H_2/H_∞ Control for Stochastic Jump-Diffusion Systems with Markovian Switching

In this paper, a stochastic H_2/H_∞ control problem is investigated for Poisson jumpdiffusion systems with Markovian switching, which are driven by a Brownian motion and a Poisson random measure with the system parameters modulated by a continuous-time finite-state Markov chain.A stochastic jump bounded real lemma is proved, which reveals that the norm of the perturbation operator below a given threshold is equivalent to the existence of a global solution to a parameterized system of Riccati type differential equations. This result enables the authors to obtain sufficient and necessary conditions for the existence of H_2/H_∞ control in terms of two sets of interconnected systems of Riccati type differential equations.     

Discrete-Time Mean-Field Stochastic H_2/H_∞ Control

The finite horizon H_2/H_∞ control problem of mean-field type for discrete-time systems is considered in this paper. Firstly, the authors derive a mean-field stochastic bounded real lemma(SBRL). Secondly, a sufficient condition for the solvability of discrete-time mean-field stochastic linearquadratic(LQ) optimal control is presented. Thirdly, based on SBRL and LQ results, this paper establishes a sufficient condition for the existence of discrete-time stochastic H_2/H_∞ control of meanfield type via the solvability of coupled matrix-valued equations.     

New algorithm for robust H_2/H_∞ filtering with error variance assignment

1 .INTRODUCTIONThedevelopmentofefficientlinearestimationalgo rithmshasbeenbasedinthepastmainlyonthemini mizationoftheL2 normofthecorrespondingestima tionerror .Thistypeofestimationassumesthatthemessagegeneratingprocesshasaknownstatisticalproperty .Unfort…     

Robust H_2/H_∞ Fuzzy Filtering for Nonlinear Stochastic Systems with Infinite Markov Jump

Robust fuzzy filterings for a class of nonlinear stochastic systems with infinite Markov jump are explored based on T-S fuzzy model approach in this paper. First of all, the exponentially mean square stable filter with a prescribed H∞ performance is designed via linear matrix inequalities(LMIs). Secondly, H2/H∞ fuzzy filtering is solved in terms of LMIs by minimizing the estimation error energy under the worst case fuzzy disturbance. The corresponding fuzzy filter parameters can be received by convex optimization algorithms. And lastly, two illustrative examples are performed to manifest the validity of the proposed methods.     

H_∞ control for stochastic systems with time-delay

1.INTRODUCTION Physicalplantsareunavoidabletobeaffectedbydis turbance,time delayanduncertainty,whichmay makesomeunwantedinfluenceonthesystem’sper formanceandevenresultininstability.Howtoavoid andcounteractsuchdisadvantagesthroughfeedback designhasbeenaresearchtopicunderintensiveinves tigationrecently[1～7].Inpractice,twokindsofdisturbancesareoften encountered:stochastic(orrandom)disturbanceand deterministicdisturbance.Forthestochasticdistur bance,systemsunderconsiderationaremodeledand st…     

Fuzzy Static Output Feedback H_∞ Control for Nonlinear Systems Subject to Parameter Uncertainties

This study is concerned with the stabilization issue of nonlinear systems subject to parameter uncertainties. An interval type-2 T-S fuzzy model is used to represent the nonlinear systems subject to parameter uncertainties. An interval type-2 fuzzy static output feedback controller is designed to synthesize the interval type-2 T-S fuzzy systems. The membership-function-dependent stability conditions are derived by utilizing the information of upper and lower membership functions. The proposed stability conditions are presented in the form of linear matrix inequalities(LMIs). LMI-based stability conditions for interval type-2 fuzzy static output feedback H_∞ control synthesis are also developed.Several simulation examples are given to show the superiority of the proposed approach.     

