scholarly journals RobustH∞Filtering for General Nonlinear Stochastic State-Delayed Systems

2012 ◽  
Vol 2012 ◽  
pp. 1-15 ◽  
Author(s):  
Weihai Zhang ◽  
Gang Feng ◽  
Qinghua Li
Keyword(s):  
Time Delay ◽  
Stochastic Systems ◽  
Type Equation ◽  
State Equation ◽  
Delay Systems ◽  
Linear Matrix ◽  
Time Delay Systems ◽  
Delayed Systems ◽  
Bounded Real Lemma ◽  
Stochastic Time

This paper studies the robustH∞filtering problem of nonlinear stochastic systems with time delay appearing in state equation, measurement, and controlled output, where the state is governed by a stochastic Itô-type equation. Based on a nonlinear stochastic bounded real lemma and an exponential estimate formula, an exponential (asymptotic) mean squareH∞filtering design of nonlinear stochastic time-delay systems is presented via solving a Hamilton-Jacobi inequality. As one corollary, for linear stochastic time-delay systems, a Luenberger-type filter is obtained by solving a linear matrix inequality. Two simulation examples are finally given to show the effectiveness of our results.

Passive Control for Uncertain Stochastic Time-Delay Systems

2011 ◽  
Vol 58-60 ◽  
pp. 691-696
Author(s):  
Cheng Wang ◽  
Huan Bin Liu
Keyword(s):  
Time Delay ◽  
Passive Control ◽  
Stochastic Systems ◽  
Delay Systems ◽  
Linear Matrix ◽  
Time Delay Systems ◽  
Time Varying Delay ◽  
Delay Dependent ◽  
And Control ◽  
Stochastic Time

This paper investigates the problems of delay-dependent passive analysis and control for uncertain stochastic systems with time-varying delay and norm-bounded parameters uncertainties. Delay-dependent stochastic passive condition for the uncertain stochastic time-delay systems is obtained based on Laypunov-Krasovkii functional approach. On the basis of this condition, a delay-dependent passive controller is presented. Sufficient condition for the existence of desired controller is formulated in terms of linear matrix inequality. Finally, a numerical example is given to illustrate the effectiveness of the proposed method.

scholarly journals New delay-dependent observer-based control for uncertain stochastic time-delay systems

2019 ◽  
Vol 2019 (1) ◽  
Author(s):  
Xiu-feng Miao ◽  
Long-suo Li
Keyword(s):  
Time Delay ◽  
The State ◽  
Delay Systems ◽  
Linear Matrix ◽  
Time Delay Systems ◽  
Parameter Uncertainties ◽  
Noise Disturbances ◽  
System States ◽  
Delay Dependent ◽  
Stochastic Time

AbstractThis paper considers the problem of estimating the state vector of uncertain stochastic time-delay systems, while the system states are unmeasured. The system under study involves parameter uncertainties, noise disturbances and time delay, and they are dependent on the state. Based on the Lyapunov–Krasovskii functional approach, we present a delay-dependent condition for the existence of a state observer in terms of a linear matrix inequality. A numerical example is exploited to show the validity of the results obtained.

Sliding Mode H∞-Control with Stochastic Time Delay Systems

2013 ◽  
Vol 321-324 ◽  
pp. 1712-1718
Author(s):  
Ravi Kumar ◽  
Kil To Chong
Keyword(s):  
Time Delay ◽  
Sliding Mode ◽  
Estimation Error ◽  
Sufficient Conditions ◽  
Feedback Stabilization ◽  
Delay Systems ◽  
Linear Matrix ◽  
Linear Filter ◽  
Time Delay Systems ◽  
Stochastic Time

In this paper, we concerned the problem of sliding mode of-control with stochastic stabilization of uncertainty. Some sufficient conditions are derived for this class of robust feedback stabilization of time delay systems. The stochastic time delay systems may switch from one to one corresponds of linear filter, such that the dynamics of estimation error is guaranteed to be stochastically stable in mean square. Moreover, it is shown that for a class of special linear stochastic neutral systems, the H-sliding mode control design can be obtained by solving linear matrix inequalities (LMIs).

