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1.
This paper is concerned with the linear quadratic (LQ) Pareto game of the stochastic singular systems in infinite horizon. Firstly, the optimal control problem of the weighted sum cost functional is discussed. Utilizing the equivalent transformation method, the weighted sum LQ optimal control problem is transformed into a stochastic LQ optimization problem. Based on the classical stochastic LQ optimal control theory, the necessary and sufficient condition for the solvability of the indefinite weighted sum LQ optimal control is put forward. Then, the LQ Pareto game of the stochastic singular systems is studied. By the discussion of the convexity of the cost functionals, a sufficient condition for the existence of the Pareto solutions is obtained via the solvability of the corresponding generalized algebraic Riccati equation (GARE). Moreover, we derive all Pareto solutions based on the solution of a Lyapunov equation. Finally, an example is given to show the effectiveness of the proposed results.  相似文献   

2.
This paper studies the optimal finite-time passive control problem for a class of uncertain nonlinear Markovian jumping systems (MJSs). The Takagi and Sugeno (T–S) fuzzy model is employed to represent the nonlinear system with Markovian jump parameters and norm-bounded uncertainties. By selecting an appropriate Lyapunov-Krasovskii functional, it gives a sufficient condition for the existence of finite-time passive controller such that the uncertain nonlinear MJSs is stochastically finite-time bounded for all admissible uncertainties and satisfies the given passive control index in a finite time-interval. The sufficient condition on the existence of optimal finite-time fuzzy passive controller is formulated in the form of linear matrix inequalities and the designed algorithm is described as an optimization one. A numerical example is given at last to illustrate the effectiveness of the proposed design approach.  相似文献   

3.
This article is concerned with the infinite horizon stochastic cooperative linear-quadratic (LQ) dynamic difference game in both the regular and the indefinite cases. Firstly, due to the constraints imposed on the weighting matrices and the linearity of the dynamic system, the costs are shown to be convex spontaneously for the regular stochastic cooperative LQ difference game, which yields the equivalence between the minimization of the weighted sum of costs and the Pareto optimal control. Secondly, the Pareto optimal control is derived for the regular game on the ground of the solution to the weighted algebraic Riccati equation (WARE) under exact observability, and then Pareto solutions are identified via the optimal feedback gain matrices and the solution to the weighted algebraic Lyapunov equation (WALE). Moreover, a new criterion which is also necessary and sufficient is developed to guarantee the costs to be convex for the indefinite case, and the Pareto optimality is investigated based on the solutions to the weighted generalized algebraic Riccati equation (WGARE) and the weighted generalized algebraic Lyapunov equation (WGALE) combining with the semidefinite programming (SDP). Finally, the fishery management game in the economy is presented to illustrate the obtained results.  相似文献   

4.
In this paper, the problem of reliable controller design for event-triggered singular Markov jump systems with partly known transition probabilities, nonlinear perturbations and actuator faults is studied. To mitigate the burden of data transmissions over network, two event-triggered schemes with different triggering conditions are introduced. The switch law between the two event-triggered schemes is governed by a random variable with Bernoulli distribution. Taking nonlinear perturbations and actuator faults into account, the resulting closed-loop system is converted into a time-delay singular Markov jump system with partly known transition probabilities. Sufficient conditions of stochastically admissible for the resulting closed-loop system are obtained in terms of a group of linear matrix inequalities. The co-design of desirable reliable controller and weighting matrices of event-triggered schemes is presented. Finally, two numerical examples are given to show the effectiveness of the developed results.  相似文献   

5.
This paper is concerned with the finite horizon linear quadratic (LQ) Stackelberg game for stochastic systems with Poisson jumps under the open-loop information structure. First, the follower solves a LQ stochastic optimal control problem with Poisson jumps. With the aid of an introduced generalized differential Riccati equation with Poisson jumps (GDREP), the sufficient conditions for the optimization of the follower are put forward. Then, the leader faces an optimal control problem for a forward-backward stochastic differential equation with Poisson jumps (FBSDEP). By introducing new state and costate variables, a sufficient condition for the existence and uniqueness of the open-loop Stackelberg strategies is presented in terms of the solvability of two differential Riccati equations and a convexity condition. In addition, the state feedback representation of the open-loop Stackelberg strategies is obtained via the related differential Riccati equation. Finally, two examples shed light on the effectiveness of the obtained results.  相似文献   

6.
This article investigates the control problem of networked Markov jump systems (MJSs). First, to describe the asynchronization between the plant modes and the controller modes in MJSs, the hidden Markov model is introduced and the asynchronous control technique is developed. Next, the dynamic event-triggered mechanism (ETM) is utilized to decrease the frequency of data transmission. Moreover, the round-robin protocol (RRP) is introduced to reduce the amount of communicated data by allowing only one node to access the network. At last, the concept of input-output finite time stability (IO-FTS) is introduced and taken into consideration in the controller design. The highlight of this work is the introduction of both the dynamic ETM and the RRP to alleviate the communication load. Finally, a simulation example is proposed to illustrate the effectiveness of the theoretical results.  相似文献   

