Skip to main content
Log in

L 1 control for positive Markovian jump systems with partly known transition rates

  • Regular Papers
  • Control Theory and Applications
  • Published:
International Journal of Control, Automation and Systems Aims and scope Submit manuscript

Abstract

This paper deals with the problem of L 1 control for positive Markovian jump systems with partly known transition rates. First, by constructing an appropriate linear co-positive type Lyapunov-Krasovskii function, stochastic stability for the underlying system is discussed. Then, the L 1-gain performance is analyzed. Based on the results obtained, an effective method is proposed for the design of state feedback controller. All the proposed conditions are derived to ensure that the closed-loop Markovian jump system positive and stochastically stable with L 1-gain performance in linear programming. Finally, an example is given to demonstrate the validity of the main results.

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.

Similar content being viewed by others

References

  1. L. Farina, and S. Rinaldi, Positive Linear Systems: Theory and Applications, Wiley, New York, 2000.

    Book  MATH  Google Scholar 

  2. T. Kaczorek, Positive 1D and 2D Systems, Springer–Verlag, UK, 2002.

    Book  MATH  Google Scholar 

  3. R. Shorten, F. Wirth, and D. Leith, “A positive systems model of TCP-like congestion control: asymptotic results,” IEEE/ACM Transactions on Networking, vol. 14, no. 3, pp. 616–629, 2006.

    Article  Google Scholar 

  4. L. Caccetta, L. R. Foulds, and V. G. Rumchev, “A positive linear discrete-time model of capacity planning and its controllability properties,” Mathematical and Computer Modelling, vol. 40, no. 1–2, pp. 217–226, 2004. [click]

    Article  MathSciNet  MATH  Google Scholar 

  5. Y. Ebihara, D. Peaucelle, and D. Arzelier, “LMI approach to linear positive system analysis and synthesis,” Systems & Control Letters, vol. 63, pp. 50–56, 2014. [click]

    Article  MathSciNet  MATH  Google Scholar 

  6. M. Ait Rami and F. Tadeo, “Controller synthesis for positive linear systems with bounded controls,” IEEE Transactions on Circuits and Systems Part II: Express Briefs, vol. 54, no. 2, pp. 151–155, 2007.

    Article  Google Scholar 

  7. X. M. Chen, J. Lam, P. Li, and Z. Shu, “l 1-induced norm and controller synthesis of positive systems,” Automatica, vol. 49, no. 5, pp. 1377–1385, 2013. [click]

    Article  MathSciNet  MATH  Google Scholar 

  8. X.W. Liu, “Stability analysis of switched positive systems: a switched linear copositive Lyapunov function method,” IEEE Transactions on Circuits and Systems Part II: Express Briefs, vol. 56, no. 5, pp. 414–418, 2009.

    Article  Google Scholar 

  9. O. Mason and R. Shorten, “On linear copositive Lyapunov functions and the stability of switched positive linear systems,” IEEE Transactions on Automatic Control, vol. 52, no. 7, pp. 1346–1349, 2007.

    Article  MathSciNet  Google Scholar 

  10. E. Fornasini and M. E. Valcher, “Stability and stabilizability criteria for discrete-time positive switched systems,” IEEE Transactions on Automatic Control, vol. 57, no. 5, pp. 1208–1221, 2012.

    Article  MathSciNet  Google Scholar 

  11. M. Xiang and Z. R Xiang, “Stability, L 1-gain and control synthesis for positive switched systems with time-varying delay,” Nonlinear Analysis: Hybrid Systems, vol. 9, pp. 9–17, 2013. [click]

    MathSciNet  MATH  Google Scholar 

  12. Y. Song, J. X. Xie, M. R. Fei, and W. Y. Hou, “Mean square exponential stabilization of networked control systems with Markovian packet dropouts,” Transactions of the Institute of Measurement and Control, vol. 35, no. 1, pp. 75–82, 2013.

    Article  Google Scholar 

  13. L. Shen and U. Buscher, “Solving the serial batching problem in job shop manufacturing systems,” European Journal of Operational Research, vol. 221, no. 1, pp. 14–26, 2012. [click]

    Article  MathSciNet  MATH  Google Scholar 

  14. X. H. Ge and Q. L. Han, “Distributed fault detection over sensor networks with Markovian switching topologies,” International Journal of General Systems, vol. 43, no. 3–4, pp. 305–318, 2014. [click]

    Article  MathSciNet  MATH  Google Scholar 

  15. Y. Kao, C. Wang, H. R. Karimi, and R. Bi, “Global stability of coupled Markovian switching reaction-diffusion systems on networks,” Nonlinear Analysis: Hybrid Systems, vol. 13, pp. 61–73, 2014. [click]

    MathSciNet  MATH  Google Scholar 

  16. Y. Kao, C. Wang, F. Zha, and H. Cao, “Stability in mean of partial variables for stochastic reaction-diffusion systems with Markovian switching,” Journal of the Franklin Institute, vol. 351, no. 1, pp. 500–512, 2014. [click]

    Article  MathSciNet  MATH  Google Scholar 

  17. Y. Kao, J. Guo, C. Wang, and X. Sun, “Delaydependent robust exponential stability of Markovian jumping reaction-diffusion Cohen-Grossberg neural networks with mixed delays,” Journal of the Franklin Institute, vol. 349, no. 6, pp. 1972–1988, 2012.

