Search results for "Markovian jump systems"
showing 4 items of 4 documents
Model approximation for two-dimensional Markovian jump systems with state-delays and imperfect mode information
2014
Published version of an article in the journal: Multidimensional Systems and Signal Processing. Also available from the publisher at: http://dx.doi.org/10.1007/s11045-013-0276-x This paper is concerned with the problem of {Mathematical expression} model approximation for a class of two-dimensional (2-D) discrete-time Markovian jump linear systems with state-delays and imperfect mode information. The 2-D system is described by the well-known Fornasini-Marchesini local state-space model, and the imperfect mode information in the Markov chain simultaneously involves the exactly known, partially unknown and uncertain transition probabilities. By using the characteristics of the transition proba…
Finite-time boundedness for uncertain discrete neural networks with time-delays and Markovian jumps
2014
This paper is concerned with stochastic finite-time boundedness analysis for a class of uncertain discrete-time neural networks with Markovian jump parameters and time-delays. The concepts of stochastic finite-time stability and stochastic finite-time boundedness are first given for neural networks. Then, applying the Lyapunov approach and the linear matrix inequality technique, sufficient criteria on stochastic finite-time boundedness are provided for the class of nominal or uncertain discrete-time neural networks with Markovian jump parameters and time-delays. It is shown that the derived conditions are characterized in terms of the solution to these linear matrix inequalities. Finally, n…
model reduction for continuous-time Markovian jump systems with incomplete statistics of mode information
2013
This paper investigates the problem of model reduction for a class of continuous-time Markovian jump linear systems with incomplete statistics of mode information, which simultaneously considers the exactly known, partially unknown and uncertain transition rates. By fully utilising the properties of transition rate matrices, together with the convexification of uncertain domains, a new sufficient condition for performance analysis is first derived, and then two approaches, namely, the convex linearisation approach and the iterative approach, are developed to solve the model reduction problem. It is shown that the desired reduced-order models can be obtained by solving a set of strict linear…
Observer-based finite-time fuzzy H∞ control for discrete-time systems with stochastic jumps and time-delays
2014
This paper is concerned with the problem of observer-based finite-time H ∞ control for a family of discrete-time Markovian jump nonlinear systems with time-delays represented by Takagi-Sugeno (T-S) model. The main contribution of this paper is to design an observer-based finite-time H ∞ controller such that the resulting closed-loop system is stochastic finite-time bounded and satisfies a prescribed H ∞ disturbance attenuation level over the given finite-time interval. Sufficient criteria on stochastic finite-time H ∞ stabilization via observer-based fuzzy state feedback are presented for the solvability of the problem, which can be tackled by a feasibility problem in terms of linear matrix…