7.
This paper considers a class of optimal control problems governed by Markov jump systems. Our focus is to develop a computational method, based on the control parametrization approach, for solving this class of optimal control problems. Due to the existence of the continuous-time Markov chain, the optimal control problem under consideration is a stochastic optimal control problem, and hence the control parametrization technique cannot be applied directly. For this, a derandomization approach is introduced to obtain a representative deterministic optimal control problem. Then, the control parametrization method is applied to obtain an approximate finite dimensional optimization problem which can be computed numerically using the gradient-based optimization method. For this, the gradient formulas of the cost function and the constraint functions with respect to control variables are derived. Finally, a practical application involving a RLC circuit model is solved using the method proposed.  相似文献   

8.
This paper addresses the nonstationary quantized control problem for the discrete-time Markov jump singularly perturbed systems (MJSPSs) subject to deception attacks (DAs). The control inputs are characterized by randomly occurring DAs and nonstationary quantization simultaneously, where the DAs are depicted by means of a Bernoulli distributed sequence. By applying a multi-layer structure methodology (MLSM), the nonstationary controllers are devised for MJSPSs. Meanwhile, the correlation among system mode, controller mode, and quantizer mode are portrayed via the nonstationary Markov process. Based on a mode-dependent Lyapunov functional, sufficient criteria are established such that the resulting closed-loop system (CLS) is stochastic mean square exponential ultimately bounded (SMSEUB), and the desired controller is designed. Ultimately, two simulation examples are offered to elaborate on the validity and superiority of the proposed theoretical results.  相似文献   

9.
This paper proposes a time domain approach to deal with the regional eigenvalue-clustering robustness analysis problem of linear uncertain multivariable output feedback proportional-integral-derivative (PID) control systems. The robust regional eigenvalue-clustering analysis problem of linear uncertain multivariable output feedback PID control systems is converted to the regional eigenvalue-clustering robustness analysis problem of linear uncertain singular systems with static output feedback controller. Based on some essential properties of matrix measures, a new sufficient condition is proposed for ensuring that the closed-loop singular system with both structured and mixed quadratically-coupled parameter uncertainties is regular and impulse-free, and has all its finite eigenvalues retained inside the same specified region as the nominal closed-loop singular system does. Two numerical examples are given to illustrate the application of the presented sufficient condition.  相似文献   

10.
This paper studies the problem of output feedback sliding mode control (OFSMC) for fractional order nonlinear systems. A necessary and sufficient condition for the existence of a sliding surface is obtained by a new singular system approach and a linear matrix equality (LMI), which reduces the conservativeness of the system. Then an OFSMC law is designed based on a fractional order Lyapunov method, which ensures that the resulting fractional closed-loop system is asymptotically stable and the states of the fractional closed-loop system converge to the sliding surface in finite time. A fractional electrical circuit is discussed to illustrate the effectiveness of the proposed approach.  相似文献   

11.
The problem of observer-based finite-time H∞ control for discrete-time Markov jump systems with time-varying transition probabilities and uncertainties is studied in this paper, in which time-varying transition probabilities are modelled as convex polyhedron, and the parameter uncertainty satisfies norm-bounded. First of all, a Luenberger observer is designed to measure the system state. Then, observer-based controller is constructed to ensure the stochastic finite-time boundedness of the resulting closed-loop system with an H∞ performance. Furthermore, sufficient conditions are derived in light of linear matrix inequalities. In the end, the flexibility and applicability of the developed methods are demonstrated by two illustrative examples.  相似文献   

12.
This paper deals with the input–output finite-time stabilization problem for Markovian jump systems (MJSs) with incompletely known transition rates. An observer-based output feedback controller is constructed to study the input–output finite-time stability (IO-FTS) problem. By using the mode-dependent Lyapunov–krasovskii functional method, a sufficient criterion checking the IO-FTS problem is provided. Then, an observer and a corresponding state feedback controller for the individual subsystem are respectively designed to solve the input–output finite-time stabilization problem for the systems. Finally, a numerical example on the mass-spring system model is investigated to bring out the advantages of the control scheme proposed in this paper.  相似文献   