Nonlinear H_∞ filtering for interconnected Markovian jump systems

1.INTRODUCTIONState esti mation or observer design has been an i m-portant research topic and has been widely used incontrol and signal processing in the last fewdecades[1~3].One of the esti mation approaches isKal man filtering,which is based on the assumptionthat the system model under considerationis availableandits disturbances are Gaussian noises with knownstatistics.However,the noise sources may not be ex-actly known and uncertainties may appear.There-fore,an alternative esti matio…     

Robust H_∞ Stabilization of Uncertain Linear Time-Delay System with Delayed/Undelayed State Feedback Controllers

1. INTRoDUCTIONThe dynamic behavior of many physical processes consists of inherent time--delays and uncertainties (due tomode1ing errors3 measu-rement errors9 1inearization approkimations, and so on), which can be modeled by anuncertain 1inear system with state/contro1 delay [1ro5l. Since the presence of time-delay is frequelltly a cause ofinstability, stability testing and robust stabilization of uncertain time--delay systems have gained considerableatteniion around the world. In this di…     

LMI approach to reliable H_∞ control of linear systems

1 .INTRODUCTIONAcontrol systemdesignedto tolerate faults of sen-sors or actuators , while maintaining an acceptablelevel of the closed-loop system stability and per-formance ,is called a reliable control system. Forsafety-critical systems ,such as air vehicles ,chemi-cal plants and nuclear power plants etc .,its safetyand reliability are more i mportant than good per-formance . One of the methodologies which cani m-prove systemreliability is robustness against com-ponent faults . This met…     

An Approach to RCS Computation for Complex Targets

ＡｎＡｐｐｒｏａｃｈｔｏＲＣＳＣｏｍｐｕｔａｔｉｏｎｆｏｒＣｏｍｐｌｅｘＴａｒｇｅｔｓＺｈａｏＷｅｉｊｉａｎｇ＆ＷａｎｇＭａｏｇｕａｎｇＸｉｄｉａｎＵｎｉｖｅｒｓｉｔｙ，Ｘｉ’ａｎ７１００７１，Ｐ．Ｒ．Ｃｈｉｎａ（ＲｅｃｅｉｖｅｄＡｕｇｕｓｔ９，１９...     

Parallel Digital Simulation for the Control Problem in Differential Algebraic System

Ｐａｒａｌｌｅｌ　Ｄｉｇｉｔａｌ　Ｓｉｍｕｌａｔｉｏｎ　ｆｏｒ　ｔｈｅ　Ｃｏｎｔｒｏｌ　Ｐｒｏｂｌｅｍ　ｉｎ　Ｄｉｆｆｅｒｅｎｔｉａｌ　Ａｌｇｅｂｒａｉｃ　ＳｙｓｔｅｍＣｈｅｎＬｉｒｏｎｇ＆ＬｉｕＤｅｇｕｉ（ＢｅｉｊｉｎｇＩｎｓｔｉｔｕｔｅｏｆＣｏｍ...     

A Case of Energy and Ecology System Development and a New Approach to System Dynamics Modeling

1　IntroductionIn our previous subject concerned with the development of energy and ecology systemengineering[1 ] ,we have proposed SD rate variable fundamental in- tree modeling and,then,built the model of this system which totally included six in- trees with this newapproach.But the difficulty in locating all feedback loops is a barrier on the way of ourfurther research on the feedback structure and functions of the complex system.Therefore,a new algebraic method named after SD branch- vec…     

System Approach to the Integration of Military and Civilian Productions in China

The author uses system analysis to provide system thinkings of the deepening reform of the management of defence science, technology and industry (DSTI) and investigate the system definition of DSTI, the system reform target, system operational mechanism, institutional structure, coordination and control functions and the orientation of conversion in China.     

An Information Theory Approach to the Data Compression and Imaging System for Synthetic Aperture Radar （SAR）

ＡｎＩｎｆｏｒｍａｔｉｏｎＴｈｅｏｒｙＡｐｐｒｏａｃｈｔｏｔｈｅＤａｔａＣｏｍｐｒｅｓｓｉｏｎａｎｄＩｍａｇｉｎｇＳｙｓｔｅｍｆｏｒＳｙｎｔｈｅｔｉｃＡｐｅｒｔｕｒｅＲａｄａｒ（ＳＡＲ）￥ＸｉａｏＹｏｎｇｘｉｎ；ＰｅｎｇＨａｉｌｉａｎｇａｎｄＣｈｅｎ...     