scholarly journals T-S Fuzzy Model-Based Approximation and Filter Design for Stochastic Time-Delay Systems with Hankel Norm Criterion

2014 ◽  
Vol 2014 ◽  
pp. 1-12 ◽  
Author(s):  
Yanhui Li ◽  
Xiujie Zhou
Keyword(s):  
Time Delay ◽  
Filter Design ◽  
Fuzzy Model ◽  
Lyapunov Stability Theory ◽  
Delay Systems ◽  
Linear Matrix ◽  
Time Delay Systems ◽  
Hankel Norm ◽  
Error System ◽  
Stochastic Time

This paper investigates the Hankel norm filter design problem for stochastic time-delay systems, which are represented by Takagi-Sugeno (T-S) fuzzy model. Motivated by the parallel distributed compensation (PDC) technique, a novel filtering error system is established. The objective is to design a suitable filter that guarantees the corresponding filtering error system to be mean-square asymptotically stable and to have a specified Hankel norm performance levelγ. Based on the Lyapunov stability theory and the Itô differential rule, the Hankel norm criterion is first established by adopting the integral inequality method, which can make some useful efforts in reducing conservativeness. The Hankel norm filtering problem is casted into a convex optimization problem with a convex linearization approach, which expresses all the conditions for the existence of admissible Hankel norm filter as standard linear matrix inequalities (LMIs). The effectiveness of the proposed method is demonstrated via a numerical example.

scholarly journals Mixed H2/H∞ Control for Itô-type Stochastic Time-Delay Systems with Applications to Clothing Hanging Device

2020 ◽  
Vol 2020 ◽  
pp. 1-9
Author(s):  
Yan Qi ◽  
Min Zhang ◽  
Zhiguo Yan
Keyword(s):  
Time Delay ◽  
Performance Index ◽  
Closed Loop ◽  
Delay Systems ◽  
Linear Matrix ◽  
Matrix Inequality ◽  
Time Delay Systems ◽  
Closed Loop Systems ◽  
Mean Square Stability ◽  
Stochastic Time

This paper deals with the problem of mixed H2/H∞ control for Itô-type stochastic time-delay systems. First, the H2/H∞ control problem for stochastic time-delay systems is presented, which considers the mean square stability, H2 control performance index, and the ability of disturbance attenuation of the closed-loop systems. Second, by choosing an appropriate Lyapunov–Krasoviskii functional and using matrix inequality technique, some sufficient conditions for the existence of state feedback H2/H∞ controller for stochastic time-delay systems are obtained in the form of linear matrix inequalities. Third, two convex optimization problems with linear matrix inequality constraints are formulated to design the optimal mixed H2/H∞ controller which minimizes the guaranteed cost of the closed-loop systems with known and unknown initial functions, and the corresponding algorithm is given to optimize H2/H∞ performance index. Finally, a numerical example is employed to show the effectiveness and feasibility of the proposed method.

scholarly journals Stabilization of a Class of Stochastic Systems with Time Delays

2014 ◽  
Vol 2014 ◽  
pp. 1-6 ◽  
Author(s):  
Jian Wang ◽  
Cuixia Li
Keyword(s):  
Time Delay ◽  
Exponential Stability ◽  
Time Delays ◽  
Stochastic Systems ◽  
Lyapunov Stability Theory ◽  
Delay Systems ◽  
Time Delay Systems ◽  
Decomposition Technique ◽  
Stability Criteria ◽  
Stochastic Time

The problem of exponential stability is investigated for a class of stochastic time-delay systems. By using the decomposition technique and Lyapunov stability theory, two improved exponential stability criteria are derived. Finally, a numerical example is given to illustrate the effectiveness and the benefit of the proposed method.

