Robust H control for uncertain Markovian jump systems with mixed delays
Saravanakumar R†, , Syed Ali M‡,
Department of Mathematics, Thiruvalluvar University, Vellore-632115, Tamil Nadu, India

 

† Corresponding author. E-mail: saravanamaths30@gmail.com

‡ Corresponding author. E-mail: syedgru@gmail.com

Project supported by Department of Science and Technology (DST) under research project No. SR/FTP/MS-039/2011.

Abstract
Abstract

We scrutinize the problem of robust H control for a class of Markovian jump uncertain systems with interval time-varying and distributed delays. The Markovian jumping parameters are modeled as a continuous-time finite-state Markov chain. The main aim is to design a delay-dependent robust H control synthesis which ensures the mean-square asymptotic stability of the equilibrium point. By constructing a suitable Lyapunov–Krasovskii functional (LKF), sufficient conditions for delay-dependent robust H control criteria are obtained in terms of linear matrix inequalities (LMIs). The advantage of the proposed method is illustrated by numerical examples. The results are also compared with the existing results to show the less conservativeness.

1. Introduction

Time delays are frequently encountered in many practical systems. They are common in many industrial and engineering systems such as communication networks, manufacturing devices, and biology. Since the system stability is an essential requirement in many applications, much effort has been devoted to investigate the stability criteria for various time-delay systems during the last few decades.[14] It is well recognized that the presence of time delay in a dynamical system is often a primary source of instability and performance degradation. Moreover, the delay-dependent[5] results are generally less conservative than the delay-independent ones,[6] especially when the delay is small. Recently, much attention has been paid to the robust stability problem for uncertain systems with time delays.[7,8]

Markovian jump systems are a special sort of hybrid system, which are driven by a Markov chain, where they may undergo unexpected changes in their structures and parameters, e.g., aerospace systems, power systems, etc.[911] Such systems can be described by a set of time-delayed linear systems with the transitions between models determined by a Markov chain in a finite mode set. Applications of this class of systems may be found in processes including those in production systems and economic problems, etc. In the last few years, some quite significant results on the stability analysis and controller synthesis for Markovian jumping systems with time-delay have been reported.[11,12]

The control design for uncertain systems with time-varying delays has been a difficult problem of control theory.[13,14] Theoretically, this issue could be solved by the Lyapunov method. The H performance is usually analyzed in the control theory to synthesize controllers achieving stabilization with guaranteed performance. Stability is one of the most important problems in the synthesis of control systems. Therefore, the problems of delay-dependent stability analysis and H control for delayed systems have received substantial attention among the control community for the last few decades.[15]

The H control concept was proposed to reduce the effect of the disturbance input on the regulated output within a prescribed level and guarantee that the closed-loop system is stable. In Refs. [16] and [17], the H technology was proposed to solve the disturbance attenuation problem in various difficult systems. In this paper, we provide a delay-dependent H control for Markovian jump uncertain systems with interval time-varying and distributed delays. A linear matrix inequality (LMI) optimization approach is used to achieve the best effect of disturbance attenuation. The obtained results in this paper are generally less conservative than those of some existing methods.

The following notations are used. Throughout this paper, ℝn and ℝn×n denote the n-dimensional Euclidean space and the set of all n × n real matrices, respectively. For a matrix B and two symmetric matrices A and C, denotes a symmetric matrix, where the notation * represents the entries implied by symmetry. AT and A–1 are the matrix transpose and inverse of A, respectively. X > 0 means that matrix X is a symmetric positive definite matrix with appropriate dimensions. I denotes the identity matrix with appropriate dimensions. ε denotes the expectation operator with respect to some probability measure . Let be a complete probability space which relates to an increasing family of σ algebras where Ω is the sample space, is the σ algebra of subsets of the sample space, and is the probability measure on . Let f(t) ∈ L2[0,∞), ||f|| refers to the Euclidean norm of function f(t) at time t. is the space of square integrable vectors on [0,∞).

