Static output-feedback stabilization of discrete-time Markovian jump linear systems: a system augmentation approach

This paper studies the static output-feedback (SOF) stabilization problem for discrete-time Markovian jump systems from a novel perspective. The closed-loop system is represented in a system augmentation form, in which input and gain-output matrices are separated. By virtue of the system augmentation, a novel necessary and sufficient condition for the existence of desired controllers is established in terms of a set of nonlinear matrix inequalities, which possess a monotonic structure for a linearized computation, and a convergent iteration algorithm is given to solve such inequalities. In addition, a special property of the feasible solutions enables one to further improve the solvability via a simple D-K type optimization on the initial values. An extension to mode-independent SOF stabilization is provided as well. Compared with some existing approaches to SOF synthesis, the proposed one has several advantages that make it specific for Markovian jump systems. The effectiveness and merit of the theoretical results are shown through some numerical example

Stochastic filtering in jump systems with state dependent mode transitions

We introduce a new methodology to construct a Gaussian mixture approximation to the true filter density in hybrid Markovian switching systems. We relax the assumption that the mode transition process is a Markov chain and allow it to depend on the actual and unobservable state of the system. The main feature of the method is that the Gaussian densities used in the approximation are selected as the solution of a convex programming problem which trades off sparsity of the solution with goodness of fit. A meaningful example shows that the proposed method can outperform the widely used interacting multiple model (IMM) filter in terms of accuracy at the expenses of an increase in computational time

H∞ model reduction for discrete-time Markovian jump systems with deficient mode information

This paper investigates the problem of H∞ model reduction for a class of discrete-time Markovian jump linear systems (MJLSs) with deficient mode information, which simultaneously involves the exactly known, partially unknown, and uncertain transition probabilities. By fully utilizing the properties of the transition probability matrices, together with the convexification of uncertain domains, a new H∞ performance analysis criterion for the underlying MJLSs is first derived, and then two approaches, namely, the convex linearisation approach and iterative approach, for the H∞ model reduction synthesis are proposed. Finally, a simulation example is provided to illustrate the effectiveness of the proposed design methods

A virtual actuator approach for the secure control of networked LPV systems under pulse-width modulated DoS attacks

In this paper, we formulate and analyze the problem of secure control in the context of networked linear parameter varying (LPV) systems. We consider an energy-constrained, pulse-width modulated (PWM) jammer, which corrupts the control communication channel by performing a denial-of-service (DoS) attack. In particular, the malicious attacker is able to erase the data sent to one or more actuators. In order to achieve secure control, we propose a virtual actuator technique under the assumption that the behavior of the attacker has been identified. The main advantage brought by this technique is that the existing components in the control system can be maintained without need of retuning them, since the virtual actuator will perform a reconfiguration of the plant, hiding the attack from the controller point of view. Using Lyapunov-based results that take into account the possible behavior of the attacker, design conditions for calculating the virtual actuators gains are obtained. A numerical example is used to illustrate the proposed secure control strategy.Peer ReviewedPostprint (author's final draft