Skip to main content
Log in

A New Approach to Static Output Control of Uncertain Continuous Markov Jump Linear Systems

  • Published:
Circuits, Systems, and Signal Processing Aims and scope Submit manuscript

Abstract

This paper is concerned with the static output stabilization of uncertain continuous Markov jump linear systems with partly known transition probabilities. Uncertainties in system output matrices are addressed in terms of norm-bounded and polytopic formulations. Adopting a new separation technique, sufficient conditions for designing static output controllers are established in terms of linear matrix inequalities. Compared with the existing results, the proposed methods do not impose equality constraints and calculate the null space of output matrices. A numerical example is given to show the effectiveness of the proposed method.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3

Similar content being viewed by others

References

  1. S. Aberkane, J.C. Ponsart, M. Rodrigues, D. Sauter, Output feedback control of a class of stochastic hybrid systems. Automatica 44(5), 1325–1332 (2008)

    Article  MathSciNet  Google Scholar 

  2. M. Athans, Command and control (C2) theory: a challenge to control science. IEEE Trans. Autom. Control 32(4), 286–293 (1987)

    Article  Google Scholar 

  3. G.I. Bara, M. Boutayeb, Static output feedback stabilization performance for linear discrete-time systems. IEEE Trans. Autom. Control 50(2), 250–254 (2005)

    Article  MathSciNet  Google Scholar 

  4. E.K. Boukas, Static output feedback control for stochastic hybrid systems: LMI approach. Automatica 42(1), 183–188 (2006)

    Article  MathSciNet  Google Scholar 

  5. X. Chang, G. Yang, New results on output feedback \({\cal {H}}_\infty \) control for linear discrete-time systems. IEEE Trans. Autom. Control 59(5), 1355–1359 (2014)

    Article  MathSciNet  Google Scholar 

  6. B. Chen, Y. Niu, Y. Zou, Adaptive sliding mode control for stochastic Markovian jumping systems with actuator degradation. Automatica 49(6), 1748–1754 (2013)

    Article  MathSciNet  Google Scholar 

  7. C.A.R. Crusius, A. Trofino, Sufficient LMI conditions for output feedback control problems. IEEE Trans. Autom. Control 44(5), 1053–1057 (1999)

    Article  MathSciNet  Google Scholar 

  8. D.P. de Farias, J.C. Geromel, J.B.R. do Val, O.L.V. Costa, Output feedback control of Markov jump linear systems in continuous-time. IEEE Trans. Autom. Control 45(5), 944–949 (2000)

    Article  Google Scholar 

  9. M.C. de Oliveira, J. Bernussou, J.C. Geromel, A new discrete-time robust stability condition. Syst. Control Lett. 37(4), 261–265 (1999)

    Article  Google Scholar 

  10. C.E. de Souza, Robust stability and stabilization of uncertain discrete-time Markovian jump linear systems. IEEE Trans. Autom. Control 51(5), 836–841 (2006)

    Article  Google Scholar 

  11. H. Dong, Z. Wang, H. Gao, Fault detection for Markovian jump systems with sensor saturations and randomly varying nonlinearities. IEEE Trans. Circuits Syst. I: Regul. Pap. 59(10), 2354–2362 (2012)

    Article  MathSciNet  Google Scholar 

  12. J. Dong, G. Yang, Static output feedback control synthesis for linear systems with time-invariant parametric uncertainties. IEEE Trans. Autom. Control 52(10), 1930–1936 (2007)

    Article  MathSciNet  Google Scholar 

  13. J. Dong, G. Yang, Robust \({\cal {H}}_2\) control of continuous-time Markov jump linear systems. Automatica 44(5), 1431–1436 (2008)

    Article  MathSciNet  Google Scholar 

  14. J. Dong, G. Yang, Robust static output feedback control synthesis for linear continuous systems with polytopic uncertainties. Automatica 49(6), 1821–1829 (2013)

    Article  MathSciNet  Google Scholar 

  15. J.B.R. do Val, J.C. Geromel, A.P.C. Goncalves, The \({\cal {H}}_2\)-control for jump linear systems: cluster observations of the Markov state. Automatica 38(2), 343–349 (2002)

    Article  Google Scholar 

  16. B. Du, J. Lam, Y. Zou, Z. Shu, Stability and stabilization for Markovian jump time-delay systems with partially unknown transition rates. IEEE Trans. Circuits Syst. I: Regul. Pap. 60(2), 341–351 (2013)

