时滞离散马尔可夫跳跃系统的鲁棒故障检测

研究具有状态时滞离散马尔可夫跳跃系统的鲁棒故障检测问题．基于依赖于系统模态的滤波器构造残差产生系统,利用H∞控制理论将故障检测滤波器的设计归结为H∞滤波问题,应用线性矩阵不等式技术得到了此类系统的故障检测滤波器存在的充分条件．数值仿真表明所提方法是可行的．     

一类马尔可夫跳跃线性系统的FDF设计

研究受L2范数有界未知扰动影响的一类马尔可夫跳跃线性系统的基于观测器的故障诊断滤波器设计问题.应用H∞优化技术,给出并证明了随机稳定并满足一定性能指标的残差产生系统的存在条件.通过求解线性矩阵不等式可求得故障诊断滤波器设计的解析解.     

随机时变时滞非线性马尔可夫跳跃系统故障检测问题研究

本文研究一类具有随机时变时滞及随机发生非线性(RONs)的离散时间马尔可夫跳跃系统的故障检测问题.针对多重时变时滞发生时所具有的随机特性,使用相互独立的伯努利随机过程来刻画这一现象.进一步地,在故障检测研究中考虑一类由伯努利分布白序列描述的随机非线性干扰.本文的目的是设计一个故障检测滤波器,使得整个误差动态系统满足均方指数稳定及相应的H∞性能指标.通过Lyapunov稳定性理论及随机分析技术,建立满足均方指数稳定和H∞干扰抑制的充分条件,进而使用半定程序方法求解一个凸优化问题,获取所设计的故障检测滤波器增益特性.最后,通过仿真算例证实了该设计方法的实用性和有效性.     

随机系统的切换控制

基于线性矩阵不等式和控制理论,针对由一组由随机微分方程描述的子系统组成的切换系统,给出此类切换系统稳定的充分条件,并给出控制器的设计方法。仿真结果表明,所设计的两类控制器及相应的控制策略均能保证闭环系统在一定意义下的稳定。     

转移概率部分未知的时滞不确定Markov跳跃系统稳定性分析

本文研究转移概率部分未知的时滞不确定的Markov 跳跃系统随机稳定性问题,基于Lyapunov稳定理论,构造合适的Lyapunov泛函,使用自由权矩阵技术和凸结合技术来估计积分项的上界,同时也充分考虑时滞下界和上界的关系,得到保证Markov 跳跃系统随机稳定性的充分性条件,该条件以线性矩阵不等式的形式表出。最后,一个数值例子和其仿真验证了我们所提方法的有效性和优越性。     

不确定线性时滞随机系统的最优保性能控制

对一类具有状态时滞的不确定线性随机系统,研究了保性能状态反馈控制律的设计问题。采用线性矩阵不等式方法和伊藤公式,导出了保性能控制律的存在条件。进而,通过求解一个线性矩阵不等式约束的凸优化问题,提出了最优保性能控制律设计方法。最后用数值例子说明了该方法的有效性。     

时滞随机系统的稳定性分析

针对一类时变时滞随机系统,研究其渐近稳定性问题。通过构造李亚普诺夫函数,引用适当的自由权矩阵,利用积分等式、积分不等式,给出系统渐进稳定的时滞相关的充分条件,其结果用线性矩阵不等式形式表示.用数值算例说明方法的有效性。     

随机时滞系统的时滞相关无源控制

研究随机时滞系统的时滞相关无源性分析和控制问题. 利用Lyapunov-Krasovskii方法和松弛矩阵方法, 得到时滞相关的无源性条件. 基于该条件设计时滞相关的随机无源控制器. 文中的结果以线性矩阵不等式(Linear matrix inequalities, LMIs)表示, 可以利用标准的凸优化算法进行有效求解. 通过一个数值例子说明本文方法的有效性.     

