Quantized Finite-Time Non-fragile Filtering for Singular Markovian Jump Systems with Intermittent Measurements

2019 ◽  
Vol 38 (9) ◽  
pp. 3971-3995 ◽  
Author(s):  
Sakthivel Rathinasamy ◽  
Sathishkumar Murugesan ◽  
Faris Alzahrani ◽  
Yong Ren
Keyword(s):  
Finite Time ◽  
Markovian Jump Systems ◽  
Markovian Jump ◽  
Singular Markovian Jump Systems ◽  
Intermittent Measurements ◽  
Jump Systems

scholarly journals Observer-Based Finite-TimeH∞Control of Singular Markovian Jump Systems

2012 ◽  
Vol 2012 ◽  
pp. 1-19 ◽  
Author(s):  
Yingqi Zhang ◽  
Wei Cheng ◽  
Xiaowu Mu ◽  
Xiulan Guo
Keyword(s):  
Finite Time ◽  
State Feedback ◽  
Sufficient Conditions ◽  
Markovian Jump Systems ◽  
Feasibility Problem ◽  
Auxiliary Result ◽  
Markovian Jump ◽  
Singular Markovian Jump Systems ◽  
Finite Time Stabilization ◽  
Jump Systems

This paper addresses the problem of finite-timeH∞control via observer-based state feedback for a family of singular Markovian jump systems (SMJSs) with time-varying norm-bounded disturbance. Firstly, the concepts of singular stochastic finite-time boundedness and singular stochastic finite-timeH∞stabilization via observer-based state feedback are given. Then an observer-based state feedback controller is designed to ensure singular stochastic finite-timeH∞stabilization via observer-based state feedback of the resulting closed-loop error dynamic SMJS. Sufficient criteria are presented for the solvability of the problem, which can be reduced to a feasibility problem involving linear matrix inequalities with a fixed parameter. As an auxiliary result, we also discuss the problem of finite-time stabilization via observer-based state feedback of a class of SMJSs and give sufficient conditions of singular stochastic finite-time stabilization via observer-based state feedback for the class of SMJSs. Finally, illustrative examples are given to demonstrate the validity of the proposed techniques.

Mode-dependent robust and non-fragile finite-time H∞ control for nonlinear singular Markovian jump systems

2021 ◽  
pp. 014233122110350
Author(s):  
Hongping Niu ◽  
Lin Li ◽  
Pengnan Wang
Keyword(s):  
Finite Time ◽  
State Feedback ◽  
Closed Loop ◽  
Feedback Controller ◽  
Markovian Jump Systems ◽  
Markovian Jump ◽  
Closed Loop Systems ◽  
Singular Markovian Jump Systems ◽  
Finite Time Boundedness ◽  
Jump Systems

This paper is concerned with the problem of mode-dependent robust and non-fragile finite-time [Formula: see text] control for a class of nonlinear singular Markovian jump systems (NSMJSs) with parameter uncertainties and time-varying norm-bounded disturbance. Some sufficient conditions ensuring the singular stochastic [Formula: see text] finite-time boundedness (SS[Formula: see text]FTB) are developed for the given system by using the stochastic analysis and linear matrix inequality techniques. Then, a finite-time [Formula: see text] state feedback controller is designed, which can guarantee the [Formula: see text] finite-time boundedness of the closed-loop systems. Furthermore, a robust and non-fragile finite-time [Formula: see text] state feedback controller is also provided to ensure the [Formula: see text] finite-time boundedness of the closed-loop systems when the controller gain has an additive perturbation. Finally, two numerical examples are given to illustrate the effectiveness of the obtained results.

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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