    Article  MathSciNet  Google Scholar 

  17. X. Feng, K.A. Loparo, Y. Ji, H.J. Chizeck, Stochastic stability properties of jump linear systems. IEEE Trans. Autom. Control 37(1), 38–53 (1992)

    Article  MathSciNet  Google Scholar 

  18. A.P.C. Goncalves, A.R. Fioravanti, J.C. Geromel, \({\cal {H}}_\infty \) filtering of discrete-time Markov jump linear systems through linear matrix inequalities. IEEE Trans. Autom. Control 54(6), 1347–1351 (2009)

    Article  MathSciNet  Google Scholar 

  19. H. Huang, G. Feng, X. Chen, Stability and stabilization of Markovian jump systems with time delay via new Lyapunov functionals. IEEE Trans. Circuits Syst. I: Regul. Pap. 59(10), 2413–2421 (2012)

    Article  MathSciNet  Google Scholar 

  20. N.N. Krasovskii, E.A. Lidskii, Analytical design of controllers in systems with random attributes. Autom. Remote Control 22, 1021–1025 (1961)

    MathSciNet  Google Scholar 

  21. J. Lam, S. Zhou, Dynamic output feedback \({\cal {H}}_\infty \) control of discrete-time fuzzy systems: a fuzzy-basis-dependent Lyapunov function approach. Int. J. Syst. Sci. 38(1), 25–37 (2007)

    Article  MathSciNet  Google Scholar 

  22. F. Li, X. Wang, P. Shi, Robust quantized \({\cal {H}}_\infty \) control for networked control systems with Markov jumps and time delays. Int. J. Innov. Comput. Inf. Control 9(12), 4889–4902 (2013)

    MathSciNet  Google Scholar 

  23. M. Liu, D.W.C. Ho, Y. Niu, Stabilization of Markovian jump linear system over networks with random communication delay. Automatica 45(2), 416–421 (2009)

    Article  MathSciNet  Google Scholar 

  24. M.A. Rami, Solvability of static output-feedback stabilization for LTI positive systems. Syst. Control Lett. 60(9), 704–708 (2011)

    Article  Google Scholar 

  25. S. Saat, D. Huang, S.K. Nguang, A.H. Hamidon, Nonlinear state feedback control for a class of polynomial nonlinear discrete-time systems with norm-bounded uncertainties: an integrator approach. J. Frankl. Inst. 350(7), 1739–1752 (2013)

    Article  MathSciNet  Google Scholar 

  26. S. Saat, S.K. Nguang, Nonlinear \({\cal {H}}_\infty \) output feedback control with integrator for polynomial discrete-time systems. Int. J. Robust Nonlinear Control (2013). doi:10.1002/rnc.3130

  27. M. Shen, G. Yang, \({\cal {H}}_2\) state feedback controller design for continuous Markov jump linear systems with partly known information. Int. J. Syst. Sci. 43(4), 786–796 (2012)

    Article  MathSciNet  Google Scholar 

  28. M. Shen, G. Yang, \({\cal {H}}_2\) filter design for discrete-time Markov jump linear systems with partly unknown transition probabilities. Optim. Control Appl. Methods 33(3), 318–337 (2012)

    Article  MathSciNet  Google Scholar 

  29. M. Shen, D. Ye, Improved fuzzy control design for nonlinear Markovian-jump systems with incomplete transition descriptions. Fuzzy Sets Syst. 217(16), 80–95 (2013)

    Article  MathSciNet  Google Scholar 

  30. P. Shi, Y. Xia, G.P. Liu, D. Rees, On designing of sliding-mode control for stochastic jump systems. IEEE Trans. Autom. Control 51(1), 97–103 (2006)

    Article  MathSciNet  Google Scholar 

  31. Z. Shu, J. Lam, J. Xiong, Static output-feedback stabilization of discrete-time Markovian jump linear systems: a system augmentation approach. Automatica 46(4), 687–694 (2010)

    Article  MathSciNet  Google Scholar 

  32. D. Sworder, R. Rogers, An LQ-solution to a control problem associated with a solar thermal central receiver. IEEE Trans. Autom. Control 28(10), 971–978 (1983)

    Article  Google Scholar 

  33. M. Tanelli, P. Bolzern, P. Colaneri, Almost sure stabilization of uncertain continuous-time Markov jump linear systems. IEEE Trans. Autom. Control 55(1), 195–201 (2010)