马尔可夫切换系统的鲁棒H∞控制

针对不确定马尔可夫切换系统,研究其鲁棒H∞控制问题.设计无记忆状态反馈控制器,使得对所有容许的不确定性,闭环系统均方渐近稳定并满足给定的H∞性能指标.同时以线性矩阵不等式形式给出该问题可解的一个充分条件.仿真算例说明了该方法的有效性.     

事件触发下马尔可夫跳跃神经网络的随机同步

本文研究了事件触发机制下带有随机噪声的马尔可夫跳跃神经网络的随机同步问题.为了更有效地降低数据传输量和节约网络资源,本文采用了一种事件触发控制.当传输误差和状态误差满足触发条件时,数据才能够被传输,使得主从系统可以在有限的资源和带宽下实现同步.通过构建新的Lyapunov泛函,以及使用广义Dynkin公式和不等式分析方...     

随机马尔可夫跳变系统的变结构控制设计

采用滑动扇区方法,研究了不确定随机马尔可夫跳变系统的变结构控制设计问题。首先给出随机马尔可夫跳变系统滑动扇区的定义,然后基于线性矩阵不等式技术,提出一种滑动扇区及变结构控制律设计方法。经过理论证明该控制律能够确保随机马尔可夫跳变不确定系统二次稳定,并有效地抑制抖振。最后数值仿真算例验证了控制方案的有效性。     

Derandomisation-based multiple frequency control for stochastic Markov jump systems

Under the framework of derandomisation approach, the state feedback control issues for both continuous-time and discrete-time Markov jump linear systems (MJLSs) are investigated to meet multiple performance objectives over multiple frequency ranges. Because of the stochastic jumping among different modes, the generalised Kalman–Yakubovic–Popov lemma-based finite-frequency controller design approach cannot be directly applied to MJLSs. To overcome this limitation, a derandomisation approach is established by transforming the original stochastic multiple modes systems to deterministic ones. Then the multiple frequency controllers for both discrete-time and continuous-time MJLSs are designed to guarantee the multiple performances of the closed-loop systems. To verify the effectiveness of the developed algorithms, examples are presented, where the performance requirements include specifications in low-frequency and high-frequency ranges, respectively.     

一类不确定离散Markov 跳变系统滑模状态反馈控制

针对具有不确定的离散Markov跳变系统,研究其滑模状态反馈控制问题.考虑系统的不确定满足匹配条件,以线性矩阵不等式形式给出了离散滑模面存在的充分条件,设计了具有指数趋近律的滑模控制器,保证了系统状态到达滑模面并在滑模带上随机镇定.数值仿真验证了所提出的控制方案的有效性.     

转移概率部分未知的随机Markov 跳跃系统的镇定控制

研究一类随机Markov跳跃系统的稳定性与镇定控制问题.此类系统跳跃过程的转移概率部分未知,包括转移概率完全已知和完全未知两种情形,因而更具一般性.首先,给出保证随机Markov跳跃系统均方渐近稳定的充分性判据,并设计了相应的状态反馈镇定控制器;然后,基于矩阵的奇异值分解给出了系统静态输出反馈镇定控制器的设计方法,并将其归结为求解一组线性矩阵不等式（LMIs）的可行性问题;最后,通过数值仿真验证了所得结论的正确性.     

带Markov跳的离散时间随机控制系统的最大值原理

本文研究一类同时含有Markov跳过程和乘性噪声的离散时间非线性随机系统的最优控制问题, 给出并证明了相应的最大值原理. 首先, 利用条件期望的平滑性, 通过引入具有适应解的倒向随机差分方程, 给出了带有线性差分方程约束的线性泛函的表示形式, 并利用Riesz定理证明其唯一性. 其次, 对带Markov跳的非线性随机控制系统, 利用针状变分法, 对状态方程进行一阶变分, 获得其变分所满足的线性差分方程. 然后, 在引入Hamilton函数的基础上, 通过一对由倒向随机差分方程刻画的伴随方程, 给出并证明了带有Markov跳的离散时间非线性随机最优控制问题的最大值原理, 并给出该最优控制问题的一个充分条件和相应的Hamilton-Jacobi-Bellman方程. 最后, 通过 一个实际例子说明了所提理论的实用性和可行性.     

