ROBUST H∞ CONTROL FOR UNCERTAIN STOCHASTIC SYSTEMS WITH MARKOVIAN SWITCHING AND TIME-VARYING DELAYS

2008 ◽  
Vol 8 (1) ◽  
pp. 82-85 ◽  
Author(s):  
Minhui Sun ◽  
Shengyuan Xu ◽  
Yun Zou
Keyword(s):  
Stochastic Systems ◽  
Markovian Switching ◽  
Time Varying

scholarly journals H∞Control for Stochastic Systems with Markovian Switching and Time-Varying Delay via Sliding Mode Design

2013 ◽  
Vol 2013 ◽  
pp. 1-12 ◽  
Author(s):  
Lijun Gao ◽  
Yuqiang Wu
Keyword(s):  
Stochastic Systems ◽  
Sliding Mode ◽  
Nonlinear Function ◽  
Markovian Switching ◽  
Time Varying ◽  
Sliding Surface ◽  
Parameter Uncertainties ◽  
Time Varying Delay ◽  
Integral Sliding Surface ◽  
The Given

This paper addresses the problem ofH∞control for a class of uncertain stochastic systems with Markovian switching and time-varying delays. The system under consideration is subject to time-varying norm-bounded parameter uncertainties and an unknown nonlinear function in the state. An integral sliding surface corresponding to every mode is first constructed, and the given sliding mode controller concerning the transition rates of modes can deal with the effect of Markovian switching. The synthesized sliding mode control law ensures the reachability of the sliding surface for corresponding subsystems and the global stochastic stability of the sliding mode dynamics. A simulation example is presented to illustrate the proposed method.

scholarly journals Finite-TimeH∞Control for Time-Delayed Stochastic Systems with Markovian Switching

2014 ◽  
Vol 2014 ◽  
pp. 1-10 ◽  
Author(s):  
Wenhua Gao ◽  
Feiqi Deng ◽  
Ruiqiu Zhang ◽  
Wenhui Liu
Keyword(s):  
Finite Time ◽  
State Feedback ◽  
Stochastic Systems ◽  
Sufficient Conditions ◽  
Markovian Switching ◽  
Time Stability ◽  
Finite Time Stability ◽  
Weighting Matrix ◽  
Simulation Results ◽  
Dependent State

This paper studies the problem of finite-timeH∞control for time-delayed Itô stochastic systems with Markovian switching. By using the appropriate Lyapunov-Krasovskii functional and free-weighting matrix techniques, some sufficient conditions of finite-time stability for time-delayed stochastic systems with Markovian switching are proposed. Based on constructing new Lyapunov-Krasovskii functional, the mode-dependent state feedback controller for the finite-timeH∞control is obtained. Simulation results illustrate the effectiveness of the proposed method.

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