Filtering of discrete‐time Markov jump linear systems with uncertain transition probabilities

This article addresses the filtering design problem for discrete‐time Markov jump linear systems (MJLS) under the assumption that the transition probabilities are not completely known. We present the methods to determine ??₂‐ and ??_∞‐norm bounded filters for MJLS whose transition probability matrices have uncertainties in a convex polytope and establish an equivalence with the ones with partly unknown elements. The proposed design, based on linear matrix inequalities, allows different assumptions on Markov mode availability to the filter and on system parameter uncertainties to be taken into account. Under mode‐dependent assumption and internal model knowledge, observer‐based filters can be obtained and it is shown theoretically that our method outperforms some available ones in the literature to date. Numerical examples illustrate this claim. Copyright © 2010 John Wiley & Sons, Ltd.     

Nonstationary H∞ dynamic output feedback control for discrete‐time Markov jump linear systems with actuator and sensor saturations

This paper is concerned with the nonstationary dynamic output feedback control problem for a class of discrete‐time Markov jump linear systems (MJLSs) under simultaneous consideration of actuator and sensor saturations. The so‐called nonstationary controllers dominated by two other different piecewise‐stationary Markov chains are introduced, making the designed controllers not only mode‐dependent but also dependent on other variations associated with the mode transitions in the original MJLSs. The sufficient conditions formulated in terms of bilinear matrix inequalities for the H_∞ control problem are established such that the resulting closed‐loop system is stochastically stable and achieves a prescribed H_∞ noise attenuation level. A suboptimal algorithm with line search is exploited to solve for the associated controller gains. Effectiveness of the developed theoretical results is verified via a numerical example. Copyright © 2015 John Wiley & Sons, Ltd.     

Static output feedback control for discrete‐time hidden Markov jump systems against deception attacks

This paper investigates the static output feedback control problem for Markov jump systems subject to asynchronous mode information and deception attacks. A hidden Markov model is employed to observe the unmeasurable system mode. In this case, the asynchronous phenomenon between the controller and the original system is depicted. By using the mode‐dependent Lyapunov function, a sufficient condition is established such that the resulting closed‐loop system is stochastically mean square exponentially ultimately bounded under randomly occurring deception attacks and external disturbance. Based on this condition, the asynchronous static output feedback controller is designed in view of linear matrix inequalities. Finally, the effectiveness and superiority of the presented method are elaborated via a numerical example and a practical example.     

转移概率部分未知的随机Markov 跳跃系统的镇定控制

研究一类随机Markov跳跃系统的稳定性与镇定控制问题.此类系统跳跃过程的转移概率部分未知,包括转移概率完全已知和完全未知两种情形,因而更具一般性.首先,给出保证随机Markov跳跃系统均方渐近稳定的充分性判据,并设计了相应的状态反馈镇定控制器;然后,基于矩阵的奇异值分解给出了系统静态输出反馈镇定控制器的设计方法,并将其归结为求解一组线性矩阵不等式（LMIs）的可行性问题;最后,通过数值仿真验证了所得结论的正确性.     

Observer‐based finite‐time stabilization for extended Markov jump systems

In this paper, we study the problem of observer‐based finite‐time stabilization for a class of extended Markov jump systems with norm‐bounded uncertainties and external disturbances. The stochastic character under consideration is governed by a finite‐state Markov process, but with only partial information on the transition jump rates. Based on the finite‐time stability analysis, sufficient conditions for the existence of the observer‐based controller are derived via a linear matrix inequality approach such that the closed‐loop system trajectory stays within a prescribed bound in a fixed time interval. When these conditions are satisfied, the designed observer‐based controller gain matrices can be obtained by solving a convex optimization problem. Simulation results demonstrate the effectiveness of the approaches proposed in this paper. Copyright © 2010 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Network‐based robust event‐triggered control for continuous‐time uncertain semi‐Markov jump systems

This article investigates the event‐triggered (ET) states feedback robust control problem for a class of continuous‐time networked semi‐Markov jump systems (S‐MJSs). An ET scheme, which depends on semi‐Markov process, is presented to design a suitable controller and save communication resources. To cope with the network transmission delay phenomenon, a time‐delay S‐MJSs model under the ET scheme is introduced to describe this phenomenon. Then, it is assumed that the communication links between event detector and zero‐order holder are imperfect, where the signal quantization and the actuator fault occur simultaneously. The sufficient conditions are derived by means of linear matrix inequalities approach, which guarantees the stochastic stability of the constructed time‐delay S‐MJSs in an optimized performance level. Based on these criteria, the parameters of controller under the ET scheme are readily calculated. Some simulation results with respect to F‐404 aircraft engine system for two kinds of ET parameters are given to validate the proposed method.     

Sliding mode control for Markov jump linear uncertain systems with partly unknown transition rates

In this paper, based on sliding mode control approach, the robust stabilisation problem for a class of continuous-time Markovian jump linear uncertain systems with partly unknown transition rates is investigated. The transition rate matrix under consideration covers completely known, boundary known and completely unknown elements. By making use of linear matrix inequalities technique, sufficient conditions are presented to derive the linear switching surface and guarantee the stochastic stability of sliding mode dynamics. Then a sliding mode control law is designed to drive the state trajectory of the closed-loop system to the specified linear switching surface in finite time in spite of the existing uncertainties and unknown transition rates. Finally, an example is given to verify the validity of the theoretical results.     

