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Addressed Problem (addressed + problem)
Selected AbstractsOptimal guaranteed cost for singular linear systems with random abrupt changesOPTIMAL CONTROL APPLICATIONS AND METHODS, Issue 4 2010El-Kébir Boukas Abstract This paper considers the class of continuous-time singular linear Markovian jump systems with totally and partially known transition jump rates. The guaranteed cost control problem of this class of systems is tackled. New sufficient conditions for optimal guaranteed cost are developed. A design procedure for the guaranteed cost controller, which guarantees that the closed-loop dynamics will be piecewise regular, impulse-free and stochastically stable is proposed. It is shown that the addressed problem can be solved if the corresponding developed linear matrix inequalities (LMIs) with some constraints are feasible. A numerical example is employed to show the usefulness of the proposed results. Copyright © 2009 John Wiley & Sons, Ltd. [source] ,, control of discrete-time Markov jump systems with bounded transition probabilitiesOPTIMAL CONTROL APPLICATIONS AND METHODS, Issue 5 2009E. K. Boukas Abstract This paper deals with the class of discrete-time linear systems with random abrupt changes and unknown transition probabilities but varying between known bounds for each mode. The ,, control problem of this class of systems is revisited and new sufficient conditions are developed in the linear matrix inequality (LMI) setting to design the state-feedback controller that stochastically stabilizes the system under consideration and at the same time guarantees the disturbance rejection with a desired level , . Sufficient conditions for existence of the state-feedback controller are developed. It is shown that the addressed problem can be solved if the corresponding developed LMIs are feasible. Numerical examples are employed to show the usefulness of the proposed results. Copyright © 2008 John Wiley & Sons, Ltd. [source] Singular linear systems with delay: ,, stabilizationOPTIMAL CONTROL APPLICATIONS AND METHODS, Issue 4 2007E. K. BoukasArticle first published online: 12 MAR 200 Abstract This paper deals with the class of continuous-time singular linear systems with time-delay in the state vector. The stabilization problem of this class of systems using a state feedback controller is tackled. New delay-dependent sufficient conditions on ,, stabilization are developed. A design algorithm for a memoryless state feedback controller which guarantees that the closed-loop dynamics will be regular, impulse-free and stable with ,-disturbance rejection is proposed. It is shown that the addressed problem can be solved if the corresponding developed linear matrix inequalities (LMIs) with some constraints are feasible. A numerical example is employed to show the usefulness of the proposed results. Copyright © 2007 John Wiley & Sons, Ltd. [source] On the optimality of two-stage Kalman filtering for systems with unknown inputs,ASIAN JOURNAL OF CONTROL, Issue 4 2010Chien-Shu Hsieh Abstract This paper is concerned with the optimal solution of two-stage Kalman filtering for linear discrete-time stochastic time-varying systems with unknown inputs affecting both the system state and the outputs. By means of a newly-presented modified unbiased minimum-variance filter (MUMVF), which appears to be the optimal solution to the addressed problem, the optimality of two-stage Kalman filtering for systems with unknown inputs is defined and explored. Two extended versions of the previously proposed robust two-stage Kalman filter (RTSKF), augmented-unknown-input RTSKF (ARTSKF) and decoupled-unknown-input RTSKF (DRTSKF), are presented to solve the general unknown input filtering problem. It is shown that under less restricted conditions, the proposed ARTSKF and DRTSKF are equivalent to the corresponding MUMVFs. An example is given to illustrate the usefulness of the proposed results. Copyright © 2010 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society [source] Robust H, control of stochastic time-delay jumping systems with nonlinear disturbancesOPTIMAL CONTROL APPLICATIONS AND METHODS, Issue 5 2006Guoliang Wei Abstract This paper deals with the problems of robust stabilization and H, control for a class of uncertain stochastic jumping systems with nonlinear disturbances and time delays. The uncertain parameters are assumed to be norm-bounded and mode dependent, and the time delays enter into the state matrix, the stochastic perturbation term, as well as the state feedback. The stochastic robust stabilization problem addressed in this paper is to design a state feedback controller with input delay such that, for all admissible uncertainties and the nonlinear disturbances, the closed-loop system is robustly, stochastically, exponentially stable in the mean square. Moreover, the purpose of the robust H, control problem is to guarantee a specified H, performance index, while still achieving the mean-square exponential stability requirement for the closed-loop system. By resorting to the Itô's differential formula and the Lyapunov stability theory, sufficient conditions are derived, respectively, for the robust stabilization and the robust H, control problems. It is shown that the addressed problems can be solved if a set of linear matrix inequalities (LMIs) are feasible. A numerical example is employed to illustrate the usefulness of the proposed LMI-based design methods. Copyright © 2006 John Wiley & Sons, Ltd. [source] | ||||||||||