scholarly journals Almost Sure Stability and Stabilization for Hybrid Stochastic Systems with Time-Varying Delays

2012 ◽  
Vol 2012 ◽  
pp. 1-21 ◽  
Author(s):  
Hua Yang ◽  
Huisheng Shu ◽  
Xiu Kan ◽  
Yan Che
Keyword(s):  
Stochastic Systems ◽  
Sufficient Conditions ◽  
Delay Systems ◽  
Linear Matrix ◽  
Time Varying ◽  
Almost Sure Stability ◽  
Martingale Inequality ◽  
Stochastic Delay ◽  
Hybrid Stochastic Systems ◽  
Linear State

The problems of almost sure (a.s.) stability and a.s. stabilization are investigated for hybrid stochastic systems (HSSs) with time-varying delays. The different time-varying delays in the drift part and in the diffusion part are considered. Based on nonnegative semimartingale convergence theorem, Hölder’s inequality, Doob’s martingale inequality, and Chebyshev’s inequality, some sufficient conditions are proposed to guarantee that the underlying nonlinear hybrid stochastic delay systems (HSDSs) are almost surely (a.s.) stable. With these conditions, a.s. stabilization problem for a class of nonlinear HSDSs is addressed through designing linear state feedback controllers, which are obtained in terms of the solutions to a set of linear matrix inequalities (LMIs). Two numerical simulation examples are given to show the usefulness of the results derived.

Delay-Dependent Robust Control for Discrete-Time Uncertain Stochastic Systems With Time-Varying Delays

2017 ◽  
Vol 139 (10) ◽  
Author(s):  
Cheung-Chieh Ku ◽  
Guan-Wei Chen
Keyword(s):  
Robust Control ◽  
Discrete Time ◽  
Stochastic Systems ◽  
Design Method ◽  
Sufficient Conditions ◽  
Jensen Inequality ◽  
Linear Matrix ◽  
Time Varying ◽  
Gain Scheduled Controller ◽  
Delay Dependent

This paper investigates a delay-dependent robust control problem of discrete-time uncertain stochastic systems with delays. The uncertainty considered in this paper is time-varying but norm-bounded, and the delays are considered as interval time-varying case for both state and input. According to the considerations of uncertainty, stochastic behavior, and time delays, the problem considered in this paper is more general than the existing works for uncertain stochastic systems. Via the proposed Lyapunov–Krasovskii function, some sufficient conditions are derived into the extended linear matrix inequality form. Moreover, Jensen inequality and free matrix equation are employed to reduce conservatism of those conditions. Through using the proposed design method, a gain-scheduled controller is designed to guarantee asymptotical stability of uncertain stochastic systems in the sense of mean square. Finally, two numerical examples are provided to demonstrate applicability and effectiveness of the proposed design method.

scholarly journals Observer-Based Robust Control for Switched Stochastic Systems with Time-Varying Delay

2013 ◽  
Vol 2013 ◽  
pp. 1-12 ◽  
Author(s):  
Guoxin Chen ◽  
Zhengrong Xiang ◽  
Hamid Reza Karimi
Keyword(s):  
Robust Control ◽  
Stochastic Systems ◽  
Controller Design ◽  
Average Dwell Time ◽  
Delay Systems ◽  
Time Varying ◽  
Stochastic Delay ◽  
Time Varying Delay ◽  
Switched Stochastic Systems ◽  
Varying Delay

This paper investigates the problem of observer-based robust control for a class of switched stochastic systems with time-varying delay. Based on the average dwell time method, an exponential stability criterion for switched stochastic delay systems is proposed. Then, performance analysis and observer-based robust controller design for the underlying systems are developed. Finally, a numerical example is presented to illustrate the effectiveness of the proposed approach.

scholarly journals Dissipative Delay-Feedback Control for Nonlinear Stochastic Systems with Time-Varying Delay

2014 ◽  
Vol 2014 ◽  
pp. 1-11
Author(s):  
Guici Chen ◽  
Jianzhong Zhou ◽  
Yongchuan Zhang
Keyword(s):  
Feedback Control ◽  
Stochastic Systems ◽  
Delay Systems ◽  
Time Varying ◽  
Stochastic Delay ◽  
Time Varying Delay ◽  
Special Cases ◽  
Delay Feedback Control ◽  
Delay Dependent ◽  
Varying Delay

