Search results for "Markovian jump"

showing 10 items of 19 documents

H<inf>∞</inf> filter design for time-delay Markovian jump systems

2013

This paper investigates the H ∞ filtering problem for discrete time-delay Markovian jump systems with application to networked control systems. To design a full-order filter which ensures the stochastic stability and a prescribed H ∞ performance level for the filtering error system, the Scaled Small Gain (SSG) Theorem is developed for stochastic systems. By employing a two-term approximation to delayed state variables, the original system is transformed into an input-output form consisting of two subsystems. Based on the developed SSG Theorem and the proposed Lyapunov-Krasovskii Functional (LKF), the scaled small gains of the subsystems are analyzed to establish a new condition for the exis…

State variableMarkovian jumpFilter designControl theoryControl systemFiltering problemSymmetric matrixFilter (signal processing)H filterMathematics2013 IEEE International Symposium on Industrial Electronics
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H∞ control for two-dimensional Markovian jump systems with state-delays and defective mode information

2013

This paper investigates the problem ofℋ∞state-feedback control for a class of two-dimensional (2D) discrete-time Markovian jump linear time-delay systems with defective mode information. The mathematical model of the 2D system is established based on the well-known Fornasini-Marchesini local state-space model, and the defective mode information simultaneously consists of the exactly known, partially unknown, and uncertain transition probabilities. By carefully analyzing the features of the transition probability matrices, together with the convexification of uncertain domains, a newℋ∞performance analysis criterion for the underlying system is firstly derived, and then theℋ∞state-feedback co…

EngineeringClass (set theory)Article Subjectbusiness.industrylcsh:MathematicsGeneral MathematicsControl (management)General EngineeringMode (statistics)H controlState (functional analysis)lcsh:QA1-939Set (abstract data type)Markovian jumplcsh:TA1-2040Control theoryVDP::Matematikk og Naturvitenskap: 400::Matematikk: 410::Analyse: 411lcsh:Engineering (General). Civil engineering (General)business
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Global exponential stability of delayed Markovian jump fuzzy cellular neural networks with generally incomplete transition probability

2014

The problem of global exponential stability in mean square of delayed Markovian jump fuzzy cellular neural networks (DMJFCNNs) with generally uncertain transition rates (GUTRs) is investigated in this paper. In this GUTR neural network model, each transition rate can be completely unknown or only its estimate value is known. This new uncertain model is more general than the existing ones. By constructing suitable Lyapunov functionals, several sufficient conditions on the exponential stability in mean square of its equilibrium solution are derived in terms of linear matrix inequalities (LMIs). Finally, a numerical example is presented to illustrate the effectiveness and efficiency of our res…

Artificial neural networkMarkov chainCognitive NeuroscienceTransition rate matrixMarkov ChainsMarkovian jumpLyapunov functionalExponential stabilityArtificial IntelligenceControl theoryFuzzy cellular neural networksApplied mathematicsNeural Networks ComputerEquilibrium solutionAlgorithmsMathematicsNeural Networks
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New delay-dependent stability of Markovian jump neutral stochastic systems with general unknown transition rates

2015

This paper investigates the delay-dependent stability problem for neutral Markovian jump systems with generally unknown transition rates GUTRs. In this neutral GUTR model, each transition rate is completely unknown or only its estimate value is known. Based on the study of expectations of the stochastic cross-terms containing the integral, a new stability criterion is derived in terms of linear matrix inequalities. In the mathematical derivation process, bounding stochastic cross-terms, model transformation and free-weighting matrix are not employed for less conservatism. Finally, an example is provided to demonstrate the effectiveness of the proposed results.

0209 industrial biotechnologygeneral uncertain transition rateStability criterionModel transformationDelay-dependent stability02 engineering and technologyTransition rate matrixStability (probability)neutral-type stochastic systemTheoretical Computer ScienceDelay dependentMatrix (mathematics)Markovian jump020901 industrial engineering & automationControl theoryBounding overwatch0202 electrical engineering electronic engineering information engineeringApplied mathematicsMathematicscomputer.programming_languageDelay-dependent stability; neutral-type stochastic system;Markovian switching; general uncertain transition rate; mean-square exponentially stable; Control and Systems Engineering; Theoretical Computer Science; Computer Science Applications1707 Computer Vision and Pattern RecognitionMarkovian switchingComputer Science Applications1707 Computer Vision and Pattern RecognitionComputer Science ApplicationsControl and Systems Engineeringmean-square exponentially stable020201 artificial intelligence & image processingcomputerInternational Journal of Systems Science
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Memory ℋ<inf>∞</inf> control for continuous-time Markovian jump systems with time-varying delay and defective mode …

2014

Markovian jumpControl theoryControl (management)Mode (statistics)MathematicsProceedings of the 33rd Chinese Control Conference
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An Output Feedback Control Design for $$ {\rm H}_\infty $$ Synchronization of Master-Slave Markovian Jump Systems with Time-Varying Delays

