Stability and stabilization of Markovian jump linear systems with partly unknown transition probabilities

DOI10.1016/J.AUTOMATICA.2008.08.010zbMath1158.93414OpenAlexW2075735270MaRDI QIDQ1012868

Lixian Zhang, El-Kébir Boukas

Publication date: 23 April 2009

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2008.08.010

zbMATH Keywords

linear matrix inequality (LMI)switched linear systemsMarkovian jump linear systemsstability and stabilizationpartly unknown transition probabilities

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Linear systems in control theory (93C05) Stochastic stability in control theory (93E15)

Related Items (only showing first 100 items - show all)

Adaptive Tracking Control of Hybrid Switching Markovian Systems with Its Applications ⋮ Reliability and time‐to‐failure bounds for discrete‐time constrained Markov jump linear systems ⋮ Neural-network-based finite-timeH_∞control for extended Markov jump nonlinear systems ⋮ Stochastic stability analysis of Markovian jump systems with additive mode-dependent time-varying delays and partially known transition rates ⋮ Static anti-windup design for a class of Markovian jump systems with partial information on transition rates ⋮ Positive observer design for positive Markovian jump systems with partly known transition rates ⋮ A Convex Method of Robust Controller Design for Markovian Jump Systems with Uncertain Transition Rates ⋮ Robust resilient H _∞ control for stochastic systems with Markovian jump parameters under partially known transition probabilities ⋮ Stochastic stabilization of discrete-time Markov jump systems with generalized delay and deficient transition rates ⋮ Stochastic stability criteria for neutral distributed parameter systems with Markovian jump ⋮ \(H_\infty\) leader-following consensus of nonlinear multi-agent systems under semi-Markovian switching topologies with partially unknown transition rates ⋮ Observer-based controller design for networked control systems with sensor quantisation and random communication delay ⋮ Delay-dependent stability analysis for discrete-time singular Markovian jump systems with time-varying delay ⋮ Sampled-data stabilization of a class of stochastic nonlinear Markov switching system with indistinguishable modes based on the approximate discrete-time models ⋮ Feedback predictive control for constrained fuzzy systems with Markovian jumps ⋮ New results on stabilization analysis for fuzzy semi-Markov jump chaotic systems with state quantized sampled-data controller ⋮ Non‐Fragile Simultaneous Actuator and Sensor Fault‐Tolerant Control Design for Markovian Jump Systems Based on Adaptive Observer ⋮ Finite-time synchronization of Markovian jump complex networks with partially unknown transition rates ⋮ Less conservative stabilization conditions for Markovian jump systems with partly unknown transition probabilities ⋮ Non-fragile \(l_2-l_\infty\) filtering for nonhomogeneous Markov jump systems with randomly occurring uncertainties and gain variations ⋮ Robust stabilisation of uncertain delayed Markovian jump systems and its applications ⋮ Reliability analysis of a class of stochastically excited nonlinear Markovian jump systems ⋮ Further results on H_∞ control for discrete-time Markovian jump time-delay systems ⋮ Stochastic stability and stabilization of a class of piecewise-homogeneous Markov jump linear systems with mixed uncertainties ⋮ Distributed event-triggered \(H_\infty\) filtering for semi-Markov jump systems with quantization and cyber-attacks ⋮ Reinforcement learning‐based adaptive optimal tracking algorithm for Markov jump systems with partial unknown dynamics ⋮ Hidden Markov model-based asynchronous quantized sampled-data control for fuzzy nonlinear Markov jump systems ⋮ Stochastic stability analysis of nonlinear semi-Markov jump systems with time delays and incremental quadratic constraints ⋮ Protocol‐based collaborative design for discrete‐time switched systems with sojourn probabilities ⋮ A design of fuzzy sliding mode control for Markovian jumping system with different input matrices ⋮ Synchronization criteria of delayed inertial neural networks with generally Markovian jumping ⋮ Robust \(H_\infty\) indefinite guaranteed cost dynamic output feedback control of singular semi-Markov jump systems ⋮ Finite-time stabilization of Markovian jump delay systems - a switching control approach ⋮ Sampled-data control for continuous-time Markovian jump linear systems via a fragmented-delay state and its state-space model ⋮ Improved state estimation for Markovian jumping systems with time delay and partial information on transition probabilities ⋮ H_∞state-feedback controller design for continuous-time nonhomogeneous Markov jump systems ⋮ Stabilization for Switched LPV Systems with Markovian Jump Parameters and Its Application ⋮ Stability of discrete-time Markovian jump delay systems with delayed impulses and partly unknown transition probabilities ⋮ Fault estimation for a class of nonlinear Markov jump systems with general uncertain transition rates ⋮ Dual approach to stability and stabilisation of uncertain switched positive systems ⋮ ReliableH_∞control for nonlinear discrete-time systems with multiple intermittent faults in sensors or actuators ⋮ Stability Probabilities of Sliding Mode Control of Linear Continuous Markovian Jump Systems ⋮ Finite-time annular domain stability of Itô stochastic impulsive systems with markovian jumping under asynchronous switching ⋮ Model reduction for a class of nonstationary Markov jump linear systems ⋮ Stability of Markovian jump systems with generally uncertain transition rates ⋮ \(\mathcal L_2-\mathcal L_\infty\) filtering for neutral Markovian switching system with mode-dependent time-varying delays and partially unknown transition probabilities ⋮ Mode feedback control strategy for continuous‐time Markovian jump linear systems with controllable mode transition rate matrix ⋮ Stabilization of jump linear systems with mode-dependent time-varying delays ⋮ On robust H_∞ filtering of uncertain Markovian jump time‐delay systems ⋮ Improved synthesis method for network-based control ⋮ H_∞filtering for nonlinear singular Markovian jumping systems with interval time-varying delays ⋮ <scp>H</scp>_∞ control for discrete‐time <scp>M</scp>arkovian jump systems with partial information on transition probabilities ⋮ Robust stability of Markovian jump discrete-time neural networks with partly unknown transition probabilities and mixed mode-dependent delays ⋮ Robust fault detection for Markovian jump systems with unreliable communication links ⋮ Robust Partially Mode Delay‐Dependent ℋ_∞ Output Feedback Control of Discrete‐Time Networked Control Systems ⋮ Nonfragile observer‐based H_∞ sliding mode control for Itô stochastic systems with Markovian switching ⋮ H_∞ filtering for discrete‐time Markov jump systems with unknown transition probabilities ⋮ Partial synchronization in stochastic dynamical networks with switching communication channels ⋮ Fault Detection for Discrete‐Time Uncertain Systems with Polytopic Uncertainties: A Markov Approach ⋮ Unknown Input Reduced‐order Observer Design for One‐Sided Lipschitz Nonlinear Descriptor Markovian Jump Systems ⋮ ℋ∞ and ℋ2 control design for polytopic continuous-time Markov jump linear systems with uncertain transition rates ⋮ Finite-timeH_∞control for stochastic time-delayed Markovian switching systems with partly known transition rates and nonlinearity ⋮ On designing overlapping group mode-dependentH_∞controllers of discrete-time Markovian jump linear systems with incomplete mode transition probabilities ⋮ Output feedback stabilization for discrete singular systems with random abrupt changes ⋮ Robust H _∞ control for stochastic time-delayed Markovian switching systems under partly known transition rates and  actuator saturation via anti-windup design ⋮ Robust two-mode-dependent controller design for networked control systems with random delays modelled by Markov chains ⋮ Finite-time \(H_\infty\) estimation for discrete-time Markov jump systems with time-varying transition probabilities subject to average Dwell time switching ⋮ Finite-timeH_∞filtering for a class of discrete-time Markovian jump systems with partly unknown transition probabilities ⋮ Robust stochastic convergence and stability of neutral-type neural networks with Markovian jump and mixed delays ⋮ Exponential stability of stochastic singular delay systems with general Markovian switchings ⋮ Stabilization of Singular Markovian Jump Systems by Generally Observer-based Controllers ⋮ Robust fuzzy control for stochastic Markovian jumping systems via sliding mode method ⋮ Stabilization of discrete-time singular Markovian jump repeated vector nonlinear systems ⋮ Output feedback of Markov jump linear systems with no mode observation: An automotive throttle application ⋮ Reliable controllable sets for constrained Markov-Jump Linear Systems ⋮ Probability Analysis of Terminal Sliding Mode Control of Second-Order Markovian Jump Systems ⋮ <html>H_&infin; sliding mode control for Markov jump systems with interval time-varying delays and general transition probabilities</html> ⋮ Non-fragile H_∞ control for half-vehicle active suspension systems with actuator uncertainties ⋮ Robust finite-time control for a class of extended stochastic switching systems ⋮ Less conservative stabilization conditions for Markovian jump systems with incomplete knowledge of transition probabilities and input saturation ⋮ Sliding mode control for Markovian jumping systems with actuator nonlinearities ⋮ Sliding mode control for Markov jump linear uncertain systems with partly unknown transition rates ⋮ Finite-timeH_∞control for a class of discrete-time Markovian jump systems with partly unknown time-varying transition probabilities subject to average dwell time switching ⋮ Anti-windup design of uncertain discrete-time Markovian jump systems with partially known transition probabilities and saturating actuator ⋮ Observer-based tracking controller design for networked predictive control systems with uncertain Markov delays ⋮ H₂control of discrete-time periodic systems with Markovian jumps and multiplicative noise ⋮ Admissibility and static output‐feedback stabilization of singular Markovian jump systems with defective statistics of modes transitions ⋮ Stochastic stability and stabilization of discrete‐time singular Markovian jump systems with partially unknown transition probabilities ⋮ Robust H _∞ control of discrete-time Markovian jump systems in the presence of incomplete knowledge of transition probabilities and saturating actuator ⋮ H2 filter design for discrete-time Markov jump linear systems with partly unknown transition probabilities ⋮ Stability and stabilization in switched discrete-time systems ⋮ H_∞control for discrete-time singular Markovian jump systems based on the novel bounded real lemma ⋮ Stabilisation of descriptor Markovian jump systems with partially unknown transition probabilities ⋮ H_∞scheduling control on stochastic neutral systems subject to actuator nonlinearity ⋮ Tracking control of discrete-time Markovian jump systems ⋮ Controller design for stochastic Markovian switching systems with time-varying delay and actuator saturation ⋮ Finite-timeH_∞control for stochastic Markovian jump systems with time-varying delay and generally uncertain transition rates ⋮ Reliable asynchronous control for delayed multi-agent systems with stochastic faults and switching topologies ⋮ Observer design for stochastic one-sided Lipschitz Lur'e differential inclusion system ⋮ Fault-tolerant control for Markovian jump delay systems with an adaptive observer approach

Cites Work

• Unnamed Item
• Transition probability bounds for the stochastic stability robustness of continuous- and discrete-time Markovian jump linear systems
• Switching in systems and control
• On robust stabilization of Markovian jump systems with uncertain switching probabilities
• Stability of linear feedback systems with random communication delays
• Stability analysis and control synthesis for switched systems: a switched Lyapunov function approach
• An H/sub /spl infin// approach to networked control
• A new method for stabilization of networked control systems with random delays
• Robust ℋ∞ constant gain feedback stabilization of stochastic systems

This page was built for publication: Stability and stabilization of Markovian jump linear systems with partly unknown transition probabilities