Search results for "Markovian switching"

showing 7 items of 7 documents

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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A structured filter for Markovian switching systems

2014

In this work, a new methodology for the structuring of multiple model estimation schemas is developed. The proposed filter is applied to the estimation and detection of active mode in dynamic systems. The discrete-time Markovian switching systems represented by several linear models, associated with a particular operating mode, are studied. Therefore, the main idea of this work is the subdivision of the models set to some subsets in order to improve the detection and estimation performances. Each subset is associated with sub-estimators based on models of the subset. In order to compute the global estimate and subset probabilities, a global estimator is proposed. Theoretical developments ba…

Engineeringbusiness.industryMarkovian switching systemMode (statistics)Linear modelEstimatorComputer Science Applications1707 Computer Vision and Pattern RecognitionFault detection and isolationActive mode detectionComputer Science ApplicationsTheoretical Computer ScienceSet (abstract data type)Vehicle roll dynamicActive mode detection; Markovian switching system; Multiple model estimation; Vehicle roll dynamic; Control and Systems Engineering; Theoretical Computer Science; Computer Science Applications1707 Computer Vision and Pattern RecognitionControl and Systems EngineeringFilter (video)Control theoryMultiple model estimationState (computer science)businessSubdivisionInternational Journal of Systems Science
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Global stability of coupled Markovian switching reaction–diffusion systems on networks

2014

Abstract In this paper, we investigate the stability problem for some Markovian switching reaction–diffusion coupled systems on networks (MSRDCSNs). By using the Lyapunov function, we establish some novel stability principles for stochastic stability, asymptotically stochastic stability, globally asymptotically stochastic stability and almost surely exponential stability of the MSRDCSNs. These stability principles have a close relation to the topology property of the network. We also provide a systematic method for constructing global Lyapunov function for these MSRDCSNs by using graph theory. The new method can help analyze the dynamics of complex networks.

Lyapunov functionRelation (database)Computer Science Applications1707 Computer Vision and Pattern RecognitionTopology (electrical circuits)Graph theoryStochastic coupled systemsComplex networkStability (probability)Computer Science Applicationssymbols.namesakeControl and Systems EngineeringControl theoryReaction–diffusion systemNetworks; Reaction-diffusion; Stability; Stochastic coupled systems; Control and Systems Engineering; Analysis; Computer Science Applications1707 Computer Vision and Pattern RecognitionsymbolsApplied mathematicsNetworksReaction-diffusionMarkovian switchingStabilityAnalysisMathematicsNonlinear Analysis: Hybrid Systems
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H<inf>∞</inf> synchronization of Markovian jump master-slave systems with delay

2012

The problem of synchronization is investigated for a class of master-slave systems with time-varying delays and Markovian switching parameters. Using an appropriate Lyapunov-Krasovskii functional, a synchronization law which includes the master-slave parameters is established for designing a mode-dependent output feedback control law in terms of LMIs. A numerical example is given to show the effectiveness of the method.

Output feedbackMarkovian jumpComputer Science::Systems and ControlControl theoryH controlMaster/slaveMarkovian switchingSynchronizationMathematics2012 12th International Conference on Control Automation Robotics & Vision (ICARCV)
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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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Notice of Violation of IEEE Publication Principles: Robust Delay-Dependent $H_{\infty}$ Control of Uncertain Time-Delay Systems With Mixed Neutral, D…

2011

The problem of robust mode-dependent delayed state feedback H∞ control is investigated for a class of uncertain time-delay systems with Markovian switching parameters and mixed discrete, neutral, and distributed delays. Based on the Lyapunov-Krasovskii functional theory, new required sufficient conditions are established in terms of delay-dependent linear matrix inequalities for the stochastic stability and stabilization of the considered system using some free matrices. The desired control is derived based on a convex optimization method such that the resulting closed-loop system is stochastically stable and satisfies a prescribed level of H∞ performance, simultaneously. Finally, two numer…

Time delaysMarkov processDelay dependentsymbols.namesakeHardware and ArchitectureRobustness (computer science)Control theoryConvex optimizationsymbolsElectrical and Electronic EngineeringRobust controlMarkovian switchingFunctional theoryMathematicsIEEE Transactions on Circuits and Systems I: Regular Papers
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Robust delay-dependent H∞ control of uncertain time-delay systems with mixed neutral, discrete, and distributed time-delays and Markovian switching p…

2011

Author's version of an article published in the journal: IEEE Transactions on Circuits and Systems I: Regular Papers. Also available from the publisher at: http://dx.doi.org/10.1109/tcsi.2011.2106090 The problem of robust mode-dependent delayed state feedback H ∞ control is investigated for a class of uncertain time-delay systems with Markovian switching parameters and mixed discrete, neutral, and distributed delays. Based on the LyapunovKrasovskii functional theory, new required sufficient conditions are established in terms of delay-dependent linear matrix inequalities for the stochastic stability and stabilization of the considered system using some free matrices. The desired control is …

delay systems H∞ control linear matrix inequalities Markov processes uncertain systems delay-dependent delayed state feedback distributed delays Lyapunov-Krasovskii functionals Markovian switching numerical example Stochastic stability and stabilization sufficient conditions uncertain time-delay system control system stability convex optimization delay control systems stabilization state feedback switching systems time delay uncertainty analysis discrete time control systemsVDP::Technology: 500::Mechanical engineering: 570VDP::Mathematics and natural science: 400::Mathematics: 410
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