共查询到20条相似文献,搜索用时 31 毫秒
1.
On stabilization for a class of nonlinear stochastic time-delay systems: a matrix inequality approach 总被引:1,自引:0,他引:1
This paper treats the feedback stabilization of nonlinear stochastic time-delay systems with state and control-dependent noise. Some locally (globally) robustly stabilizable conditions are given in terms of matrix inequalities that are independent of the delay size. When it is applied to linear stochastic time-delay systems, sufficient conditions for the state-feedback stabilization are presented via linear matrix inequalities. Several previous results are extended to more general systems with both state and control-dependent noise, and easy computation algorithms are also given. 相似文献
2.
On stabilization for a class of nonlinear stochastic time-delay systems:a matrix inequality approach
This paper treats the feedback stabilization of nonlinear stochastic time-delay systems with state and control-dependent noise. Some locally (globally) robustly stabilizable conditions are given in terms of matrix inequalities that are independent of the delay size. When it is applied to linear stochastic time-delay systems, sufficient conditions for the state-feedback stabilization are presented via linear matrix inequalities. Several previous results are extended to more general systems with both state and control-dependent noise, and easy computation algorithms are also eiven. 相似文献
3.
The stochastic stability and stochastic stabilization of time‐varying delay discrete‐time singular Markov jump systems are discussed. For full and partial knowledge of transition probabilities cases, delay‐dependent linear matrix inequalities (LMIs) conditions for the systems to be regular, causal and stochastically stable are given. Sufficient conditions are proposed for the existence of state feedback controller in terms of LMIs. Finally, two numerical examples to illustrate the effectiveness of the method are given. Copyright © 2009 John Wiley & Sons, Ltd. 相似文献
4.
For the vector of random parameters with discrete distribution and finite number of realizations, consideration was given
to the problem of stochastic linear programming with a quantile criterion. The sufficient conditions for existence of problem
solution were formulated. A method of reduction of the original problem to the mixed linear programming problem of high dimension
was proposed. For the resulting problem, a solution algorithm was constructed on the basis of the methods of decomposition
of the linear programming problems. 相似文献
5.
W.L. De Koning 《Automatica》1984,20(1):113-115
This paper considers optimal linear state estimation in the general case of linear discrete-time systems with stochastic parameters which are statistically independent with respect to time. The estimator is derived by transforming the system to one with deterministic parameters and state dependent additive system and observation noise. It is shown that mean square stability of the system is a sufficient and almost necessary condition for the existence, uniqueness and stability of the time invariant estimator. 相似文献
6.
In this study, we present an extension of the prediction scheme (dynamic control) for nonlinear stochastic systems with both input and state delays. The stochastic system includes multiplicative noise and it is modelled as Ito stochastic differential equation. Input delay is considered to be equal or less than state delay and both delays are considered to be constant. At first, a new formula for prediction of the system's state is presented and then by means of this prediction vector, control input is constructed. To calculate the stabilising gain of the predictive controller, some sufficient delay-independent conditions in the form of linear matrix inequality are presented. Finally, simulation examples are given to illustrate the effectiveness of the proposed approach. 相似文献
7.
In this paper, the problems of delay‐dependent stochastic stability analysis and distributed filter synthesis are considered for Markovian jump systems interconnected over an undirected graph with state time‐invariant delay. A sufficient condition for the well‐posedness, delay‐dependent stochastic stability and contractiveness of the plant is developed in terms of linear matrix inequalities (LMIs). The distributed filter synthesis aims to design a distributed filter inheriting the structure of the plant such that the filtering error systems is well‐posed, delay‐dependent stochastically stable and contractive. Specifically, a corresponding sufficient condition to guarantee the filtering error system contractive is first presented by a set of nonlinear matrix inequalities. Next, for coupling these nonlinear matrix inequalities, a sufficient condition on the existence of such a distributed filter is proposed via a series of finite‐dimensional LMIs. Finally, a numerical simulation is presented to demonstrate the effectiveness of the proposed approach. 相似文献
8.
For deterministic time-invariant linear systems, stability results are quite simple. For stochastic systems, however, even for linear ones, they are rather complicated. In this paper, some results on second mean stability (mean square stability) of time-invariant linear systems with multiplicative noise are summarized and the parametrization method of getting an exact bound for pth mean stability (p ≥ 2) via second mean stability is stated. Moreover, relations between pth mean stabilities for various values of p are given. On the basis of these relations, a simpler method for getting sufficient conditions for pth mean stability is also given, though the resulting sufficient bound is, of course, more conservative. Comparative studies of various conditions are made by using examples. 相似文献
9.
T. SASAGAWA 《International journal of systems science》2013,44(6):935-944
A sufficient condition is given for the mean-square asymptotic stability of the trivial solution of time-homogeneous stochastic linear functional differential equations. We use the stochastic Lyapunov function method and the resulting condition is, in some sense, an extension of the condition for linear ordinary differential equations. This condition is especially useful for equations with small noise and small delays and/or small delay terms. Some extensions for the time-inhomogeneous case are also discussed. 相似文献
10.