The dissipative delay-feedback control problems for nonlinear stochastic delay systems (NSDSs) based on dissipativity analysis are studied in this paper. Based on the Lyapunov stability theory and stochastic analysis technique, both delay-independent and delay-dependent dissipativity criteria are established as linear matrix inequalities- (LMIs-) based feasibility tests. The obtained results in this paper for the nominal systems include the available results onH∞approach and passivity for stochastic delay systems as special cases. The delay-dependent feedback controller is designed by considering the relationship among the time-varying delay, its lower and upper bound, and its differential without ignoring any terms, which effectively reduces the conservative. A numerical example is given to illustrate the theoretical developments.

scholarly journals Robust Stability and Stabilization of a Class of Uncertain Nonlinear Discrete-Time Stochastic Systems with Interval Time-Varying Delays

2016 ◽  
Vol 2016 ◽  
pp. 1-13 ◽  
Author(s):  
Shuang Liang ◽  
Yali Dong
Keyword(s):  
Discrete Time ◽  
Stochastic Stability ◽  
Stochastic Systems ◽  
Sufficient Conditions ◽  
Linear Matrix ◽  
Time Varying ◽  
Interval Time ◽  
Stochastic Stabilization ◽  
Stability And Stabilization ◽  
Delay Dependent

This paper deals with the problems of the robust stochastic stability and stabilization for a class of uncertain discrete-time stochastic systems with interval time-varying delays and nonlinear disturbances. By utilizing a new Lyapunov-Krasovskii functional and some well-known inequalities, some new delay-dependent criteria are developed to guarantee the robust stochastic stability of a class of uncertain discrete-time stochastic systems in terms of the linear matrix inequality (LMI). Then based on the state feedback controller, the delay-dependent sufficient conditions of robust stochastic stabilization for a class of uncertain discrete-time stochastic systems with interval time-varying delays are established. The controller gain is designed to ensure the robust stochastic stability of the closed-loop system. Finally, illustrative examples are given to demonstrate the effectiveness of the proposed method.

Robust Absolute Stabilization of Time-Varying Delay Systems with Maximum Admissible Perturbed Bound

2010 ◽  
Vol 40-41 ◽  
pp. 103-110
Author(s):  
Jie Jin
Keyword(s):  
State Feedback ◽  
State Feedback Control ◽  
Delay Systems ◽  
Linear Matrix ◽  
Control Law ◽  
Time Varying ◽  
Time Varying Delay ◽  
Linear State ◽  
Varying Delay ◽  
Nonlinear Delay

This paper is concerned the problem of robust absolute stabilization of time-varying delay systems with admissible perturbation in terms of integral inequality. A linear state-feedback control law is derived for one class of delay systems with sector restriction based on linear matrix inequality (LMI). Especially, this method does not require input terms are absolutely controllable for nonlinear delay systems. Numerical example is used to demonstrate the validity of the proposed method.

ROBUST EXPONENTIAL STABILITY OF STOCHASTIC TIME-DELAY SYSTEMS WITH UNCERTAINTIES AND NONLINEAR PERTURBATIONS

2009 ◽  
Vol 06 (01) ◽  
pp. 61-71 ◽  
Author(s):  
HUAICHENG YAN ◽  
MAX Q.-H. MENG ◽  
XINHAN HUANG ◽  
HAO ZHANG
Keyword(s):  
Exponential Stability ◽  
Stochastic Systems ◽  
Sufficient Conditions ◽  
Delay Systems ◽  
Linear Matrix ◽  
Mean Square ◽  
Nonlinear Perturbations ◽  
Robust Exponential Stability ◽  
Mean Square Stability ◽  
Delay Dependent

In this paper, the delay-dependent robust exponential mean-square stability analysis problem is considered for a class of uncertain stochastic systems with time-varying delay and nonlinear perturbations. Some sufficient conditions on delay-dependent robust exponential stability in the mean square are established in terms of linear matrix inequalities (LMIs) by exploiting a novel Lyapunov–Krasovskii functional and by making use of zero equations methods. These developed results indicate less conservatism than the existing ones due to the introduction of some free weighting matrices which can be selected properly. The new delay-dependent stability criteria are expressed as a set of LMIs, which can be readily solved by using standard numerical software. Numerical examples are provided to demonstrate the effectiveness and the applicability of the proposed criteria.

scholarly journals Exponential Stability of Stochastic Systems with Delay and Poisson Jumps

2014 ◽  
Vol 2014 ◽  
pp. 1-10 ◽  
Author(s):  
Wenli Zhu ◽  
Jiexiang Huang ◽  
Zhao Zhao
Keyword(s):  
Time Delay ◽  
Exponential Stability ◽  
Stochastic Systems ◽  
Sufficient Conditions ◽  
Delay Systems ◽  
Mean Square ◽  
Poisson Jumps ◽  
Stochastic Delay ◽  
Exponentially Stable ◽  
The Mean

