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H∞ observer design for stochastic time-delayed systems with Markovian switching under partly known transition rates and actuator saturation

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  • Qi, Wenhai
  • Gao, Xianwen

Abstract

The paper deals with the problem of H∞ observer design for stochastic time-delayed systems with Markovian switching under partly known transition rates and actuator saturation. Firstly, by use of appropriate Lyapunov function, sufficient conditions for stochastic stability of the closed-loop stochastic time-delayed Markovian switching systems with partly known transition rates and actuator saturation are proposed. Then, H∞ performance of the system considered is analyzed. Based on the obtained results, an observer is constructed such that the closed-loop system is stochastically stable with H∞ performance and the domain of attraction is expanded. All the proposed conditions are derived in the form of linear matrix inequalities (LMIs). Finally, a numerical example is given to demonstrate the validity of the main results.

Suggested Citation

  • Qi, Wenhai & Gao, Xianwen, 2016. "H∞ observer design for stochastic time-delayed systems with Markovian switching under partly known transition rates and actuator saturation," Applied Mathematics and Computation, Elsevier, vol. 289(C), pages 80-97.
    • Handle: RePEc:eee:apmaco:v:289:y:2016:i:c:p:80-97
    DOI: 10.1016/j.amc.2016.05.011
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    References listed on IDEAS

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    1. Shen, Liji & Buscher, Udo, 2012. "Solving the serial batching problem in job shop manufacturing systems," European Journal of Operational Research, Elsevier, vol. 221(1), pages 14-26.
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    Cited by:

    1. Wang, Guoliang & Cai, Hongyang & Zhang, Qingling & Yang, Chunyu, 2017. "Stabilization of stochastic delay systems via a disordered controller," Applied Mathematics and Computation, Elsevier, vol. 314(C), pages 98-109.
    2. Nguyen, Khanh Hieu & Kim, Sung Hyun, 2020. "Observer-based control design of semi-Markovian jump systems with uncertain probability intensities and mode-transition-dependent sojourn-time distribution," Applied Mathematics and Computation, Elsevier, vol. 372(C).
    3. Sakthivel, R. & Saravanakumar, T. & Kaviarasan, B. & Marshal Anthoni, S., 2016. "Dissipativity based repetitive control for switched stochastic dynamical systems," Applied Mathematics and Computation, Elsevier, vol. 291(C), pages 340-353.
    4. Gao, Xianwen & He, Hangfeng & Qi, Wenhai, 2017. "Admissibility analysis for discrete-time singular Markov jump systems with asynchronous switching," Applied Mathematics and Computation, Elsevier, vol. 313(C), pages 431-441.
    5. Wang, Huajian & Qi, Wenhai & Zhang, Lihua & Cheng, Jun & Kao, Yonggui, 2020. "Stability and stabilization for positive systems with semi-Markov switching," Applied Mathematics and Computation, Elsevier, vol. 379(C).
    6. Shen, Zixiang & Li, Chuandong & Li, Hongfei & Cao, Zhengran, 2019. "Estimation of the domain of attraction for discrete-time linear impulsive control systems with input saturation," Applied Mathematics and Computation, Elsevier, vol. 362(C), pages 1-1.
    7. Zhang, Jie & Sun, Yuangong & Meng, Fanwei, 2020. "State bounding for discrete-time switched nonlinear time-varying systems using ADT method," Applied Mathematics and Computation, Elsevier, vol. 372(C).
    8. Sakthivel, R. & Joby, Maya & Wang, Chao & Kaviarasan, B., 2018. "Finite-time fault-tolerant control of neutral systems against actuator saturation and nonlinear actuator faults," Applied Mathematics and Computation, Elsevier, vol. 332(C), pages 425-436.
    9. Wang, Guoliang & Li, Zhiqiang & Zhang, Qingling & Yang, Chunyu, 2017. "Robust finite-time stability and stabilization of uncertain Markovian jump systems with time-varying delay," Applied Mathematics and Computation, Elsevier, vol. 293(C), pages 377-393.

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