Markov Jump Systems (markov + jump_system)

Distribution by Scientific Domains


Selected Abstracts


Stability and stabilization of discrete-time singular Markov jump systems with time-varying delay

INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 5 2010
Shuping Ma
Abstract The stochastic stability and stochastic stabilization of time-varying delay discrete-time singular Markov jump systems are discussed. For full and partial knowledge of transition probabilities cases, delay-dependent linear matrix inequalities (LMIs) conditions for the systems to be regular, causal and stochastically stable are given. Sufficient conditions are proposed for the existence of state feedback controller in terms of LMIs. Finally, two numerical examples to illustrate the effectiveness of the method are given. Copyright © 2009 John Wiley & Sons, Ltd. [source]


Fuzzy model-based fault detection for Markov jump systems

INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 11 2009
Shuping He
Abstract The robust fault detection filter (RFDF) design problems are studied for nonlinear stochastic time-delay Markov jump systems. By means of the Takagi,Sugeno fuzzy models, the fuzzy RFDF system and the dynamics of filtering error generator are constructed. Moreover, taking into account the sensitivity to faults while guaranteeing robustness against unknown inputs, the H, filtering scheme is proposed to minimize the influences of the unknown inputs and another new performance index is introduced to enhance the sensitivity to faults. A sufficient condition is first established on the stochastic stability using stochastic Lyapunov,Krasovskii function. Then in terms of linear matrix inequalities techniques, the sufficient conditions on the existence of fuzzy RFDF are presented and proved. Finally, the design problem is formulated as a two-objective optimization algorithm. Simulation results illustrate that the proposed RFDF can detect the faults shortly after the occurrences. Copyright © 2008 John Wiley & Sons, Ltd. [source]


,, control of discrete-time Markov jump systems with bounded transition probabilities

OPTIMAL CONTROL APPLICATIONS AND METHODS, Issue 5 2009
E. 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]