System Theory

Download Analysis and Design of Singular Markovian Jump Systems by Guoliang Wang, Qingling Zhang, Xinggang Yan PDF

By Guoliang Wang, Qingling Zhang, Xinggang Yan

This monograph is an updated presentation of the research and layout of singular Markovian bounce structures (SMJSs) within which the transition fee matrix of the underlying platforms is usually doubtful, in part unknown and designed. the issues addressed comprise balance, stabilization, H∞ regulate and filtering, observer layout, and adaptive keep an eye on. purposes of Markov approach are investigated by utilizing Lyapunov thought, linear matrix inequalities (LMIs), S-procedure and the stochastic Barbalat’s Lemma, between different techniques.

Features of the ebook include:

· examine of the steadiness challenge for SMJSs with normal transition price matrices (TRMs);

· stabilization for SMJSs via TRM layout, noise keep watch over, proportional-derivative and in part mode-dependent keep watch over, when it comes to LMIs with and with out equation constraints;

· mode-dependent and mode-independent H∞ keep watch over recommendations with improvement of a kind of disordered controller;

· observer-based controllers of SMJSs during which either the designed observer and controller are both mode-dependent or mode-independent;

· attention of strong H∞ filtering when it comes to doubtful TRM or clear out parameters resulting in a style for completely mode-independent filtering

· improvement of LMI-based stipulations for a category of adaptive kingdom suggestions controllers with almost-certainly-bounded predicted mistakes and almost-certainly-asymptotically-stable corresponding closed-loop process states

· purposes of Markov technique on singular platforms with norm bounded uncertainties and time-varying delays

Analysis and layout of Singular Markovian bounce Systems comprises necessary reference fabric for tutorial researchers wishing to discover the world. The contents also are appropriate for a one-semester graduate course.

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Extra resources for Analysis and Design of Singular Markovian Jump Systems

Sample text

74) has a unique solution on [0, ⊆). 88) where ⎡ρ ⎪ ⎪ ⎡ρ T T Θ˜ i = Ai1 Pi1 + Ai3 Pi3 E + N T πi j E T P j1 + τ γi2 Fi1 Fi1 . 88) is transformed into T Θ˜ i + Pi1T Bi1 τ −1 Bi1 Pi1 < 0. 11), is equivalent to ⎪ T Ai1 Pi1 ⎡ρ ⎪ ⎡ρ T + Ai3 Pi3 E + N T εi j E T (P j1 − Pi1 ) − ωii Ui + τ γi2 Fi1 Fi1 j=1, j =i T + Pi1T Bi1 τ −1 Bi1 Pi1 − βπ˜ ii Ui + N ⎡ ⎪ (βπ˜ i j + ωi j ) E T P j1 − E T Pi1 − Ui < 0. 25ωii2 Si + Ui Si−1 Ui . 88). 88). Let t0 = 0 and define a sequence of stopping time tk+1 = inf{t > tk : rt = rtk }, for all k ∈ 0.

E RT Pˆi−1 E R , E RT Pˆi+1 E R , . . , E RT PˆN E R }. 6) is given as K i = Yi X i−1 . 3) are satisfied. 13) j=1 j = i. 25δii2 Ti + Wi Ti−1 Wi . 16) where P¯i > 0 and | Q¯ i | = 0. Then, E T Pi = PiT E = E T P¯i E ∈ 0. 17) Since P¯i > 0 and Q¯ i are non-singular, E LT P¯i E L > 0. 1. 9) can be obtained. 25δii2 T¯i − δii W¯ i + ρi j X iT E T (P j − Pi )X i . 19). This completes the proof. 1). 22) where ⎢ ⎣ ≤ ≤ ≤ ≤ Δˆ i2 = πi1 PiT , . . , πi(i−1) PiT πi(i+1) PiT , . . , πi N PiT , Δˆ i3 = −diag{(P1 )Π − ε1 I, .

I(i−1) X iT E T πi(i+1) X iT E T , . . , πi N X iT E T , Δi4 = −4diag{ε1 I, . . , εi−1 I, εi+1 I, . . , ε N I }, Δi5 = −diag{(X 1 )Π − ε1 I, . . , (X i−1 )Π − εi−1 I, (X i+1 )Π − εi+1 I, . . , (X N )Π − ε N I }. 10). 4 [5] Let μi be a given scalar. 26) where ⎢ ⎣Π ⎢ ⎣ + πii μi (E X i )Π − μi2 E Pˆi E T , X i = Pˆi E T + V Qˆ i U, Δ˜ i1 = Ai X i + Bi L i E T + Hi V T ⎣ ⎢ ≤ ≤ ≤ ≤ Δ˜ i2 = πi1 X iT E R , . . , πi(i−1) X iT E R πi(i+1) X iT E R , . . , πi N X iT E R . 6), some additional inequalities are introduced or some parameters are given beforehand.

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