The note is devoted to the study of linear discrete-time systems with Markovian jumping parameters and constrained control. The constraints used in the note are of symmetrical inequality type. The approach of positively invariant sets is used to obtain new necessary and sufficient conditions for positive invariance, and sufficient conditions for stochastic stability. These conditions become those given for stationary discrete-time systems with one mode (deterministic linear discrete-time systems) as known in the literature 相似文献
11.
G. BITSORIS 《International journal of control》2013,86(6):1713-1726
The problem of the existence of positively invariant polyhedral sets for linear discrete-time dynamical systems is studied. In the first part of the paper, necessary and sufficient conditions for a given polyhedral set to be a positively invariant set of a linear system are obtained. Then, the spectral properties of systems possessing this kind of invariant set are established. Finally the class of systems possessing positively invariant polyhedral cones is studied. 相似文献
12.
In this paper, finite‐time stability and stabilization problems for a class of linear stochastic systems are studied. First, a new concept of finite‐time stochastic stability is defined for linear stochastic systems. Then, based on matrix inequalities, some sufficient conditions under which the stochastic systems are finite‐time stochastically stable are given. Subsequently, the finite‐time stochastic stabilization is studied and some sufficient conditions for the existence of a state feedback controller and a dynamic output feedback controller are presented by using a matrix inequality approach. An algorithm is given for solving the matrix inequalities arising from finite‐time stochastic stability (stabilization). Finally, two examples are employed to illustrate the results. 相似文献
13.
The containment control of stochastic multiagent systems with semi‐Markov switching topologies is investigated in this paper. The general case that the distribution function of the sojourn time is dependent on both the current system mode and the target mode is considered. Taking state multiplicative noise into account and using stochastic techniques, sufficient conditions to achieve the containment control in the asymptotic mean square sense are obtained in a form of linear matrix inequalities and the controller design condition is given. Finally, a simulation is given to demonstrate the effectiveness of the obtained theoretical results. 相似文献
14.
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16.
This paper studies invariant and attracting sets of Hopfield neural networks system with delay. Sufficient criteria are given for the invariant and attracting sets. In particular, we provide an estimate of the existence range of attractors by using invariant and attracting sets. Moreover, when the system has an equilibrium point, we obtain the sufficient conditions of global asymptotic stability of the equilibrium point. Several examples are also worked out to demonstrate the advantages of our results. 相似文献
17.
Zhang Qixia 《International journal of control》2013,86(12):2554-2562
This paper is concerned with the H2/H∞ control problem for stochastic linear systems with delay in state, control and external disturbance-dependent noise. A necessary and sufficient condition for the existence of a unique solution to the control problem is derived. The resulting solution is characterised by a kind of complex generalised forward–backward stochastic differential equations with stochastic delay equations as forward equations and anticipated backward stochastic differential equations as backward equations. Especially, we present the equivalent feedback solution via a new type of Riccati equations. To explain the theoretical results, we apply them to a population control problem. 相似文献
18.
《国际计算机数学杂志》2012,89(7):1417-1429
In this paper, we are concerned with the numerical stability of linear stochastic delay integro-differential equations (SDIDEs). A sufficient condition for mean square stability of the exact solution of a linear SDIDE with multiplicative noise is derived. Then the mean square stability of stochastic θ-methods is investigated, and it is shown that the numerical solution can reproduce the mean square stability of the exact solution under appropriate conditions. At last, we present some numerical experiments to support our conclusions. 相似文献
19.
This paper discusses the infinite time horizon nonzero-sum linear quadratic (LQ) differential games of stochastic systems governed by Itoe's equation with state and control-dependent noise. First, the nonzero-sum LQ differential games are formulated by applying the results of stochastic LQ problems. Second, under the assumption of mean-square stabilizability of stochastic systems, necessary and sufficient conditions for the existence of the Nash strategy are presented by means of four coupled stochastic algebraic Riccati equations. Moreover, in order to demonstrate the usefulness of the obtained results, the stochastic H-two/H-infinity control with state, control and external disturbance-dependent noise is discussed as an immediate application. 相似文献
20.
This paper is concerned with the exponential H∞ filtering for a class of nonlinear discrete‐time switched stochastic hybrid systems with mixed time delays and random missing measurements. The switched system under study involves stochastic disturbance, time‐varying discrete delay, bounded distributed delay and nonlinearity. Attention is focused on the design of a mode‐dependent filter that guarantees the exponential stability in the mean‐square sense and a prescribed H∞ noise attenuation level for the filtering error dynamics. By constructing a new Lyapunov functional and using the average dwell time scheme, a new delay‐dependent sufficient condition for the existence of the filter is presented in terms of linear matrix inequalities. A numerical example is finally given to show the effectiveness of the proposed design method. Copyright © 2011 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society 相似文献