IDEAS home Printed from https://ideas.repec.org/a/eee/apmaco/v369y2020ics0096300319308264.html
   My bibliography  Save this article

Delay-dependent and decay-rate-dependent conditions for exponential mean stability and non-fragile controller design of positive Markov jump linear systems with time-delay

Author

Listed:
  • Xie, Jiyang
  • Zhu, Shuqian
  • Feng, Jun-e

Abstract

This paper proposes some new sufficient conditions and necessary conditions for exponential mean stability with prescribed decay rate, and sufficient conditions for non-fragile controller design of both continuous-time and discrete-time positive Markov jump linear systems with time-delay. First, sufficient stability conditions are derived by constructing novel linear stochastic co-positive Lyapunov-Krasovskii functionals. Second, the corresponding necessary conditions are established by applying a model transformation technique and analyzing the relationship between stochastic stability of the transformed systems and exponential mean stability with given decay rate of the original systems. Compared with the existing conditions, the proposed stability conditions are not only delay-dependent but also decay-rate-dependent, and the sufficient conditions plus the necessary conditions can be used to judge the system stability more precisely. Third, based on the new sufficient conditions, non-fragile controllers are designed by solving linear programming problems such that the closed-loop systems are positive and exponentially mean stable with an expected decay rate. Finally, by numerical examples, the effects of both time-delay and decay rate on exponential mean stability are exploited and the validity of the non-fragile controller design conditions is demonstrated.