2012

In this chapter, an output feedback control proach is proposed for exponential synchronization problem of master slave systems with both discrete and distributed time-varying delays and Markovian switching parameters. Using an appropriate Lyapunov Krasovskii functional, some delay-dependent sufficient conditions and a synchronization law which include the master slave parameters are established for designing a mode-dependent output feedback control law in terms of linear matrix inequalities. The controller guarantees the \( {\rm{H}}_\infty \) synchronization of the two coupled master and slave systems regardless of their initial states. A numerical example is given to show the effectiveness…

Output feedbackMarkovian jumpComputer scienceControl theorySynchronization (computer science)Control (management)Linear matrix inequalityMaster/slaveMarkovian switching
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Stochastic Stability Analysis for Markovian Jump Neutral Nonlinear Systems

2012

In this paper, the stability problem is studied for a class of Markovian jump neutral nonlinear systems with time-varying delay. By Lyapunov-Krasovskii function approach, a novel mean-square exponential stability criterion is derived for the situations that the system's transition rates are completely accessible, partially accessible and non-accessible, respectively. Moreover, the developed stability criterion is extended to the systems with different bounded sector nonlinear constraints. Finally, some numerical examples are provided to illustrate the effectiveness of the proposed methods.

Class (set theory)Engineeringbusiness.industryStability criterionStochastic stability; Markovian jump systemFunction (mathematics)nonlinear systemStability (probability)lcsh:QA75.5-76.95Computer Science ApplicationsNonlinear systemMarkovian jumpExponential stabilityControl and Systems EngineeringControl theoryModeling and SimulationBounded functionApplied mathematicslcsh:Electronic computers. Computer sciencebusinessSoftwareModeling, Identification and Control
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Robust H∞ filtering for networked control systems with markovian jumps and packet dropouts

2014

Published version of an article in the journal: Modeling, Identification and Control. Also available from the publisher at: http://dx.doi.org/10.4173/mic.2014.3.3 Open Access This paper deals with the H∞ filtering problem for uncertain networked control systems. In the study, network-induced delays, limited communication capacity due to signal quantization and packet dropout are all taken into consideration. The finite distributed delays with probability of occurrence in a random way is introduced in the network.The packet dropout is described by a Bernoulli process. The system is modeled as Markovian jumps system with partially known transition probabilities. A full-order filter is designe…

H∞ filterNetwork packetComputer scienceMarkov processComputer Science Applications1707 Computer Vision and Pattern RecognitionNetworked control systemMarkov jump systemH-Infinity filterH filterVDP::Mathematics and natural science: 400::Mathematics: 410::Analysis: 411lcsh:QA75.5-76.95Computer Science Applicationssymbols.namesakeIdentification (information)Markovian jumpControl and Systems EngineeringControl theorypacket dropoutsH∞ filter; Markov jump system; Networked control system; Packet dropouts; Control and Systems Engineering; Software; Modeling and Simulation; Computer Science Applications1707 Computer Vision and Pattern RecognitionModeling and SimulationControl systemsymbolslcsh:Electronic computers. Computer sciencenetworked control systemSoftware
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Quantized State-Feedback Stabilization for Delayed Markovian Jump Linear Systems with Generally Incomplete Transition Rates

2014

Published version of an article in the journal: Abstract and Applied Analysis. Also available from the publisher at: http://dx.doi.org/10.1155/2014/961925 open Access This paper is concerned with the robust quantized state-feedback controller design problem for a class of continuous-time Markovian jump linear uncertain systems with general uncertain transition rates and input quantization. The uncertainties under consideration emerge in both system parameters and mode transition rates. This new uncertain model is more general than the existing ones and can be applicable to more practical situations because each transition rate can be completely unknown or only its estimate value is known. B…

Controller designArticle SubjectApplied Mathematicslcsh:MathematicsUncertain systemsAnalysis; Applied MathematicsLinear matrixTransition rate matrixlcsh:QA1-939VDP::Mathematics and natural science: 400::Mathematics: 410::Analysis: 411Markovian jump linear systemsQuantization (physics)Markovian jumpControl theorySystem parametersAnalysisMathematics
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Exponential stability analysis of Markovian jump nonlinear systems with mixed time delays and partially known transition probabilities

2013

In this paper, the problem of exponential stability is studied for a class of Markovian jump neutral nonlinear systems with mixed neutral and discrete time delays. By Lyapunov-Krasovskii function approach, a novel mean-square exponential stability criterion is derived for the situation that the system's transition rates are partially or completely accessible. Finally, some numerical examples are provided to illustrate the effectiveness of the proposed methods.

Time delayssymbols.namesakeNonlinear systemMarkovian jumpDiscrete time and continuous timeExponential stabilityControl theorysymbolsApplied mathematicsMarkov processCircle criterionFunction (mathematics)Mathematics2013 XXIV International Conference on Information, Communication and Automation Technologies (ICAT)
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