investigated. The parametric uncertainties are assumed to be norm bounded. Based on the idea of delay partitioning, A new Lyapunov–Krasovskii functional is proposed to develop new delay-dependent criteria, that ensures the considered system to be regular, impulse free and stable in terms of linear matrix inequalities. Furthermore, the Wirtinger-based integral inequality approach has been employed to derive less conservative results. Finally, some numerical examples are provided to demonstrate the effectiveness of the obtained results and for comparison with previous works.     

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.     

Robust stability and H-infinity control for uncertain discrete-time Markovian jump singular systems

The robust stability and stabilization, and H-infinity control problems for discrete-time 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 discrete-time Markovian jump standard linear system, and the linear matrix inequality （LMI） conditions for the discrete-time Markovian jump singular systems to be regular, causal, stochastically stable, and stochastically stable with 7- disturbance attenuation are obtained, respectively. With these conditions, the robust state feedback stochastic stabilization problem and H-infinity control problem are solved, and the LMI conditions are obtained. A numerical example illustrates the effectiveness of the method given in the oaoer.     

Robust stability and H-infinity control for uncertain discrete-time Markovian jump singular systems

The robust stability and stabilization, and H-infinity control problems for discrete-time 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 discrete-time Markovian jump standard linear system, and the linear matrix inequality (LMI) conditions for the discrete-time Markovian jump singular systems to be regular, causal, stochastically stable, and stochastically stable with °- disturbance attenuation are obtained, respectively. With these conditions, the robust state feedback stochastic stabilization problem and H-infinity control problem are solved, and the LMI conditions are obtained. A numerical example illustrates the effectiveness of the method given in the paper.     

Further improvement of stability criterion and BRL for Markovian jump systems with interval time-varying delay

This paper deals with delay-dependent stochastic stability and bounded real lemma(BRL)for Markovian jump linear systems with interval time-varying delays.By constructing some new Lyapunov functionals and using the Jensen’s integral inequality method,the free weighting matrix method,the convex combination method and the delay decomposition approach integratedly,some less conservative delay-dependent stability criteria and BRL are established. Numerical examples are given to show the effectiveness of the proposed method.     

Exponential stability of stochastic singular delay systems with general Markovian switchings

In recent years, Markovian jump systems have received much attention. However, there are very few results on the stability of stochastic singular systems with Markovian switching. In this paper, the discussed system is the stochastic singular delay system with general transition rate matrix in terms of uncertain and partially unknown transition rate matrix. The aim is to answer the question whether there are conditions guaranteeing the underlying system having a unique solution and being exponentially admissible simultaneously. The proposed results show that all the features of the underlying system such as time delay, diffusion, and general Markovian switchings play important roles in the system analysis of exponential admissibility. A numerical example is used to demonstrate the effectiveness of the proposed methods. Copyright © 2014 John Wiley & Sons, Ltd.     

线性多时滞不确定离散时间线性系统的时滞相关H∞控制

讨论了线性多时滞不确定离散时间线性系统的时滞相关H_∞控制问题．首先,建立了一个基于二次型项的有限和不等式．然后,利用这一不等式,采用Lyapunov-Krasovskii泛函方法,获得了系统不仅内部稳定而且具有给定的H_∞性能的时滞相关条件,同时以LMI的形式给出了无记忆H_∞控制器的设计方法．最后,数值例子说明了本文方法的有效性．     

Further results on finite-time stabilisation for stochastic Markovian jump systems with time-varying delay

In this paper, we study the issue of finite-time stabilisation for stochastic Markovian jump systems with time-varying delay by considering a new criterion on finite-time stability. By constructing more appropriate Lyapunov–Krasovskii functional, some new conditions for verifying the finite-time stability of the plant as well as controller synthesis are established in standard linear matrix inequalities. The practical example about a single-link robot arm model demonstrates the validity of the main results.     

离散多时滞系统的时滞相关鲁棒稳定性分析

研究了具有凸多面体不确定性的离散多时滞系统鲁棒稳定性问题．通过引入一种新的二次型的有限和不等式,采用参数依赖型Lyapunov泛函,导出了适用于具有凸多面体不确定性离散时滞系统的一个新的时滞相关稳定性条件．该方法不需要进行系统模型变换即可得到时滞相关的结果,和已有文献相比,所得结果具有更小的保守性．数值例子说明了该方法的有效性．     

Robust stability of uncertain Markovian jump discrete-time recurrent neural networks with time delays

This article is concerned with robust stochastic stability for a class of uncertain Markovian jump discrete-time recurrent neural networks (MJDRNNs) with time delays. The uncertainty is assumed to be of the norm-bounded form. By employing the Lyapunov functional and linear matrix inequality (LMI) approach, some sufficient criteria are proposed for the robust stochastic stability in the mean square of the MJDRNNs with constant or mode-dependent time delays. The proposed LMI-based results are computationally efficient as they can be solved numerically using standard commercial software. The validity of the obtained results are further illustrated by two simulation examples.     

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.     

Delay-dependent stability analysis and controller synthesis for Markovian jump systems with state and input delays

This paper focuses on the problem of delay-dependent robust stochastic stability analysis and controller synthesis for Markovian jump systems with state and input delays. It is assumed that the delays are constant and unknown, but their upper bounds are known. By constructing a new Lyapunov-Krasovskii functional and introducing some appropriate slack matrices, new delay-dependent stochastic stability and stabilization conditions are proposed by means of linear matrix inequalities (LMIs). An important feature of the results proposed here is that all the robust stability and stabilization conditions are dependent on the upper bound of the delays. Memoryless state feedback controllers are designed such that the closed-loop system is robustly stochastically stable. Some numerical examples are provided to illustrate the effectiveness of the proposed method.     

不确定奇异时滞系统的时滞相关型鲁棒∞弹性控制

讨论了不确定奇异时滞系统的时滞相关型鲁棒弹性控制器设计问题.在一个关于标称奇异时滞系统的新的时滞相关型稳定性判据的基础上给出了一种新的有界实引理(BRL:bounded real lemma);基于此给出了时滞相关型鲁棒弹性控制器存在的充分性条件,最后通过数值算例说明本文结果的有效性.     

New delay-dependent conditions on robust stability and stabilisation for discrete-time systems with time-delay

This article is concerned with new robust stability conditions and robust stabilisation method for a discrete-time system with time-delay and time-varying structured uncertainties that come into state and input matrices. An improved approach to obtain new robust stability conditions is proposed. Our approach employs a generalised Lyapunov functional combined with the parameterised model transformation method and the generalised free weighting matrix method. These generalisations lead to generalised robust stability conditions that are given in terms of linear matrix inequalities. Moreover, based on new robust stability conditions, a robust stabilisation method for uncertain discrete-time systems with time-delay is given. Numerical examples compare our robust stability conditions with some existing conditions to show the effectiveness of our approach and also illustrate the improvement of our robust stabilisation method.