Search results for "Markovian jump"

Memory ℋ<inf>∞</inf> control for continuous-time Markovian jump systems with time-varying delay and defective mode …

2014

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…

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.

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…

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…

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…

H∞ sliding mode control for uncertain neutral-type stochastic systems with Markovian jumping parameters

2015

This paper is devoted to the investigation of H ∞ sliding mode control (SMC) for uncertain neutral stochastic systems with Markovian jumping parameters and time-varying delays. A sliding surface functional is firstly constructed. Then, the sliding mode control law is designed to guarantee the reachability of the sliding surface in a finite-time interval. The sufficient conditions for asymptotically stochastic stability of sliding mode dynamics with a given disturbance attenuation level are presented in terms of linear matrix inequalities (LMIs). Finally, an example is provided to illustrate the efficiency of the proposed method.

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.

A sliding mode approach to H∞ synchronization of master–slave time-delay systems with Markovian jumping parameters and nonlinear uncertainties

2012

Author's version of an article published in the journal: Journal of the Franklin Institute. Also available from the publisher at: http://dx.doi.org/10.1016/j.jfranklin.2011.09.015 In this paper, a sliding-mode approach is proposed for exponential H∞ synchronization problem of a class of masterslave time-delay systems with both discrete and distributed time-delays, norm-bounded nonlinear uncertainties and Markovian switching parameters. Using an appropriate LyapunovKrasovskii functional, some delay-dependent sufficient conditions and a synchronization law, which include the masterslave parameters are established for designing a delay-dependent mode-dependent sliding mode exponential H∞ synch…