具有随机采样特性的网络化系统H∞ 滤波

研究一类具有随机采样特性的网络化系统H∞滤波问题.通过将传感器的随机采样过程建模成马尔可夫链,将数据量化作用转化为模型的参数不确定性,并用二值随机变量描述丢包过程,从而用一个多随机变量的马尔可夫不确定性模型来描述滤波误差系统.应用Lyapunov稳定性理论和随机系统分析方法,导出了滤波误差系统随机稳定且具有给定H∞性能的充分条件,并给出了滤波器的设计方法.仿真结果验证了所提出方法的有效性.     

马尔可夫跳变系统的鲁棒故障检测与时域优化

研究马尔可夫跳变系统(MJS) 鲁棒故障检测滤波器(FDF) 的设计与优化问题. 基于观测器构建残差发生器, 将相应的FDF 设计问题转化为H_∞ 滤波问题, 以LMI 的形式得到并证明了FDF 存在的充分条件及求解方法. 为进一步改善故障检测系统的性能, 采用一种时域优化方法对其进行优化, 并以矩阵Moore-Penrose 逆的形式给出了该优化问题的最优解. 数值仿真表明该方法具有较好的检测效果.     

Stochastic stability of semi‐Markovian jump systems with mode‐dependent delays

Semi‐Markovian jump systems, due to the relaxed conditions on the stochastic process, and its transition rates are time varying, can be used to describe a larger class of dynamical systems than conventional full Markovian jump systems. In this paper, the problem of stochastic stability for a class of semi‐Markovian systems with mode‐dependent time‐variant delays is investigated. By Lyapunov function approach, together with a piecewise analysis method, a sufficient condition is proposed to guarantee the stochastic stability of the underlying systems. As more time‐delay information is used, our results are much less conservative than some existing ones in literature. Finally, two examples are given to show the effectiveness and advantages of the proposed techniques. Copyright © 2013 John Wiley & Sons, Ltd.     

A generalized robust H ∞ filtering for singular Markovian jump systems and its applications

In this paper, a generalized robust H _∞ filtering method is proposed for a class of singular Markovian jump systems, whose generality is mainly embodied that the desired filter could bear perturbances in terms of uncertainties on its parameter matrices. Firstly, an LMI condition of robust mode‐dependent filter is developed. Based on the given result, a new approach to mode‐independent H _∞ filter is presented, which establishes a direct connection between mode‐dependent and mode‐independent filters. Secondly, when the transition rate matrix is with elementwise bounded uncertainties or partially unknown, sufficient conditions of such robust mode‐dependent and mode‐independent filters are all developed within LMI frameworks. Finally, a numerical example is used to demonstrate the effectiveness of the proposed methods. Copyright © 2013 John Wiley & Sons, Ltd.     

Delay-dependent guaranteed cost control for uncertain discrete-time Markovian jump linear systems with mode-dependent time-delays

In this paper,the problem of guaranteed cost control for a class of uncertain discrete-time Markovian jump linear systems with mode-dependent time-delays and a given quadratic cost function are investigated. Attention is focused on designing a memoryless state feedback control law such that the closed-loop system is robust stochastically stable and the closed-loop cost function value is not more than a specified upper bound,for all admissible uncertainties. The key features of the approach include the introduction of a new type of suitable stochastic Lyapunov functional and free weighting matrices techniques. Sufficient conditions for the existence of such controller are obtained in terms of a set of linear matrix inequalities. A numerical example is given to illustrate the less conservatism of the proposed techniques.     

一类离散Markov跳跃系统基于状态观测器的鲁棒H_∞控制

研究了具有不确定性的模式依赖时滞离散Markov跳跃系统基于状态观测器的鲁棒H∞控制问题。目的是构建依赖于系统模式的观测器和控制器,使得闭环系统是随机稳定的且具有较好的H∞干扰抑制性能。通过选取合适的随机Lyapunov函数,利用线性矩阵不等式,给出了鲁棒H∞控制器存在的时滞依赖条件。基于锥补线性化算法对控制器进行求解,得到了模式依赖观测器和控制器。最后通过数值仿真证明了本文方法的可行性。     

Delay‐dependent stability of nonlinear hybrid neutral stochastic differential equations with multiple delays

In this article, we study the delay‐dependent stability of a class of hybrid neutral stochastic differential equations (NSDEs) with multiple delays which is highly nonlinear. Some novel stability criteria are investigated according to Lyapunov functions and generalized Itô's formula. In particular, we generalize and improve the results in Shen et al, Systems & Control Letters (2018) from a single delay to multiple delays.     

Consensus in second‐order Markovian jump multi‐agent systems via impulsive control using sampled information with heterogenous delays

This paper investigates the consensus problem of second‐order Markovian jump multi‐agent systems with delays. Both network‐induced random delay and node‐induced state delay are considered, where the network‐induced random delay, subjected to a Markov chain, exists in the switching signal and the node‐induced state delay, related to switching topologies, is heterogeneous between any two linked agents. In order to reduce communication and control energy, an impulsive protocol is proposed, where each agent only can get delayed relative positions to neighbors and the velocity of itself at impulsive instants. By performing three steps of model transformation and introducing a mapping for two independent Markov chains, the consensus problem of the original continuous‐time system is equivalent to the stability problem of a discrete‐time expand error system with two Markovian jumping parameters and a necessary and sufficient criterion is derived. A numerical example is given to illustrate the effectiveness of the theoretical result.@@@@This work is supported by the National Natural Science Foundation of China under Grants 61374171, 61572210, and 51537003, the Fundamental Research Funds for the Central Universities (2015TS030), and the Program for Changjiang Scholars and Innovative Research Team in University (IRT1245).     

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.