连续Markov跳变奇异系统的稳定性分析与镇定

研究了一类连续Markov跳变奇异系统的稳定性与镇定控制,得到了保证连续Markov跳变奇异系统正则、无脉冲、随机稳定的充分性条件,并设计了相应的镇定控制器。与已有文献中的结论相比,文中研究系统的模式跳变转移概率可以是部分未知的,所得条件以严格线性矩阵不等式的形式给出,具有更小的保守性。仿真实例验证了文中结论的正确性。     

On passivity of state delayed stochastic jump systems

1.INTRODUCTION Stochasticjumpsystemisaspecialkindofhybridsys tems.Itisdescribedbyacontinuous timefinite state Markovprocesswhichreferstothemode,andbya dynamicsystemofdifferentialequationswhichrefers tothestate.Thejumpsystemscanmodelthedynam icsystemssubjecttoabruptvariationintheirstruc turesandthereforattractresearchinterestinginthe world.Recently,thereweresomeresearchesoncon trolproblemsforjumpsystemswithtimedelay[1,2].Passivityplaysanimportantroleinsystemand controltheory.Butalmostallr…     

一类模糊跳变系统的采样控制器设计

针对含有马尔可夫跳变参数的模糊系统,采用多李亚普诺夫函数方法,设计采样控制器,保证模糊跳变系统指数均方稳定和随机稳定。为便于工程应用,考虑到控制系统多为数字控制系统,计算机的输入、输出控制信号是数字信号,而被控对象常为连续时间系统,文中采用离散的控制器控制连续的被控对象。系统模型中的每个跳变模态对应的子系统均是T-S模糊系统,对每个模糊子系统采用平行分布补偿的控制方法,保证子系统渐近稳定。控制器的求解等效为线性矩阵不等式的可解性问题,便于求解。数值仿真结果验证了方法的可行性和有效性。     

Bayesian estimation for nonlinear stochastic hybrid systems with state dependent transitions

The Bayesian approach is considered as the most general formulation of the state estimation for dynamic systems.However,most of the existing Bayesian estimators of stochastic hybrid systems only focus on the Markov jump system,few literature is related to the estimation problem of nonlinear stochastic hybrid systems with state dependent transitions.According to this problem,a new methodology which relaxes quite a restrictive assumption that the mode transition process must satisfy Markov properties is proposed.In this method,a general approach is presented to model the state dependent transitions,the state and output spaces are discreted into cell space which handles the nonlinearities and computationally intensive problem offline.Then maximum a posterior estimation is obtained by using the Bayesian theory.The efficacy of the estimator is illustrated by a simulated example.     

基于观测器的不确定时滞Markov跳变系统H∞控制

讨论了一类线性不确定时滞Markov跳变系统的控制问题,针对能量有界的输入噪声,设计了基于观测器的优化鲁棒H∞控制器。基于鲁棒控制理论,通过对重构的观测器系统的分析,提出了使得系统随机稳定且满足一定输入输出H∞增益的模态依赖的控制器存在条件。结合构造的Lyapunov函数和线性矩阵不等式变换,给出了H∞控制器的设计方法,并将其描述为一个优化问题。基于观测器设计的优化H∞控制器使系统具有随机稳定性,状态的跟踪性能好,抑制干扰能力强,满足所给的范数指标。仿真示例说明了设计方法的有效性。     

离散Markov跳变线性系统最优控制

针对离散Markov跳变系统,研究其最优控制问题。首先确立一个二次型代价函数,然后运用随机贝尔曼动态规划法,结合Markov跳变系统特性求解贝尔曼方程,获得了完全状态信息情形下Markov跳变系统的最优控制器和黎卡提差分方程;进而将其推广到不完全状态信息情形,利用观测向量获得状态的后验概率密度函数,推导了最优控制器的解析结构和相应的求解算法;最后通过数值仿真验证了所得控制器的有效性。     

具有输入约束的模糊Markov跳变系统H∞控制

针对由Takagi-Sugeno模糊模型描述的非线性Markov跳变系统,讨论其在控制输入受约束情况下的H∞控制问题。基于不变集理论,通过模态依赖的椭圆状态集合,实现对控制输入的范数约束,并提出使得模糊跳变系统随机稳定且满足一定输入输出H∞增益的模态依赖的控制器存在条件。结合线性矩阵不等式变换,给出状态反馈最优H∞控制器的设计方法,仿真示例说明了设计方法的有效性。     

Robust dissipative control for time-delay stochastic jump systems

A robust dissipative control problem for a class of It?-type stochastic systems is discussed with Markovian jumping parameters and time-varying delay. A memoryless state feedback dissipative controller is developed based on Lyapunov-Krasovskii functional approach such that the closed-loop system is robustly stochastically stable and weakly delay-dependent (RSSWDD) and strictly (Q, S, R)-dissipative. The sufficient condition on the existence of state feedback dissipative controller is presented by linear matrix inequality (LMI). And the desired controller can be concluded as solving a set of LMI. Finally, a numerical example is provided to demonstrate the effectiveness of the proposed approach.     

On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise

<正> This paper presents the notions of exact observability and exact detectability for Markovjump linear stochastic systems of Ito type with multiplicative noise (for short,MJLSS).StochasticPopov-Belevith-Hautus (PBH) Criterions for exact observability and exact detectability are respectivelyobtained.As an application,stochastic H_2/H_∞ control for such MJLSS is discussed under exactdetectability.     