2. Problem statement

Let {rt,t ≥ 0} be a right-continuous Markov chain on a probability space taking values in a finite state space with generator Π = {πpq} given by

where Δ > 0, and πpq ≥ 0 is the transition rate from p to q if qp, while

Consider the following uncertain Markovian jump system with interval time-varying and distributed delays:

where x(t) ∈ ℝn is the state, u(t) ∈ ℝm is the control input, w(t) ∈ ℝp is the disturbance input which belongs to L2[0,∞), and z(t) ∈ ℝq is the controlled output of the system. The initial vector ϕC0, where C0 is the set of continuous functions from [–τM, 0] to ℝn. τ(t) and h denote the time-varying delay and the distributed delay, respectively, and τ(t) is assumed to satisfy

where τm, τM, h, and μ are constants. The matrices A(rt,t) = A(rt) + ΔA(rt,t), Ad(rt,t) = Ad(rt) + ΔAd(rt,t), Af(rt,t) = Af(rt) + ΔAf(rt,t), B(rt,t) = B(rt) + ΔB(rt,t), where Bw(rt), C(rt), Cd(rt), D(rt) are known real constant matrices with appropriate dimensions, and ΔA(rt,t),ΔAd(rt,t), ΔAf(rt,t), ΔB(rt,t) are real-valued unknown matrices representing the time-varying parameter uncertainties which are assumed to be of the following form:

where L(rt) and Ei(rt) (i = 1,2,3,4) are known real constant matrices and F(t) is an unknown time-varying matrix function satisfying FT(t) F(t) ≤ I, ∀ t. Since almost every sample path of the above Markov chain is a right-continuous step function with a finite number of simple jumps, the global existence results on the solutions of the Markovian jump system (1) can be found in Section 4 of Ref. [20].

Lemma 1 (Schur complement[18]) Let M, P, Q be given matrices and Q > 0, then

Lemma 2[18] For any constant matrix M ∈ ℝn × n, M = MT > 0, scalar η > 0, vector function w: [0, η] → ℝn such that the integrations concerned are well defined,

Lemma 3[19] Let D, E, and F(t) be real matrices of appropriate dimensions, and F(t) satisfies FT(t) F(t) ≤ I, then the following inequality holds for any constant ε > 0:

3. Main results

For the sake of notation simplification, in the following, for each possible rt = p (p = 1,2,…,m), we simply write L(rt) as Li; for instance, A(rt,t) is denoted by Ap(t), and Ad(rt,t) by Adp, and so on. On the other hand, we have u(rt) = up(t). We now rewrite system (1) by using state feedback control up(t) = Kpx(t) as follows:

Theorem 1 For a prescribed scalar γ > 0 and some given positive scalars τm, τM, h, μ and matrix K, system (4) with condition (2) is asymptotically stable and satisfies ||z(t)||2γ||w(t)||2 for all nonzero if there exist matrices Pp > 0, Qi > 0 (i = 1,2,3), R > 0, Sj > 0 (j = 1,2), and appropriate dimension matrices Nl, Ol (l = 1,2,3,4,5) such that the following LMI is satisfied:

where

Proof Define the Lyapunov functional candidate as

where

By calculating the time derivative of V(xt) along the trajectories of system (4), we obtain

where

From Eq. (6), 1(xt), 2(xt), and 3(xt) are calculated as follows:

By applying Jensen’s inequality, we obtain

Substituting Eqs. (8)–(11) into Eq. (7), we obtain

where

Under the zero initial conditions and V(x(t))|t=∞ → 0 for system (4), we obtain

By using Lemma 2, Γ̃ is equivalent to inequality (5), which means that ||z||2γ||w||2 is satisfied for any nonzero w(t) ∈ L2[0,∞), which ensures the asymptotical stability of system (4).

Theorem 2 For a prescribed scalar γ > 0 and some given positive scalars τm, τM, u, h and matrix K, system (4) with condition (2) is robustly asymptotically stable and satisfies ||z(t)||2γ||w(t)||2 for all nonzero if there are matrices Pp > 0, Qi > 0 (i = 1,2,3), R > 0, Sj > 0 (j = 1,2), and appropriate dimension matrices Nl, Ol (l = 1,2,3,4,5), and a scalar εp > 0 such that the following LMI is satisfied:

where

Proof Replace Ap, Adp, Afp, and Bp in LMI (5) by Ap + ΔAp(t), Adp + ΔAdp(t), Afp + ΔAfp(t), and Bp + ΔBp(t), respectively, we obtain

where

By Lemma 3, we know that LMI (15) is equivalent to

Obviously, by applying Schur complement, LMI (16) is equivalent to LMI (14).