    Article  MathSciNet  MATH  Google Scholar 

  18. J. N. Li, Y. J. Pan, and H. Y. Su, and C. L. Wen, “Stochastic reliable control of a class of networked control systems with actuator faults and input saturation,” International Journal of Control, Automation and Systems, vol. 12, no. 3, pp. 564–571, 2014. [click]

    Article  Google Scholar 

  19. R. Q. Lu, B. Lou, and A. K. Xue, “Mode-dependent quantised H filtering for Markovian jump singular system,” International Journal of Systems Science, vol. 46, no. 10, pp. 1817–1824, 2015.

    Article  MathSciNet  MATH  Google Scholar 

  20. L. Zhang and E. K. Boukas, “Stability and stabilization for Markovian jump linear systems with partly unknown transition probabilities,” Automatica, vol. 45, no. 2, pp. 463–468, 2009. [click]

    Article  MathSciNet  MATH  Google Scholar 

  21. X. D, Zhao and Q. S, Zeng, “Delay-dependent H performance analysis for Markovian jump systems with modedependent time varying delays and partially known transition rates,” International Journal of Control, Automation and Systems, vol. 8, no. 2, pp. 482–489, 2010.

    Article  Google Scholar 

  22. Y. Ding, H. Zhu, and S. Zhong, “H Filtering for stochastic systems with Markovian switching and partially unknown transition probabilities,” Circuits, System and Signal Processing, vol. 32, no. 2, pp. 559–583, 2013. [click]

    Article  MathSciNet  Google Scholar 

  23. L. Zhang and E. K. Boukas, “Mode-dependent H filtering for discrete-time Markovian jump linear systems with partly unknown transition probabilities,” Automatica, vol. 45, no. 6, pp. 1462–1467, 2009. [click]

    Article  MathSciNet  MATH  Google Scholar 

  24. Y. Wang, Y. Sun, and Z. Zuo, “Robust H control of discrete-time Markovian jump systems in the presence of incomplete knowledge of transition probabilities and saturating actuator,” International Journal of Robust and Nonlinear Control, vol. 22, no. 15, pp. 1753–1764, 2012

    Article  MathSciNet  MATH  Google Scholar 

  25. Y. Wang, C. Wang, and Z. Zuo, “Controller synthesis for Markovian jump systems with incomplete knowledge of transition probabilities and actuator saturation,” Journal of the Franklin Institute, vol. 348, no. 9, pp. 2417–2429, 2011. [click]

    Article  MathSciNet  MATH  Google Scholar 

  26. L. Xiong, J. Tian, and X. Liu, “Stability analysis for neutral Markovian jump systems with partially unknown transition probabilities,” Journal of the Franklin Institute, vol. 349, no. 6, pp. 2193–2214, 2012. [click]

    Article  MathSciNet  MATH  Google Scholar 

  27. X. Luan, F. Liu, and P. Shi, “Finite-time filtering for nonlinear stochastic systems with partially known transition jump rates,” IET Control Theory and Applications, vol. 4, no. 5, pp. 735–745, 2010.

    Article  MathSciNet  Google Scholar 

  28. Y. Yin, P. Shi, F. Liu, and J. S. Pan, “Gain-scheduled fault detection on stochastic nonlinear systems with partially known transition jump rates,” Nonlinear Analysis: RealWorld Applications, vol. 13, no. 1, pp. 359–369, 2012. [click]

    Article  MathSciNet  MATH  Google Scholar 

  29. P. Bolzern, P. Colaneri, and G. Nicolao, “Stochastic stabil-ity of positive Markov jump linear systems,” Automatica, vol. 50, pp. 4, no. 1181–1187, 2014. [click]

    MATH  Google Scholar 

  30. J. F. Zhang, Z. Z Han, and F. Zhu, “Stochastic stability and stabilization of positive systems with Markovian jump parameters,” Nonlinear Analysis: Hybrid Systems, vol. 12, no. 147–155, 2014. [click]

    Google Scholar 

  31. S. Q. Zhu, Q. L. Han, and C. H. Zhang, “l 1-gain per-formance analysis and positive filter design for positive discrete-time Markov jump linear systems: A linear pro-gramming approach,” Automatica, vol. 50, no. 8, pp. 2098–2107, 2014. [click]

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Wenhai Qi.

Additional information

Recommended by Associate Editor Juhoon Back under the direction of Editor Yoshito Ohta. This work is supported by Key Program of National Natural Science Foundation of China (61573088) and (61433004).

Wenhai Qi was born in Taian, Shandong Province, P.R. China, in 1986. He received his B.S. degree in automation from Qufu Normal University in 2008 and his M.S. degree from Qufu Normal University in 2013. Now, he is a Ph.D. candidate in Northeastern University,Shenyang, P.R. China. His research work focus on Markovian jump systems, positive systems, etc.

Xianwen Gao received his B.S. degree from Shenyang University of Chemical Technology in 1978 and his M.S. degree from Northeastern University in 1993. In 1998, he received his Ph.D. degree in control theory and control engineering from Northeastern University. He is currently a professor in Northeastern University. His main research interests are modeling of complex industry process and intelligent control, stochastic jump systems, etc.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Qi, W., Gao, X. L 1 control for positive Markovian jump systems with partly known transition rates. Int. J. Control Autom. Syst. 15, 274–280 (2017). https://doi.org/10.1007/s12555-014-0444-2

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s12555-014-0444-2

Keywords

Navigation