This paper focuses on the model of a class of nonlinear stochastic delay systems with Poisson jumps based on Lyapunov stability theory, stochastic analysis, and inequality technique. The existence and uniqueness of the adapted solution to such systems are proved by applying the fixed point theorem. By constructing a Lyapunov function and using Doob’s martingale inequality and Borel-Cantelli lemma, sufficient conditions are given to establish the exponential stability in the mean square of such systems, and we prove that the exponentially stable in the mean square of such systems implies the almost surely exponentially stable. The obtained results show that if stochastic systems is exponentially stable and the time delay is sufficiently small, then the corresponding stochastic delay systems with Poisson jumps will remain exponentially stable, and time delay upper limit is solved by using the obtained results when the system is exponentially stable, and they are more easily verified and applied in practice.

State feedback stabilization of linear descriptor time-varying delay systems

2020 ◽  
Vol 42 (12) ◽  
pp. 2191-2197 ◽  
Author(s):  
Piyapong Niamsup ◽  
Vu N Phat
Keyword(s):  
State Feedback ◽  
Sufficient Conditions ◽  
Feedback Stabilization ◽  
Descriptor Systems ◽  
Delay Systems ◽  
Linear Matrix ◽  
Time Varying ◽  
Delay Function ◽  
Time Varying Delay ◽  
Varying Delay

In this paper, the augmented Lyapunov-Krasovskii function approach combining with singular value decomposition method is developed for stabilization of linear descriptor systems with time-varying delay. The delay function is non-differentiable, but continuous and bounded. By introducing a set of improved Lyapunov-Krasovskii functionals we propose delay-dependent sufficient conditions for admissibility of the system in terms of linear matrix inequalities. Then, based on the obtained stability results the problem of stabilization is solved via state feedback controllers, which guarantees that the descriptor closed-loop system is admissible. An numerical example with simulation is provided to show the effectiveness of the theoretical result.

Sliding Mode Control Based on Novel Nonlinear Sliding Surface for a Class of Time-Varying Delay Systems

2014 ◽  
Vol 615 ◽  
pp. 375-381
Author(s):  
Qi Feng Ren ◽  
Cun Che Gao ◽  
Shu Hui Bi
Keyword(s):  
Sliding Mode Control ◽  
Sliding Mode ◽  
Sufficient Conditions ◽  
Delay Systems ◽  
Linear Matrix ◽  
Time Varying ◽  
Sliding Surface ◽  
Time Varying Delay ◽  
Mode Control ◽  
Varying Delay

The sliding mode control (SMC) design is discussed for a class of time-varying delay systems which is delay-range-dependent and rate-range-dependent. A novel time-varying nonlinear sliding surface is employed. The choice of nonlinear sliding surface is to change the state matrix of sliding mode system, which can combine the advantages of different conventional linear sliding surfaces. Thus the better transient qualities of system states, i.e., quicker response and smaller overshoot, can be achieved. The sufficient conditions ensuring the asymptotic stability of sliding mode are derived in terms of linear matrix inequalities. The algorithms deciding unknown parameters of the nonlinear sliding surface and the corresponding sliding mode controller are also presented. Finally, A numerical example is given to illustrate the effectiveness of the result here.

scholarly journals RobustH∞Filtering for Uncertain Discrete-Time Fuzzy Stochastic Systems with Sensor Nonlinearities and Time-Varying Delay

2012 ◽  
Vol 2012 ◽  
pp. 1-25 ◽  
Author(s):  
Mingang Hua ◽  
Pei Cheng ◽  
Juntao Fei ◽  
Jianyong Zhang ◽  
Junfeng Chen
Keyword(s):  
Discrete Time ◽  
Stochastic Systems ◽  
Sufficient Conditions ◽  
Lyapunov Stability Theory ◽  
Linear Matrix ◽  
Time Varying ◽  
Parameter Uncertainties ◽  
Time Varying Delay ◽  
Error System ◽  
Varying Delay

The robust filtering problem for a class of uncertain discrete-time fuzzy stochastic systems with sensor nonlinearities and time-varying delay is investigated. The parameter uncertainties are assumed to be time varying norm bounded in both the state and measurement equations. By using the Lyapunov stability theory and some new relaxed techniques, sufficient conditions are proposed to guarantee the robustly stochastic stability with a prescribedH∞performance level of the filtering error system for all admissible uncertainties, sensor nonlinearities, and time-varying delays. These conditions are dependent on the lower and upper bounds of the time-varying delays and are obtained in terms of a linear matrix inequality (LMI). Finally, two simulation examples are provided to illustrate the effectiveness of the proposed methods.

Sign in / Sign up

Export Citation Format

Share Document