Theorem 3 For a prescribed scalar γ > 0 and some given positive scalars τm,τM,u,h, system (4) with condition (2) is robustly asymptotically stable and satisfies ||z(t)||2γ||w(t)||2 for all nonzero if there are matrices i > 0 (i = 1,2,3), R > 0, Sj > 0 (j = 1,2), Xp > 0, Yp, appropriate dimension matrices Nl, Ol (l = 1,2,3,4,5), and a scalar εp > 0 such that the following LMI is satisfied:

where

The feedback gain matrix is given by

Proof We define

Then pre and post multiplying LMI (14) by

and

we can obtain LMI (17).

4. Numerical examples

In this section, some numerical examples are provided to demonstrate that the method proposed in this paper is effective and less conservative than some existing methods.

Example 1 Consider system (1) with the following matrix parameters.

Mode 1:

Mode 2:

In order to design a robust delay-dependent H state-feedback control, taking τm = 0.5,τM = 1.5,h = 0.3, and μ = 0.5, applying Theorem 3 in MATLAB LMI control toolbox, we obtain γ = 0.9845, ε1 = 1.2354, ε2 = 1.6524, and the desired state feedback controller as follows:

Therefore, the system of interest is robustly asymptotically stable.

Example 2 Consider the following time delay system with system mode p = 1:

with matrix parameters in Ref. [7]

Taking parameters h = 0 and unknown μ, and using LMI in Theorem 1, we obtain the minimum allowable H performance γ for different values of τM and τm as shown in Table 1, which clearly shows that the results of the proposed method in this paper are significantly better than those in Refs. [7] and [8].

Table 1.

Example 4: minimized H performance for different τM and τm.

.

Example 3 Consider system (18) with the following matrix parameters in Ref. [9]:

Taking parameters τm = h = 0 and using LMI in Theorem 1, we obtain the maximum admissible delay upper bound τM or different values of γ as shown in Table 2, which clearly shows that the result of the proposed method in this paper are significantly better than those in Refs. [9] and [10].

Table 2.

Example 4: τM and γ.

.
5. Conclusion

We have studied the H control problem for systems with interval time-varying and distributed delays. On the basis of the Lyapunov functional, a delay-dependent H control scheme is presented in terms of LMIs. It is shown that a desired state feedback controller can be constructed when the given LMIs are feasible, and it leads to less conservative results than the existing methods. Finally, numerical examples are given to illustrate the effectiveness of the proposed method. We are interested to extend this work to the discrete-time uncertain stochastic systems with discrete interval and distributed time-varying delays. The results will be obtained in the future.

Reference
1Syed Ali MSaravanakumar R 2015 Chin. Phys. 24 050201
2Syed Ali MSaravanakumar R 2015 Chin. Phys. 24 090202
3Kwon O MPark J HLee S M 2010 J. Optim. Theory Appl. 145 343
4Arunkumar ASakthivel RMathiyalagan K 2015 Neurocomputing 149 1524
5Lei TSong QZhao Z 2014 Discrete Dyn. Nat. Soc. 2014 657621
6Xu SLam JYang C 2001 IEEE Trans. Automat. Control 46 1321
7Jeong CPark P GKim S H 2012 Appl. Math. Comput. 218 10533
8Lee W ILee S YPark P G 2014 Appl. Math. Comput. 243 570
9Zhao XZeng Q 2010 J. Frankl. Inst. 347 863
10Liu JYao BGu Z 2011 Circuit Syst. Signal Process. 30 1253
11Karimi H R 2012 J. Franklin Inst. 349 1480
12Syed Ali MArik SSaravanakmuar R 2015 Neurocomputing 158 167
13Lien C HChen J DYu K WChung L Y 2012 Comput. Math. Appl. 64 1187
14Wang CShen Y 2012 Comput. Math. Appl. 63 985
15Senthilkumar TBalasubramaniam P 2011 Appl. Math. Lett. 24 1986
16Syed Ali MSaravanakumar R 2014 Chin. Phys. 23 120201
17Syed Ali MSaravanakumar R 2014 Appl. Math. Comput. 249 510
18Gu KKharitonov V LChen J2003Stability of Time-Delay SystemsBostonBirkhuser
19Chen BLiu XLin C 2009 Fuzzy Sets and Systems 160 403
20Xu DLi BLong STeng L 2014 Nonlinear Anal. 108 128