Fuzzy-model-based robust control of Markov jump nonlinear systems with incomplete transition probabilities and uncertain packet dropouts

Interval type-2 fuzzy Markov jump systems (IT2FMJSs) have received much attention because they can well describe complex nonlinear systems with uncertainties and stochastic system mode switching. However, the transition probabilities of fuzzy MJSs (FMJSs) have been assumed to be completely known, limiting real-world applications of existing results. Different from the previous studies, transition probabilities between system modes switching are partially unknown, and packet dropouts of data transmission are uncertain in this study. Compared with the previous studies, the main advantages of this work are as follows: (1) To analyze stochastic stability and reduce conservatism of existing approaches, a novel Lyapunov function that depends on both system mode and fuzzy basis function is constructed; (2) the existence of a mode-dependent and fuzzy-basis-dependent state feedback controller is revealed; (3) stochastic stability of closed-loop system with a desired $H_{\infty }$ performance is established, and the problem of incomplete transition probabilities and uncertain packet dropouts has been completely addressed. An illustrative example of a robot arm is used to demonstrate the effectiveness and practicality of the proposed control strategy. By virtue of the proposed strategy, the effects of incomplete transition probabilities and uncertain packet dropouts on IT2FMJSs have been completely alleviated.     

and control design for polytopic continuous‐time Markov jump linear systems with uncertain transition rates

This paper investigates the problems of and state feedback control design for continuous‐time Markov jump linear systems. The matrices of each operation mode are supposed to be uncertain, belonging to a polytope, and the transition rate matrix is considered partly known. By appropriately modeling all the uncertain parameters in terms of a multi‐simplex domain, new design conditions are proposed, whose main advantage with respect to the existing ones is to allow the use of polynomially parameter‐dependent Lyapunov matrices to certify the mean square closed‐loop stability. Synthesis conditions are derived in terms of matrix inequalities with a scalar parameter. The conditions, which become LMIs for fixed values of the scalar, can cope with and state feedback control in both mode‐independent and mode‐dependent cases. Using polynomial Lyapunov matrices of larger degrees and performing a search for the scalar parameter, less conservative results in terms of guaranteed costs can be obtained through LMI relaxations. Numerical examples illustrate the advantages of the proposed conditions when compared with other techniques from the literature. Copyright © 2015 John Wiley & Sons, Ltd.     

Decentralized robust control of uncertain Markov jump parameter systems via output feedback

This paper addresses the problem of decentralized robust stabilization and control for a class of uncertain Markov jump parameter systems. Control is via output feedback and knowledge of the discrete Markov state. It is shown that the existence of a solution to a collection of mode-dependent coupled algebraic Riccati equations and inequalities, which depend on certain additional parameters, is both necessary and sufficient for the existence of a robust decentralized switching controller. A guaranteed upper bound on robust performance is also given. To obtain a controller which satisfies this bound, an optimization problem involving rank constrained linear matrix inequalities is introduced, and a numerical approach for solving this problem is presented. To demonstrate the efficacy of the proposed approach, an example stabilization problem for a power system comprising three generators and one on-load tap changing transformer is considered.     

Guaranteed cost control of uncertain discrete‐time singular Markov jump systems with indefinite quadratic cost

The guaranteed cost control problem for discrete‐time singular Markov jump systems with parameter uncertainties is discussed. The weighting matrix in quadratic cost function is indefinite. For full and partial knowledge of transition probabilities cases, state feedback controllers are designed based on linear matrix inequalities method which guarantee that the closed‐loop discrete‐time singular Markov jump systems are regular, causal and robust stochastically stable, and the cost value has a zero lower bound and a finite upper bound. A numerical example to illustrate the effectiveness of the method is given in the paper. Copyright © 2010 John Wiley & Sons, Ltd.     

Event‐triggered practical finite‐time output feedback stabilization of a class of uncertain nonlinear systems

This paper studies the event‐triggered practical finite‐time output feedback stabilization problem for a class of uncertain nonlinear systems with unknown control gains. First, a reduced‐dimensional observer is employed to implement the reconstruction of the unavailable states. Furthermore, a novel event‐triggered output feedback control strategy is proposed based on the idea of backstepping design and sign function techniques. It is shown that the practical finite‐time stability of the closed‐loop systems is ensured by Lyapunov analysis and related stability criterion. Compared with the existing methods, the main advantage of this strategy is that the observer errors and event‐trigger errors can be processed simultaneously to achieve the practical finite‐time stability. Finally, an example is adopted to demonstrate the validity of the proposed scheme.     

