×

Stochastic stability analysis of integral non-homogeneous Markov jump systems. (English) Zbl 1385.93083

Summary: This paper investigates the problem of stability analysis for time-delay integral Markov jump systems with time-varying transition rates. Some free-weight matrices are addressed and sufficient conditions are established under which the system is stochastically stable. The bound of delay is larger than those in other results obtained, which guarantees that the proposed conditions are tighter. Numerical examples show the effectiveness of the method proposed.

MSC:

93E15 Stochastic stability in control theory
60J75 Jump processes (MSC2010)
93C15 Control/observation systems governed by ordinary differential equations
93C10 Nonlinear systems in control theory
Full Text: DOI

References:

[1] Benjelloun, K., & Boukas, E. K. (1998). Mean square stability of linear time-delay system with Markovian jumping parameters. IEEE Transactions on Automatic Control, 43(10), 1456-1460. · Zbl 0986.93071
[2] De Farias, D. P., Geromel, J. C., Do Val, J. B. R., & Costa, O. L. V. (2000). Output feedback control of Markov jump linear systems in continuous-time. IEEE Transactions on Automatic Control, 45(5), 944-949. · Zbl 0972.93074
[3] Ding, Y., & Liu, H. (2016). Stability analysis of continuous-time Markovian jump time-delay systems with time-varying transition rates. Journal of the Franklin Institute, 353(11), 2418-2430. · Zbl 1347.93262
[4] Ding, Y., Liu, H., & Shi, K. (2016). H_∞ state-feedback controller design for continuous-time nonhomogeneous Markov jump systems. Optimal Control Applications and Methods, 38, 133-144. · Zbl 1356.93082
[5] Dong, H., Wang, Z., Ho, D. W. C., & Gao, H. (2011). Robust H_∞ filtering for Markovian jump systems with randomly occurring nonlinearities and sensor saturation: The finite-horizon case. IEEE Transactions on Signal Processing, 59(7), 3048-3057. · Zbl 1391.93234
[6] Fischer, N., Dani, A., Sharma, N., & Dixon, W. E. (2013). Saturated control of an uncertain nonlinear system with input delay. Automatica, 49(6), 1741-1747. · Zbl 1360.93495
[7] Gao, H., Fei, Z., Lam, J., & Du, B. (2011). Further results on exponential estimates of Markovian jump systems with mode-dependent time-varying delays. IEEE Transactions on Automatic Control, 56(1), 223-229. · Zbl 1368.93679
[8] He, S., & Xu, H. (2015). Non-fragile finite-time filter design for time-delayed Markovian jumping systems via T-S fuzzy model approach. Nonlinear Dynamics, 80(3), 1159-1171. · Zbl 1351.93154
[9] Huang, S., He, X., & Zhang, N. (2011). New results on H_∞ filter design for nonlinear systems with time delay via T-S fuzzy models. IEEE Transactions on Fuzzy Systems, 19(1), 193-199.
[10] Huang, J., & Shi, Y. (2013). Stochastic stability and robust stabilization of semi-Markov jump linear systems. International Journal of Robust and Nonlinear Control, 23(18), 2028-2043. · Zbl 1278.93286
[11] Lee, T. H., Ma, Q., Xu, S., & Park, J. H. (2015). Pinning control for cluster synchronisation of complex dynamical networks with semi-Markovian jump topology. International Journal of Control, 88(6), 1223-1235. · Zbl 1316.93013
[12] Lee, T. H., & Park, J. H. (2017). A novel Lyapunov functional for stability of time-varying delay systems via matrix-refined-function. Automatica, 80, 239-242. · Zbl 1370.93198
[13] Lee, T. H., Park, J. H., & Xu, S. (2017). Relaxed conditions for stability of time-varying delay systems. Automatica, 75, 11-15. · Zbl 1351.93122
[14] Li, F., Shi, P., Wu, L., Basin, M. V., & Lim, C. C. (2015). Quantized control design for cognitive radio networks modeled as nonlinear semi-Markovian jump systems. IEEE Transactions on Industrial Electronics, 62(4), 2330-2340.
[15] Seuret, A., & Gouaisbaut, F. (2013). Wirtinger-based integral inequality: Application to time-delay systems. Automatica, 49(9), 2860-2866. · Zbl 1364.93740
[16] Shi, P., Boukas, E. K., & Agarwal, R. K. (1999). Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters. IEEE Transactions on Automatic Control, 44(8), 1592-1597. · Zbl 0986.93066
[17] Shi, P., Su, X., & Li, F. (2016). Dissipativity-based filtering for fuzzy switched systems with stochastic perturbation. IEEE Transactions on Automatic Control, 61(5), 1310-1315. · Zbl 1359.93493
[18] Shi, P., Zhang, Y., Chadli, M., & Agarwal, R. (2016). Mixed H-infinity and passive filtering for discrete fuzzy neural networks with stochastic jumps and time delays. IEEE Transactions on Neural Networks and Learning Systems, 27(4), 903-909.
[19] Shu, Z., Lam, J., & Xu, S. (2006). Robust stabilization of Markovian delay systems with delay-dependent exponential estimates. Automatica, 42(11), 2001-2008. · Zbl 1113.60079
[20] Wu, L., Shi, P., Gao, H., & Wang, C. (2008). H_∞ filtering for 2D Markovian jump systems. Automatica, 44, 1849-1858. · Zbl 1149.93346
[21] Yin, Y., & Lin, Z. (2017). Constrained control of uncertain nonhomogeneous Markovian jump systems. International Journal of Robust and Nonlinear Control., 27(17), 3937-3950. doi:10.1002/rnc.3774. · Zbl 1386.93260
[22] Yin, Y., Liu, Y., Teo, K. L., & Wang, S. (2017). Event-triggered probabilistic robust control of linear systems with input constrains: By scenario optimization approach. International Journal of Robust and Nonlinear Control. doi:10.1002/rnc.3858. · Zbl 1387.93176
[23] Zeng, H., He, Y., Wu, M., & She, J. (2015a). Free-matrix-based integral inequality for stability analysis of systems with time-varying delay. IEEE Transactions on Automatic Control, 60(10), 1-1. · Zbl 1360.34149
[24] Zeng, H., He, Y., Wu, M., & She, J. (2015b). New results on stability analysis for systems with discrete distributed delay. Automatica, 60(C), 189-192. · Zbl 1331.93166
[25] Zheng, F., & Frank, P. M. (2002). Robust control of uncertain distributed delay systems with application to the stabilization of combustion in rocket motor chambers. Automatica, 38(3), 487-497. · Zbl 0995.93065
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.