H∞ Constrained Pareto Suboptimal Strategy for Stochastic LPV Time-Delay Systems

2021 ◽  
pp. 2150010
Author(s):  
Hiroaki Mukaidani ◽  
Hua Xu ◽  
Weihua Zhuang
Keyword(s):  
Time Delay ◽  
Dynamic Games ◽  
Sufficient Conditions ◽  
Existence Condition ◽  
Delay Systems ◽  
Linear Matrix ◽  
Time Delay Systems ◽  
Matrix Inequalities ◽  
Bounded Real Lemma ◽  
State Delays

Not only in control problems, but also in dynamic games, several sources of performance degradation, such as model variation, deterministic and stochastic uncertainties and state delays, need to be considered. In this paper, we present an [Formula: see text] constrained Pareto suboptimal strategy for stochastic linear parameter-varying (LPV) time-delay systems involving multiple decision makers. The goal of developing the [Formula: see text] constrained Pareto suboptimal strategy set is to construct a memoryless state feedback strategy set, so that the closed-loop stochastic LPV system is stochastically mean-square stable. In the paper, the existence condition of the extended bounded real lemma is first established via linear matrix inequalities (LMIs). Then, a quadratic cost bound for cost performance is derived. Based on these preliminary results, sufficient conditions for the existence of such a strategy set under the [Formula: see text] constraint are derived by using cross-coupled bilinear matrix inequalities (BMIs). To determine the strategy set, a viscosity iterative scheme based on the LMIs is established to avoid the processing of BMIs. Finally, two numerical examples are presented to demonstrate the reliability and usefulness of the proposed method.

scholarly journals Robust Controlled Positive Delayed Systems with Interval Parameter Uncertainties: A Delay Uniform Decomposition Approach

2018 ◽  
Vol 28 (3) ◽  
pp. 441-450 ◽  
Author(s):  
Wafa Elloumi ◽  
Driss Mehdi ◽  
Mohamed Chaabane
Keyword(s):  
Time Delay ◽  
Robust Stabilization ◽  
Delay Systems ◽  
Linear Matrix ◽  
Time Delay Systems ◽  
Parameter Uncertainties ◽  
Delayed Systems ◽  
Control Laws ◽  
Decomposition Approach ◽  
Positive Time

Abstract This paper is concerned with robust stabilization of continuous linear positive time-delay systems with parametric uncertainties. The delay considered in this work is a bounded time-varying function. Previously, we have demonstrated that the equidistant delay-decomposition technique is less conservative when it is applied to linear positive time-delay systems. Thus, we use simply a delay bi-decomposition in an appropriate Lyapunov-Krasovskii functional. By using classical and partitioned control gains, the state-feedback controllers developed in our work are formulated in terms of linear matrix inequalities. The efficiency of the proposed robust control laws is illustrated with via an example.

Linear Quadratic Nash Game of Stochastic Singular Time-Delay Systems with Multiple Decision Makers

2015 ◽  
Vol 3 (5) ◽  
pp. 472-480
Author(s):  
Huainian Zhu ◽  
Guangyu Zhang ◽  
Chengke Zhang ◽  
Ying Zhu ◽  
Haiying Zhou
Keyword(s):  
Time Delay ◽  
Decision Makers ◽  
Delay Systems ◽  
Linear Matrix ◽  
Time Delay Systems ◽  
Linear Quadratic ◽  
Nash Game ◽  
Multiple Decision Makers ◽  
Nash Strategies ◽  
Singular Time

AbstractThis paper discusses linear quadratic Nash game of stochastic singular time-delay systems governed by Itô’s differential equation. Sufficient condition for the existence of Nash strategies is given by means of linear matrix inequality for the first time. Moreover, in order to demonstrate the usefulness of the proposed theory, stochastic H2∕H∞control with multiple decision makers is discussed as an immediate application.

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