scholarly journals Finite-TimeH∞Filtering for Singular Stochastic Markovian Jump Systems with Time-Varying Delays

2015 ◽  
Vol 2015 ◽  
pp. 1-10 ◽  
Author(s):  
Bin Yan ◽  
Xiaojia Zhou ◽  
Jun Cheng ◽  
Fangnian Lang

The issue of finite-timeH∞filtering for singular stochastic Markovian jump systems with time-varying delays is concerned in this paper.H∞filtering is designed for underlying closed-loop singular Markovian jump system and system state does not exceed a given bound over some finite-time interval. Considering the full information of underlying Markov process, sufficient conditions are obtained to guarantee that the described system is finite-time stability andH∞filtering finite-time boundedness. By establishing the results of stochastic character and finite-time boundedness, the closed-loop singular Markovian jump system trajectory stays within the given bound. At last, a numerical example is supplied to show the efficiency of the proposed method.

Author(s):  
Hongping Niu ◽  
Lin Li ◽  
Pengnan Wang

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.


Author(s):  
Mengjun Li ◽  
Xiaohang Li ◽  
Dunke Lu

This paper addresses the finite-time observer-based control for Markovian jump systems with time-varying generally uncertain transition rates. In order to estimate the states, a suitable observer is designed, in which both external disturbance and Brownian motion exist. In order to solve the complex time-varying transition rates, a quantization mechanism is raised to prove the closed-loop system and the observer error system be stable. Sufficient conditions of the existences of both the observer and the observer-based controller are derived in terms of linear matrix inequalities. Eventually, two practical examples are given to testify the correctness of the results.


2016 ◽  
Vol 2016 ◽  
pp. 1-12
Author(s):  
Guoliang Wang ◽  
Bo Feng

The finite-time control problem of discrete-time delayed Markovian jump systems with partially delayed actuator saturation is considered by a mode-dependent parameter approach. Different from the traditionally saturated actuators, a kind of saturated actuator being partially delay-dependent is firstly proposed, where both nondelay and delay states are included and occur asynchronously. Moreover, the probability distributions of such two terms are described by the Bernoulli variable and are taken into account in the controller design. Sufficient conditions for the existence of the desired controller are presented with LMIs. Finally, a numerical example is provided to show the effectiveness and superiority of the obtained results.


Author(s):  
Yao Wang ◽  
Jun Guo ◽  
Guobao Liu ◽  
Junwei Lu ◽  
Fangyuan Li

The problem of finite-time filtering for nonlinear Markovian jump systems subject to extended dissipativity with unknown transition rates and time-varying delays is investigated in this paper. Firstly, by constructing novel Lyapunov-Krasovskii functionals and utilizing delay partitioning method, the error system is proved to be stochastically finite-time bounded and extended dissipative. Secondly, in virtue of linear matrix inequalities approach, the desired mode-dependent filter is obtained. Finally, two simulations are illustrated for the purpose of demonstrating the less conservativeness and effectiveness of the proposed method.


2013 ◽  
Vol 91 (12) ◽  
pp. 1020-1028 ◽  
Author(s):  
Jun Cheng ◽  
Hong Zhu ◽  
Shouming Zhong ◽  
Yuping Zhang ◽  
Guihua Li

This paper addresses the problems of finite-time stochastic stability and stabilization for linear Markovian jump systems subject to partial information on the transition probabilities. By introducing bounded finite time and stochastic character, sufficient conditions that can ensure bounded finite time and H∞ finite-time bounded filtering are derived. Finally, an example is given to illustrate the efficiency of the proposed method.


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