Macro-economic Model and Its H_∞ Control Strategies for Liaoning Province

1　ＩｎｔｒｏｄｕｃｔｉｏｎＣｏｎｓｉｄｅｒａｂｌｅｒｅｓｅａｒｃｈｅｓｈａｖｅｂｅｅｎｍａｄｅｏｎｍａｃｒｏｅｃｏｎｏｍｉｃｍｏｄｅｌｓｔｉｌｌｎｏｗ .Ｐｏｌｉｃｙｍａｋｅｒｓｕｓｕ ａｌｌｙｐｒｅｄｉｃｔａｎｄａｎａｌｙｚｅｅｃｏｎｏｍｉｃｓｉｔｕａｔｉｏｎ ,ｍａｋｅｅｃｏｎｏｍｉｃｄｅｃｉｓｉｏｎｓｂａｓｅｄｏｎｔｈｅｓｅｍｏｄｅｌｓ[1] .Ｔｅｃｈｎｉｑｕｅｓｕｓｅｄｉｎｄｅｃｉｓｉｏｎｐｒｏｂｌｅｍａｎｄｒｉｓｋｍａｎａｇｅｍｅｎｔｕｓｕａｌｌｙａｒｅｏｐｔｉｍａｌｒｅｇｕｌａｔｏｒｔｈｅ…     

Robust H_∞ Control for Uncertain Markovian Jump Linear Time-Delay Systems

1 ＩＮＴＲＯＤＵＣＴＩＯＮＭａｒｋｏｖｉａｎｊｕｍｐｓｙｓｔｅｍｓａｒｅｄｅｆｉｎｅｄａｓａｆａｍｉｌｙｏｆｌｉｎｅａｒｓｙｓｔｅｍｓｗｉｔｈＭａｒｋｏｖｉａｎｊｕｍｐｐａｒａｍｅｔｅｒｓ.Ｔｈｉｓｃｌａｓｓｏｆｓｙｓｔｅｍｓ,ｗｈｉｃｈｗｅｒｅｉｎｉｔｉａｌｌｙｉｎｔｒｏｄｕｃｅｄｂｙＫｒａｓｏｒｋｉｉａｎｄＬｉｄｓｋｉｉｉｎｒｅｆｅｒｅｎｃｅ [1 ],ａｒｅａｌｗａｙｓｕｓｅｄｔｏｍｏｄｅｌｔｈｅｐｌａｎｔｓｗｈｏｓｅｓｔｒｕｃｔｕｒｅｉｓｓｕｂｊｅｃｔｔｏｒａｎｄｏｍｌｙａｂｒｕｐｔｃｈａｎｇｅ…     

Robust H_∞ Control with Exponent Stability for Time-Delay Uncertain Systems

1 .ＩＮＴＲＯＤＵＣＴＩＯＮＩｔｉｓｗｅｌｌ ｋｎｏｗｎｔｈａｔｔｈｅｓｔａｂｉｌｉｚａｔｉｏｎｏｆｔｈｅｓｙｓｔｅｍｓｗｉｔｈｔｉｍｅｄｅｌａｙｓｉｎｄｉｆｆｅｒｅｎｔｓｔａｔｅｓｉｓａｔｏｕｇｈｐｒｏｂｌｅｍｂｅ ｃａｕｓｅｔｈｅｔｉｍｅｄｅｌａｙｓｉｎａｓｙｓｔｅｍｍａｙｉｎｄｕｃｅａｎｉｎｓｔａｂｉｌｉｔｙｏｆｔｈｅｐｅｒｆｏｒｍａｎｃｅｓｏｆｔｈｅｃｌｏｓｅｄ ｌｏｏｐｓｃｈｅｍｅｓ.Ｔｈｅｒｅｆｏｒｅ,ｔｈｅｓｕｂｊｅｃｔｏｆｓｔａｂｉｌｉｔｙａｎｄｃｏｎｔｒｏｌｆｏｒｔｉｍｅ ｄｅｌａｙ…     

An Exact Penalty Function Method for Linear Static Stackelberg Problem with Multiple Leaders and Multiple Followers

ＡｎＥｘａｃｔＰｅｎａｌｔｙＦｕｎｃｔｉｏｎＭｅｔｈｏｄｆｏｒＬｉｎｅａｒＳｔａｔｉｃＳｔａｃｋｅｌｂｅｒｇＰｒｏｂｌｅｍｗｉｔｈＭｕｌｔｉｐｌｅＬｅａｄｅｒｓａｎｄＭｕｌｔｉｐｌｅＦｏｌｌｏｗｅｒｓＬＩＤｅｎｇｆｅｎｇ；ＣＨＥＮＳｈｏｕｙｕ（Ｄｅｐ...