    Article  MathSciNet  Google Scholar 

  34. Y. Wang, P. Shi, Q. Wang, D. Duan, Exponential \({\cal {H}}_\infty \) filtering for singular Markovian jump systems with mixed mode-dependent time-varying delay. IEEE Trans. Circuits Syst. I: Regul.Pap. 60(9), 2440–2452 (2013)

    Article  MathSciNet  Google Scholar 

  35. A., Willsky, B., Levy, Stochastic stability research for complex power systems. Lab. Inf. Decis. Syst., MIT Report no. ET-76-C-01-2295 (1979)

  36. L. Wu, P. Shi, H. Gao, C. Wang, \({\cal {H}}_\infty \) filtering for \(2\)D Markovian jump systems. Automatica 44(7), 1849–1858 (2008)

    Article  MathSciNet  Google Scholar 

  37. L. Wu, X. Su, P. Shi, Output feedback control of Markovian jump repeated scalar nonlinear systems. IEEE Trans. Autom. Control 59(1), 199–204 (2014)

    Article  MathSciNet  Google Scholar 

  38. L. Wu, X. Su, P. Shi, Sliding mode control with bounded \(L_2\) gain performance of Markovian jump singular time-delay systems. Automatica 48(8), 1929–1933 (2012)

    Article  MathSciNet  Google Scholar 

  39. L. Xie, Output feedback \({\cal {H}}_\infty \) control of systems with parameter uncertainty. Int. J. Control 63(4), 741–750 (1996)

    Article  Google Scholar 

  40. J. Xiong, J. Lam, H. Gao, D.W.C. Ho, On robust stabilization of Markovian jump systems with uncertain switching probabilities. Automatica 41(5), 897–903 (2005)

    Article  MathSciNet  Google Scholar 

  41. S. Xu, J. Lam, X. Mao, Delay-dependent \({\cal {H}}_\infty \) control and filtering for uncertain Markovian jump systems with time-varying delays. IEEE Trans. Circuits Syst. I: Regul. Pap. 54(9), 2070–2077 (2007)

    Article  MathSciNet  Google Scholar 

  42. B. Zhang, W.X. Zheng, S. Xu, Filtering of Markovian jump delay systems based on a new performance index. IEEE Trans. Circuits Syst. I: Regul. Pap. 60(5), 1250–1263 (2013)

    Article  MathSciNet  Google Scholar 

  43. J. Zhang, J. Lam, Y. Xia, Observer-based output feedback control for discrete systems with quantised inputs. IET Control Theory Appl. 5(3), 478–485 (2011)

    Article  MathSciNet  Google Scholar 

  44. L. Zhang, E.K. Boukas, Stability and stabilization of Markovian jump linear systems with partly unknown transition probabilities. Automatica 45(2), 463–468 (2009)

    Article  MathSciNet  Google Scholar 

  45. L. Zhang, E.K. Boukas, Mode-dependent \({\cal{H}}_\infty \) filtering for discrete-time Markovian jump linear systems with partly unknown transition probability. Automatica 45(6), 1462–1467 (2009)

    Article  MathSciNet  Google Scholar 

Download references

Acknowledgments

We would like to thank the Editor-In-Chief Prof. M.N.S. Swamy, the Associate Editor, and the reviewers for the comments that helped to improve the quality of the paper. This work is supported in part by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education (2013R1A1A2A10005201); the National Natural Science Foundation of China (Grant Nos. 61273155, 61273119, 61322312, 61403189); the Natural Science Foundation of Jiangsu Province of China (Grant No. BK20130949); the Doctoral Foundation of Ministry of Education of China (Grant No. 20133221120012); the Natural Science Foundation of Jiangsu Provincial Universities of China (Grant No. 13KJB120004); the Jiangsu Postdoctoral Science Foundation (Grant No. 401015B); a Foundation for the Author of National Excellent Doctoral Dissertation of China (Grant No. 201157); the Fok Ying Tung Education Foundation (Grant No. 141060), the IAPI Fundamental Research Funds (Grant No. 2013ZCX01-02), Key Laboratory Foundation of Advanced Control and Optimization for Chemical Processes (Grant No. 2015ACOCP01).

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Ju H. Park.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Shen, M., Ye, D., Fei, S. et al. A New Approach to Static Output Control of Uncertain Continuous Markov Jump Linear Systems. Circuits Syst Signal Process 34, 2517–2535 (2015). https://doi.org/10.1007/s00034-015-9986-7

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00034-015-9986-7

Keywords

Navigation