Suggested Citation

  • Xie, Jiyang & Zhu, Shuqian & Feng, Jun-e, 2020. "Delay-dependent and decay-rate-dependent conditions for exponential mean stability and non-fragile controller design of positive Markov jump linear systems with time-delay," Applied Mathematics and Computation, Elsevier, vol. 369(C).
  • Handle: RePEc:eee:apmaco:v:369:y:2020:i:c:s0096300319308264
    DOI: 10.1016/j.amc.2019.124834
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0096300319308264
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.amc.2019.124834?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Chen, Xiaoming & Chen, Mou & Qi, Wenhai & Shen, Jun, 2016. "Dynamic output-feedback control for continuous-time interval positive systems under L1 performance," Applied Mathematics and Computation, Elsevier, vol. 289(C), pages 48-59.
    2. Chen, Weimin & Zhang, Baoyong & Ma, Qian, 2018. "Decay-rate-dependent conditions for exponential stability of stochastic neutral systems with Markovian jumping parameters," Applied Mathematics and Computation, Elsevier, vol. 321(C), pages 93-105.
    3. Zhang, Junfeng & Zhao, Xudong & Cai, Xiushan, 2016. "Absolute exponential L1-gain analysis and synthesis of switched nonlinear positive systems with time-varying delay," Applied Mathematics and Computation, Elsevier, vol. 284(C), pages 24-36.
    4. Li, Shuo & Xiang, Zhengrong, 2016. "Stability, l1-gain and l∞-gain analysis for discrete-time positive switched singular delayed systems," Applied Mathematics and Computation, Elsevier, vol. 275(C), pages 95-106.
    5. Qi, Wenhai & Zong, Guangdeng & Cheng, Jun & Jiao, Ticao, 2019. "Robust finite-time stabilization for positive delayed semi-Markovian switching systems," Applied Mathematics and Computation, Elsevier, vol. 351(C), pages 139-152.
    6. do Val, Joao B. R. & Basar, Tamer, 1999. "Receding horizon control of jump linear systems and a macroeconomic policy problem," Journal of Economic Dynamics and Control, Elsevier, vol. 23(8), pages 1099-1131, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Liu, Jason J.R. & Lam, James & Wang, Xiaomei & Kwok, Ka-Wai, 2023. "Non-fragile PD control of linear time-delay positive discrete-time systems," Applied Mathematics and Computation, Elsevier, vol. 452(C).
    2. Sakthivel, Ramalingam & Sakthivel, Rathinasamy & Kwon, Oh-Min & Selvaraj, Palanisamy, 2021. "Disturbance rejection for singular semi-Markov jump neural networks with input saturation," Applied Mathematics and Computation, Elsevier, vol. 407(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Li, Shuo & Xiang, Zhengrong, 2020. "Positivity, exponential stability and disturbance attenuation performance for singular switched positive systems with time-varying distributed delays," Applied Mathematics and Computation, Elsevier, vol. 372(C).
    2. Li, Lei & Qi, Wenhai & Chen, Xiaoming & Kao, Yonggui & Gao, Xianwen & Wei, Yunliang, 2018. "Stability analysis and control synthesis for positive semi-Markov jump systems with time-varying delay," Applied Mathematics and Computation, Elsevier, vol. 332(C), pages 363-375.
    3. Wei, Wei & Xu, Wei & Liu, Jiankang, 2021. "Stochastic P-bifurcation analysis of a class of nonlinear Markov jump systems under combined harmonic and random excitations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 582(C).
    4. Zhang, Lihua & Zhou, Yaoyao & Qi, Wenhai & Cao, Jinde & Cheng, Jun & Wei, Yunliang & Yan, Xiaoyu & Li, Shaowu, 2020. "Non-fragile observer-based H∞ finite-time sliding mode control," Applied Mathematics and Computation, Elsevier, vol. 375(C).
    5. Yao, Hejun & Gao, Fangzheng & Huang, Jiacai & Wu, Yuqiang, 2021. "Global prescribed-time stabilization via time-scale transformation for switched nonlinear systems subject to switching rational powers," Applied Mathematics and Computation, Elsevier, vol. 393(C).
    6. Wang, Jinling & Liang, Jinling & Zhang, Cheng-Tang & Fan, Dongmei, 2021. "Event-triggered non-fragile control for uncertain positive Roesser model with PDT switching mechanism," Applied Mathematics and Computation, Elsevier, vol. 406(C).
    7. Svensson, Lars E. O. & Williams, Noah, 2006. "Bayesian and adaptive optimal policy under model uncertainty," CFS Working Paper Series 2007/11, Center for Financial Studies (CFS).
    8. Lars E.O. Svensson & Noah Williams, 2009. "Optimal Monetary Policy under Uncertainty in DSGE Models: A Markov Jump-Linear-Quadratic Approach," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 3, pages 077-114, Central Bank of Chile.
    9. Cui, Kaiyan & Song, Zhanjie & Zhang, Shuo, 2022. "Stability of neutral-type neural network with Lévy noise and mixed time-varying delays," Chaos, Solitons & Fractals, Elsevier, vol. 159(C).
    10. Lars E. O. Svensson & Noah Williams, 2008. "Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach," Review, Federal Reserve Bank of St. Louis, vol. 90(Jul), pages 275-294.
    11. Svensson, Lars E. O. & Williams, Noah, 2005. "Monetary policy with model uncertainty: distribution forecast targeting," Discussion Paper Series 1: Economic Studies 2005,35, Deutsche Bundesbank.
    12. Fu, Lei & Ma, Yuechao, 2016. "Passive control for singular time-delay system with actuator saturation," Applied Mathematics and Computation, Elsevier, vol. 289(C), pages 181-193.
    13. Shitao Zhang & Peng Lin & Junfeng Zhang, 2022. "Event-Triggered Asynchronous Filter of Nonlinear Switched Positive Systems with Output Quantization," Mathematics, MDPI, vol. 10(4), pages 1-21, February.
    14. Zampolli, Fabrizio, 2006. "Optimal monetary policy in a regime-switching economy: The response to abrupt shifts in exchange rate dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1527-1567.
    15. 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).
    16. Li, Zhao-Yan & Shang, Shengnan & Lam, James, 2019. "On stability of neutral-type linear stochastic time-delay systems with three different delays," Applied Mathematics and Computation, Elsevier, vol. 360(C), pages 147-166.
    17. Qi, Wenhai & Zong, Guangdeng & Cheng, Jun & Jiao, Ticao, 2019. "Robust finite-time stabilization for positive delayed semi-Markovian switching systems," Applied Mathematics and Computation, Elsevier, vol. 351(C), pages 139-152.
    18. Kwak, Dohyeok & Kim, Jung Hoon & Hagiwara, Tomomichi, 2023. "Generalized framework for computing the L∞-induced norm of sampled-data systems," Applied Mathematics and Computation, Elsevier, vol. 437(C).
    19. Wenhai Qi & Yonggui Kao & Xianwen Gao, 2017. "Further results on finite-time stabilisation for stochastic Markovian jump systems with time-varying delay," International Journal of Systems Science, Taylor & Francis Journals, vol. 48(14), pages 2967-2975, October.
    20. Sweetha, S. & Panneerselvam, V. & Tatar, N. & Sakthivel, R., 2023. "Observer-based control for nonlinear neutral type stochastic model with fractional Gaussian noise and input saturation," Chaos, Solitons & Fractals, Elsevier, vol. 167(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:apmaco:v:369:y:2020:i:c:s0096300319308264. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/applied-mathematics-and-computation .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.