不确定时延输出反馈网络化系统保性能控制

研究了一类具有不确定时延的动态输出反馈网络控制系统的保性能控制问题．针对小于等于一个采样周期的不确定时延,利用Lyapunov理论和线性矩阵不等式方法,推导出了动态输出反馈网络控制系统保性能控制律存在的条件,给出了动态输出反馈保性能控制律设计方法．利用LMI工具箱中的目标函数最小化工具,可以求得该类系统优化的保性能控制律参数和优化的性能指标,从而获得该系统的保性能控制律．给出的仿真算例说明了设计方法是有效的所得结果是可行的．     

Robust quantized output feedback control for uncertain discrete time‐delay systems with saturation nonlinearity

This paper is concerned with robust quantized output feedback control problems for uncertain discrete‐time systems with time‐varying delay and saturation nonlinearity. It is assumed that the quantizer is of the saturating type. A new framework for the local boundedness stabilization of quantized feedback systems is developed. Attention is focused on finding a quantized static output feedback controller such that all trajectories of the resulting closed‐loop system starting from an admissible initial basin converge to a bounded region strictly within the initial basin. A quantized feedback controller is proposed, which comprises output feedback and the exogenous signal parts. Simulation examples are given to illustrate the effectiveness and advantage of the proposed methods. Copyright © 2014 John Wiley & Sons, Ltd.     

An iterative approach for the discrete‐time dynamic control of Markov jump linear systems with partial information

The , and mixed dynamic output feedback control of Markov jump linear systems in a partial observation context is studied through an iterative approach. By partial information, we mean that neither the state variable x(k) nor the Markov chain θ(k) are available to the controller. Instead, we assume that the controller relies only on an output y(k) and a measured variable coming from a detector that provides the only information of the Markov chain θ(k). To solve the problem, we resort to an iterative method that starts with a state‐feedback controller and solves at each iteration a linear matrix inequality optimization problem. It is shown that this iterative algorithm yields to a nonincreasing sequence of upper bound costs so that it converges to a minimum value. The effectiveness of the iterative procedure is illustrated by means of two examples in which the conservatism between the upper bounds and actual costs is significantly reduced.     

Semi‐global output feedback control for nonlinear systems with uncertain time‐delay and output function

This paper considers semi‐global output feedback control for more general nonlinear systems with unknown time‐delay and output function whose derivative is unbounded from above. By introducing a new observer and using the backstepping design method and the Razumikhin stability theorem, an output feedback controller is constructed to achieve a semi‐global stability. Copyright © 2016 John Wiley & Sons, Ltd.     

H∞ control for discrete‐time Markovian jump linear systems with partly unknown transition probabilities

In this paper, the problem of H_∞ control for a class of discrete‐time Markovian jump linear system with partly unknown transition probabilities is investigated. The class of systems under consideration is more general, which covers the systems with completely known and completely unknown transition probabilities as two special cases. Moreover, in contrast to the uncertain transition probabilities studied recently, the concept of partly unknown transition probabilities proposed in this paper does not require any knowledge of the unknown elements. The H_∞ controllers to be designed include state feedback and dynamic output feedback, since the latter covers the static one. The sufficient conditions for the existence of the desired controllers are derived within the matrix inequalities framework, and a cone complementary linearization algorithm is exploited to solve the latent equation constraints in the output‐feedback control case. Two numerical examples are provided to show the validness and potential of the developed theoretical results. Copyright © 2008 John Wiley & Sons, Ltd.     

Markov跳变系统的输出反馈鲁棒预测控制

对离散时间Markov跳变系统, 当系统状态不完全可测时, 研究了一类基于输出反馈的鲁棒模型预测控制问题. 所研究系统为准线性参数时变的, 考虑在当前时刻系统的时变参数是已知的, 将来时刻未知的情况. 综合考虑系统存在多胞不确定性和有界噪声等因素, 通过运用线性矩阵不等式方法及变量变换思想, 将无穷时域性能指标的最小最大鲁棒预测控制问题转化为具有线性矩阵不等式约束的凸优化问题, 得到了系统的输出反馈控制律. 引入二次有界概念, 在满足输入输出约束的情况下, 保证闭环系统的随机稳定性. 数值算例验证了方法的有效性.     

Adaptive output feedback control of a class of uncertain nonlinear systems with unknown time delays

This article studies the adaptive output feedback control problem of a class of uncertain nonlinear systems with unknown time delays. The systems considered are dominated by a triangular system without zero dynamics satisfying linear growth in the unmeasurable states. The novelty of this article is that a universal-type adaptive output feedback controller is presented to time-delay systems, which can globally regulate all the states of the uncertain systems without knowing the growth rate. An illustrative example is provided to show the applicability of the developed control strategy.     

H∞ control for discrete‐time Markovian jump systems with partial information on transition probabilities

This paper focuses on mode‐dependent H_∞ state‐feedback control for a class of discrete‐time Markovian jump systems (MJSs) with partial information on transition probabilities (TPs). The augmented free‐connection weighting matrices are introduced by considering the influence of partial information of TPs on discrete‐time MJSs and the disturbance input on the state vector. As a result, the less conservative stability criterion and bounded real lemma (BRL) of MJSs with partly unknown TPs are obtained. Then the sufficient conditions for designing the mode‐dependent H_∞ controllers are derived in terms of linear matrix inequalities (LMIs). Numerical examples are given to illustrate the effectiveness and the merits of the proposed method.