Less conservative stabilization conditions for Markovian jump systems with incomplete knowledge of transition probabilities and input saturation

2016 ◽  
Vol 37 (6) ◽  
pp. 1207-1216 ◽  
Author(s):  
Nam Kyu Kwon ◽  
Bum Yong Park ◽  
PooGyeon Park
Keyword(s):  
Transition Probabilities ◽  
Input Saturation ◽  
Markovian Jump Systems ◽  
Markovian Jump ◽  
Incomplete Knowledge ◽  
Jump Systems

scholarly journals H 2 Control of Markovian Jump Systems with Input Saturation and Incomplete Knowledge of Transition Probabilities

2020 ◽  
Vol 2020 ◽  
pp. 1-11
Author(s):  
Bum Yong Park
Keyword(s):  
Transition Rate ◽  
State Feedback ◽  
Transition Probabilities ◽  
Input Saturation ◽  
Markovian Jump Systems ◽  
Markovian Jump ◽  
Numerical Examples ◽  
Incomplete Knowledge ◽  
Matrix Polynomials ◽  
Jump Systems

This paper proposes an ℋ 2 state-feedback controller for Markovian jump systems with input saturation and incomplete knowledge of transition probabilities. The proposed controller is developed using second-order matrix polynomials of an incomplete transition rate to derive less conservative stabilization conditions. The proposed controller not only guarantees ℋ 2 performance but also rejects matched disturbances. The effectiveness of the proposed method is demonstrated using three numerical examples.

scholarly journals Finite-Time H∞ Filtering for Discrete-Time Singular Markovian Jump Systems with Time Delay and Input Saturation

Complexity ◽  
2019 ◽  
Vol 2019 ◽  
pp. 1-22
Author(s):  
Wei Guan ◽  
Lei Fu ◽  
Yuechao Ma
Keyword(s):  
Discrete Time ◽  
Finite Time ◽  
Transition Probabilities ◽  
Input Saturation ◽  
Markovian Jump Systems ◽  
Time Interval ◽  
Markovian Jump ◽  
Partly Unknown Transition Probabilities ◽  
Singular Markovian Jump Systems ◽  
Jump Systems

The paper is discussed with the problem of finite-time H∞ filtering for discrete-time singular Markovian jump systems (SMJSs). The systems under consideration consist of time-varying delay, actuator saturation and partly unknown transition probabilities. We pay attention to the design of a H∞ filtering which ensures the filtering error systems to be singular stochastic finite-time boundedness. By employing an adequate stochastic Lyapunov functional together with a class of linear matrix inequalities (LMIs), a sufficient condition is firstly established, which guarantees the systems to achieve our goal and satisfy a prescribed H∞ attenuation level in the given finite-time interval. Considering the above conditions, a distinct presentation for the requested H∞ filter is given. Finally, two numerical examples add to a dynamical Leontief model of economic systems are presented to illustrate the validity of the developed theoretical results.

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