On stabilization of bilinear uncertain time-delay stochastic systems with Markovian jumping parameters

@article{Wang2002OnSO,
  title={On stabilization of bilinear uncertain time-delay stochastic systems with Markovian jumping parameters},
  author={Zidong Wang and Hong-Yu Qiao and Keith J. Burnham},
  journal={IEEE Trans. Autom. Control.},
  year={2002},
  volume={47},
  pages={640-646}
}
In this paper, we investigate the stochastic stabilization problem for a class of bilinear continuous time-delay uncertain systems with Markovian jumping parameters. Specifically, the stochastic bilinear jump system under study involves unknown state time-delay, parameter uncertainties, and unknown nonlinear deterministic disturbances. The jumping parameters considered here form a continuous-time discrete-state homogeneous Markov process. The whole system may be regarded as a stochastic… 

Figures from this paper

Robust H∞ control of stochastic time‐delay jumping systems with nonlinear disturbances

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

Exponential Stabilization of a Class of Stochastic System With Markovian Jump Parameters and Mode-Dependent Mixed Time-Delays

The globally exponential stabilization problem is investigated for a general class of stochastic systems with both Markovian jumping parameters and mixed time-delays and it is shown that the desired state feedback controller can be characterized explicitly in terms of the solution to a set of LMIs.

Stabilization of stochastically singular nonlinear jump systems with unknown parameters and continuously distributed delays

In this paper, the problem of robustly asymptotic stabilization for a class of stochastically nonlinear singular jump systems is investigated. The jumping parameters are modeled as a continuous-time,

Robust stabilization of hybrid uncertain stochastic systems with time-varying delay by discrete-time feedback control

This paper is concerned with the robust stabilization problem for a class of continuous-time hybrid uncertain stochastic systems with time-varying delay. Our attention is focused on the design of a

Robust ℋ∞ filtering of Markovian jump stochastic systems with uncertain transition probabilities

The aim is to design an ℋ∞ filter such that, for all admissible parameter uncertainties and time-delays, the filtering error system can be guaranteed to be robustly stochastically stable, and achieve a prescribed ℊ∞ disturbance rejection attenuation level.

Robust stabilization of uncertain stochastic switched non-linear systems under asynchronous switching

The problem of robust stabilization of uncertain, stochastic, switched non-linear systems under asynchronous switching is investigated in the current paper, where asynchronous switching means that

Delay-Dependent Robust Stabilization and H∞ Control for Nonlinear Stochastic Systems with Markovian Jump Parameters and Interval Time-Varying Delays

This paper considers the problems of delay-dependent robust stabilization and H∞ control for nonlinear stochastic systems with Markovian jump parameters and interval time-varying delays. Based on the

Exponential Stability and Robust H∞ Control for Discrete-Time Time-Delay Infinite Markov Jump Systems

In this paper, exponential stability and robust H∞ control problem are investigated for a class of discrete-time time-delay stochastic systems with infinite Markov jump and multiplicative noises. The

Finite-time H∞ control for stochastic time-delayed Markovian switching systems with partly known transition rates and nonlinearity

This paper focuses on the problem of finite-time H∞ control for stochastic time-delayed Markovian switching systems with partly known transition rates and nonlinearity, and proposes an appropriate Lyapunov function and some appropriate free-weighting matrices to ensure H ∞ finite- time boundedness of the resulting closed-loop system.

Robust control of uncertain discrete-time Markovian jump systems with actuator saturation

In this paper, the robust stochastic stabilization problem for the class of discrete-time uncertain Markovian jump linear systems (MJLS) with actuator saturation is considered. The definition of
...

References

SHOWING 1-10 OF 53 REFERENCES

H∞-Control for Markovian Jumping Linear Systems with Parametric Uncertainty

This paper studies the problem of H∞-control for linear systems with Markovian jumping parameters. The jumping parameters considered here are two separable continuous-time, discrete-state Markov

Control of Markovian jump discrete-time systems with norm bounded uncertainty and unknown delay

This paper addresses the problem of robust state feedback control in which both robust stochastic stability and a prescribed H/sub /spl infin// performance are required to be achieved irrespective of the uncertainty and time delay.

Robust Control of Uncertain Markovian Jump Systems with Time-Delay

This correspondence is concerned with the robust stochastic stabilizability and robust disturbance attenuation for a class of uncertain linear systems with time delay and randomly jumping parameters.

Stochastic stability and guaranteed cost control of discrete-time uncertain systems with Markovian jumping parameters

The problems of robust quadratic mean-square stability and stabilization for a class of uncertain discrete-time linear systems with both Markovian jumping parameters and Frobenius norm-bounded parametric uncertainities are studied and guaranteed cost control for the underlying systems is investigated.

Robust H∞ control of uncertain Markovian jump systems with time-delay

It is shown that a robust stochastically stabilizing H/sub /spl infin// state-feedback controller can be constructed through the numerical solution of a set of coupled linear matrix inequalities.

Stability analysis and controller design for a class of uncertain systems with Markovian jumping parameters

This paper investigates the problem of robust control for a class of systems with both Markovian jumping parameters and parametric uncertainty. The jumping parameters considered here form a

Robust stabilizability of uncertain linear time delay systems with Markovian jumping parameters

Substantial conditions which guarantee the robustness of the stability of this class of uncertain linear time-delay systems with Markovian jumping parameters and unknown but bounded uncertainties are given.

Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control

Consideration is given to the control of continuous-time linear systems that possess randomly jumping parameters which can be described by finite-state Markov processes. The relationship between
...