Observer-based robust predictive control of singular systems with time-delay and parameter uncertainties

The problem of observer-based robust predictive control is studied for the singular systems with norm-bounded uncertainties and time-delay, and the design method of robust predictive observer-based controller is proposed. By constructing the Lyapunov function with the error terms, the infinite time domain "min-max"optimization problems are converted into convex optimization problems solving by the linear matrix inequality (LMI), and the sufficient conditions for the existence of this control are derived. It is proved that the robust stability of the closed-loop singular systems can be guaranteed by the initial feasible solutions of the optimization problems, and the regular and the impulse-free of the singular systems are also guaranteed. A simulation example illustrates the efficiency of this method.     

广义连续随机线性系统的最优递推问题

讨论了广义连续随机线性系统的最优递推问题,利用矩阵的奇异值分解理论,给出了广义连续随机线性系统的奇异值标准形式,基于标准形式,在两种情况下,将系统分解成两个子系统,通过对子系统状态估计的研究,得到了该系统的最优递推方程。结果表明,对于广义系统,该方法有效地减少了计算量。     

时滞广义系统的状态反馈H∞控制

研究了时滞广义系统的稳定性与H∞控制问题。给出时滞广义系统正则、无脉冲且稳定的充分条件,基于带有约束的广义Riccati不等式给出系统的状态反馈H∞控制器设计方法。所得的控制器保证闭环系统是正则、无脉冲、稳定的且满足给定的H∞性能指标。算例说明了该控制器设计方法的有效性。     

Exponential stability of impulsive jump linear systems with Markov process

The exponential stability is investigated for a class of continuous time linear systems with a finite state Markov chain form process and the impulsive jump at switching moments. The conditions, based on the average dwell time and the ratio of expectation of the total time running on all unstable subsystems to the expectation of the total time running on all stable subsystems, assure the exponential stability with a desired stability degree of the system irrespective of the impact of impulsive jump. The uniformly bounded result is realized for the case in which switched system is subjected to the impulsive effect of the excitation signal at some switching moments.     

时滞区间广义系统的保成本控制

针对一类具有状态时滞的时滞区间广义系统,基于状态反馈研究了保性能控制问题。利用线性矩阵不等式(LMI)处理方法,得到了闭环时滞区间广义系统广义二次稳定以及闭环性能指标值有上界的充分条件。利用LMI的可行解给出了保性能控制器的设计方法。设计的控制器使得闭环时滞区间广义二次稳定,同时保证闭环性能指标值是具有上界。最后的数值例子说明了所给方法的有效性。     

基于时滞分割法的Markov随机切换系统指数稳定性

研究了时变时滞满足h₁≤d(t)≤h₂的Itô型随机Markov切换系统的区间时滞相关指数稳定性。基于时滞分割的思想,建立了新颖的Lyapunov-Krasovskii泛函,并引入一些改进的积分等式,以线性矩阵不等式的形式给出了低保守性的区间时滞相关指数稳定条件。最后用几个数值算例说明该结论的有效性及其较低的保守性。     

Robust reliable guaranteed cost control for nonlinear singular stochastic systems with time delay

To study the design problem of robust reliable guaranteed cost controller for nonlinear singular stochastic systems,the Takagi-Sugeno(T-S)fuzzy model is used to represent a nonlinear singular stochastic system with norm-bounded parameter uncertainties and time delay.Based on the linear matrix inequality(LMI)techniques and stability theory of stochastic differential equations,a stochastic Lyapunov function method is adopted to design a state feedback fuzzy controller.The resulting closed-loop fuzzy system is robustly reliable stochastically stable,and the corresponding quadratic cost function is guarauteed to be no more than a certain upper bound for all admissible uncertainties,as well as different actuator fault cases.A sufficient condition of existence and design method of robust reliable guaranteed cost controller is presented.Finally,a numerical simulation is given to illustrate the effectiveness of the proposed method.     

具有饱和执行器跳变系统的鲁棒模型预测控制

针对一类具有饱和执行器的不确定离散Markov跳变系统,提出鲁棒模型预测控制器设计方法。为便于工程应用,考虑被控跳变系统各模态下的动态系统参数以及各模态间的跳变转移模态均存在不确定性的情形,这些不确定性均以凸多面体的形式给出。预测控制器的求解通过在每一个采样时刻优化无穷时域的最坏二次性能指标实现,该预测控制序列在每个采样时刻表现为具有饱和特性的状态反馈控制律,从而使得所形成的闭环系统鲁棒均方稳定。为方便求解,将控制器的求解转化为以线性矩阵不等式形式给出的正半定规划(SDP)问题。数值示例验证了所提方法的有效性。     

Guaranteed control performance robust LQG regulator for discrete-time Markovian jump systems with uncertain noise

Robust LQG problems of discrete-time Markovian jump systems with uncertain noises are investigated. The problem addressed is the construction of perturbation upper bounds on the uncertain noise covariances so as to guarantee that the deviation of the control performance remains within the precision prescribed in actual problems. Furthermore, this regulator is capable of minimizing the worst performance in an uncertain case. A numerical example is exploited to show the validity of the method.     

Robust H∞ reliable control for uncertain singular systems with state delay

The problem of robust and H∞ reliable control for a class of uncertain singular systems with state time-delay is concerned. The problem we address is to design a state feedback controller such that the resulting close-loop systems is regular, impulse free and stable for all admissible uncertainties as well as actuator faults among a prespecified subset. A linear matrix inequality (LMI) design approach is proposed to solve the problem addressed with H∞ norm bound constraint on disturbance attenuation. Finally, a numerical example is provided to demonstrate the application of the proposed method.