Markov跳变系统的非同步事件触发耗散容错控制

本文主要研究一类具有执行器故障的Markov跳变系统的非同步事件触发耗散容错控制问题.通过引入非同步事件触发器来降低传感器的采样数据传输频率,从而降低通信消耗.采用两个独立的隐Markov模型分别描述触发器、控制器与原系统之间的非同步现象.在此框架下,基于Lyapunov稳定性和耗散理论,得到了闭环控制系统在执行器存在故障的情况下随机稳定并严格耗散的充分条件.并借助矩阵不等式变换技术给出了触发器和控制器矩阵参数的求解方法,实现了触发器和控制器的协同设计.最后,通过仿真研究验证了所提出的设计方法的有效性.     

Sliding mode control for Markov jump linear uncertain systems with partly unknown transition rates

In this paper, based on sliding mode control approach, the robust stabilisation problem for a class of continuous-time Markovian jump linear uncertain systems with partly unknown transition rates is investigated. The transition rate matrix under consideration covers completely known, boundary known and completely unknown elements. By making use of linear matrix inequalities technique, sufficient conditions are presented to derive the linear switching surface and guarantee the stochastic stability of sliding mode dynamics. Then a sliding mode control law is designed to drive the state trajectory of the closed-loop system to the specified linear switching surface in finite time in spite of the existing uncertainties and unknown transition rates. Finally, an example is given to verify the validity of the theoretical results.     

Robust extended dissipative control for sampled-data Markov jump systems

This paper investigates the problem of the sampled-data extended dissipative control for uncertain Markov jump systems. The systems considered are transformed into Markov jump systems with polytopic uncertainties and sawtooth delays by using an input delay approach. The focus is on the design of a mode-independent sampled-data controller such that the resulting closed-loop system is mean-square exponentially stable with a given decay rate and extended dissipative. A novel exponential stability criterion and an extended dissipativty condition are established by proposing a new integral inequality. The reduced conservatism of the criteria is demonstrated by two numerical examples. Furthermore, a sufficient condition for the existence of a desired mode-independent sampled-data controller is obtained by solving a convex optimisation problem. Finally, a resistance, inductance and capacitance (RLC) series circuit is employed to illustrate the effectiveness of the proposed approach.     

On reference model tracking for Markov jump systems

This article deals with the tracking problem for the Markov Jump systems with external finite energy disturbance. A state feedback controller that makes the state vector of the system track precisely a given state vector of a reference model is proposed. The tracking problem is formulated as an ?_∞ control problem and an approach to synthesise the state feedback controller that quadratically stabilises the augmented dynamics and at the same time rejects the external disturbance that is developed. This approach is based on the solution of some linear matrix inequalities. A numerical example is provided to show the usefulness of the developed results.     

Resilient model approximation for Markov jump time-delay systems via reduced model with hierarchical Markov chains

In this paper, the resilient model approximation problem for a class of discrete-time Markov jump time-delay systems with input sector-bounded nonlinearities is investigated. A linearised reduced-order model is determined with mode changes subject to domination by a hierarchical Markov chain containing two different nonhomogeneous Markov chains. Hence, the reduced-order model obtained not only reflects the dependence of the original systems but also model external influence that is related to the mode changes of the original system. Sufficient conditions formulated in terms of bilinear matrix inequalities for the existence of such models are established, such that the resulting error system is stochastically stable and has a guaranteed l₂-l_∞ error performance. A linear matrix inequalities optimisation coupled with line search is exploited to solve for the corresponding reduced-order systems. The potential and effectiveness of the developed theoretical results are demonstrated via a numerical example.