13.
This paper is devoted to the investigation of the delay-dependent H∞ filtering problem for a class of discrete-time singular Markov jump systems with Wiener process and partly unknown transition probabilities. The class of stochastic singular model under consideration is more general and covers the stochastic singular Markov jump time-varying delay systems with completely known and completely unknown transition probabilities as two special cases. Firstly, based on a stochastic Lyapunov–Krasovskii candidate function and an auxiliary vector function, by employing some appropriate free-weighting matrices, the discretized Jensen inequality and combining them with the structural characteristics of the filtering error system, a set of delay-dependent sufficient conditions are established, which ensure that the filtering error system is stochastically admissible. And then, a singular filter is designed such that the filtering error system is not only regular, causal and stochastically stable, but also satisfy a prescribed H∞ performance for all time-varying delays no larger than a given upper bound. Furthermore, the sufficient conditions for the solvability of the H∞ filtering problem are obtained in terms of a new type of Lyapunov–Krasovskii candidate function and a set of linear matrix inequalities. Finally, simulation examples are presented to illustrate the effectiveness of the proposed method in the paper.  相似文献   

14.
This paper studies the problem of composite control for a class of uncertain Markovian jump systems (MJSs) with partial known transition rates, multiple disturbances and actuator saturation. Compared with the existing results, a novel robust composite control scheme is put forward by virtue of adaptive neural network technique. For MJSs, the partial unknown information on transition rates and the actuator saturation influence the design of disturbance observer and the robust H∞ controller. Firstly, without taking account of external disturbances, the network reconstruction error and saturation, a novel robust adaptive control strategy is established to ensure that all the signals of the closed-loop system are asymptotically bounded in mean square. Secondly, the solvability condition for ensuring the robust H∞ performance is given by using a modified adaptive law, where the saturation is treated as a disturbance-like signal. Finally, the simulations for a numerical example and an application example are performed to validate the effectiveness of the proposed results.  相似文献   

15.
This paper focuses on the stabilization problem for a class of Markovian jumping systems (MJSs) subject to intermittent denial-of-service (IDoS) attacks by synthesizing the sliding mode control (SMC) and the transition rate matrix (TRM). The existing conditions for the transition rates are firstly established to ensure the exponential mean-square stability of the unforced uncertain MJSs. And then, a co-design scheme for both the sliding mode controller and TRM is synthesized to achieve the exponential mean-square stability of the closed-loop system under IDoS, in which a switching estimator is utilized to estimate the unmeasurable system state. By introducing a novel Lyapunov function, both the reachability and the stability of sliding mode dynamics are detailedly analyzed, and an iterative optimization algorithm is given for solving the corresponding sufficient conditions. Finally, the proposed co-design SMC strategy is illustrated via the simulation examples.  相似文献   

16.
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17.
This paper is concerned with the security control problem for a class of Markov jump systems subject to false data injection attack and incomplete transition rates. An on-line estimation strategy is provided for the time-variant and unknown cyber-attack modes. And then, an adaptive sliding mode controller is synthesized with different robust terms for different modes to guarantee the reachability of the specified sliding surface. Moreover, the sufficient conditions for the stability of the closed-loop systems are derived. Finally, it is shown from simulation results that the effect of both false data injection attack and incomplete TRs can be effectively attenuated by the present adaptive SMC method.  相似文献   

18.
This paper is concerned with the observer-based H∞ control for a class of singular Markov jump systems over a finite-time interval, where the transition probability (TP) is time-varying and is limited to a convex hull. Due to the limited capacity of network medium, packet losses are presented in the underlying systems. Firstly, using a stochastic Lyapunov functional, a sufficient condition on singular stochastic H∞ finite-time boundedness for the corresponding closed-loop error systems is provided. Subsequently, a linear matrix inequality (LMI) condition on the existence of the H∞ observer-based controller is developed from a new perspective. Finally, three numerical examples are provided to illustrate the effectiveness of the proposed controller design method, wherein it is shown that the proposed method yields less conservative results than those in the literature.  相似文献   

19.
In this paper, the optimal control law for the continuous infinite time-varying stochastic control system with jumps and quadratic cost is found under the assumption that the coefficient have limits as time tends to infinity and the boundary system is absolutely observable and stabilizable. In addition, the asymptotic properties of the solution of the differential Riccati equations for continuous time Markovian jump linear quadratic control problem with time-varying coefficient are established.  相似文献   

20.
The main results of this paper are concentrated on the nonlinear model predictive control (MPC) tracking optimization based on high-order fully actuated (HOFA) system approaches. The proposed HOFA MPC strategy makes full use of full-actuation property to eliminate the nonlinear dynamics of the system, and then the nonlinear optimization problem is equivalently transformed into a series of easy-solve linear convex optimization problems. Different from general nonlinear MPC methods and the current optimal control of the HOFA system approach, an analytical controller with smooth and less energy is obtained by the moving horizon optimization. And it is proven that the proposed controller can stabilize the corresponding tracking error closed-loop system. Finally, not limited to FA systems, as examples, a nonlinear numerical under-actuated model in the mathematical sense and a benchmark nonlinear under-actuated mechanical system are transformed into corresponding equivalent HOFA systems, the simulation results are given to verify the effectiveness of the proposed strategy.  相似文献   

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