Variance-constrained multiobjective control and filtering for nonlinear stochastic systems: A survey

The multiobjective control and filtering problems for nonlinear stochastic systems with variance constraints are surveyed. First, the concepts of nonlinear stochastic systems are recalled along with the introduction of some recent advances. Then, the covariance control theory, which serves as a practical method for multi-objective control design as well as a foundation for linear system theory, is reviewed comprehensively. The multiple design requirements frequently applied in engineering practice for the use of evaluating system performances are introduced, including robustness, reliability, and dissipativity. Several design techniques suitable for the multi-objective variance-constrained control and filtering problems for nonlinear stochastic systems are discussed. In particular, as a special case for the multi-objective design problems, the mixed H 2 / H ∞ control and filtering problems are reviewed in great detail. Subsequently, some latest results on the variance-constrained multi-objective control and filtering problems for the nonlinear stochastic systems are summarized. Finally, conclusions are drawn, and several possible future research directions are pointed out

H ? filtering for stochastic singular fuzzy systems with time-varying delay

This paper considers the H? filtering problem for stochastic singular fuzzy systems with timevarying delay. We assume that the state and measurement are corrupted by stochastic uncertain exogenous disturbance and that the system dynamic is modeled by Ito-type stochastic differential equations. Based on an auxiliary vector and an integral inequality, a set of delay-dependent sufficient conditions is established, which ensures that the filtering error system is e?t - weighted integral input-to-state stable in mean (iISSiM). A fuzzy filter is designed such that the filtering error system is impulse-free, e?t -weighted iISSiM and the H? attenuation level from disturbance to estimation error is belowa prescribed scalar.Aset of sufficient conditions for the solvability of the H? filtering problem is obtained in terms of a new type of Lyapunov function and a set of linear matrix inequalities. Simulation examples are provided to illustrate the effectiveness of the proposed filtering approach developed in this paper

Multiobjective nonfragile fuzzy control for nonlinear stochastic financial systems with mixed time delays

In this study, a multiobjective nonfragile control is proposed for a class of stochastic Takagi and Sugeno (T–S) fuzzy systems with mixed time delays to guarantee the optimal H2 and H∞ performance simultaneously. Firstly, based on the T–S fuzzy model, two form of nonfragile state feedback controllers are designed to stabilize the T–S fuzzy system, that is to say, nonfragile state feedback controllers minimize the H2 and H∞ performance simultaneously. Then, by applying T–S fuzzy approach, the multiobjective H2/H∞ nonfragile fuzzy control problem is transformed into linear matrix inequality (LMI)-constrained multiobjective problem (MOP). In addition, we efficiently solve Pareto optimal solutions for the MOP by employing LMI-based multiobjective evolution algorithm (MOEA). Finally, the validity of this approach is illustrated by a realistic design example

Finite-horizon reliable control with randomly occurring uncertainties and nonlinearities subject to output quantization

Copyright @ 2014 Elsevier Ltd. All rights reserved.This paper deals with the finite-horizon reliable H∞ output feedback control problem for a class of discrete time-varying systems with randomly occurring uncertainties (ROUs), randomly occurring nonlinearities (RONs) as well as measurement quantizations. Both the deterministic actuator failures and probabilistic sensor failures are considered in order to reflect the reality. The actuator failure is quantified by a deterministic variable varying in a given interval and the sensor failure is governed by an individual random variable taking value on [0,1]. Both the nonlinearities and the uncertainties enter into the system in random ways according to Bernoulli distributed white sequences with known conditional probabilities. The main purpose of the problem addressed is to design a time-varying output feedback controller over a given finite horizon such that, in the simultaneous presence of ROUs, RONs, actuator and sensor failures as well as measurement quantizations, the closed-loop system achieves a prescribed performance level in terms of the H∞-norm. Sufficient conditions are first established for the robust H∞ performance through intensive stochastic analysis, and then a recursive linear matrix inequality approach is employed to design the desired output feedback controller achieving the prescribed H∞ disturbance rejection level. A numerical example is given to demonstrate the effectiveness of the proposed design scheme.This work was supported in part by the National Natural Science Foundation of China under Grants 61329301, 61134009, 61273156, 61333012, 61422301 and 61374127, the Scientific and Technology Research Foundation of Heilongjiang Education Department of China under Grant 12541061, the Engineering and Physical Sciences Research Council (EPSRC) of the U.K., the Royal Society of the U.K., and the Alexander von Humboldt Foundation of Germany

Double Asynchronous Switching Control for Takagi–Sugeno Fuzzy Markov Jump Systems via Adaptive Event-Triggered Mechanism

This article addresses the issue of adaptive event- triggered H∞ control for Markov jump systems based on Takagi-Sugeno (T-S) fuzzy model. Firstly, a new double asynchronous switching controller is presented to deal with the problem of the mismatch of premise variables and modes between the controller and the plant, which is widespread in real network environment. To further reduce the power consumption of communication, a switching adaptive event-triggered mechanism is adopted to relieve the network transmission pressure while ensuring the control effect. In addition, a new Lyapunov-Krasovskii functional (LKF) is constructed to reduce conservatism by introducing the membership functions (MFs) and time-varying delays informa- tion. Meanwhile, the invariant set is estimated to ensure the stability of the system. And the disturbance rejection ability is measured by the optimal H∞ performance index. Finally, two examples are presented to demonstrate the effectiveness of the proposed approach

Fault estimation and active fault tolerant control for linear parameter varying descriptor systems

Starting with the baseline controller design, this paper proposes an integrated approach of active fault tolerant control based on proportional derivative extended state observer (PDESO) for linear parameter varying descriptor systems. The PDESO can simultaneously provide the estimates of the system states, sensor faults, and actuator faults. The L₂ robust performance of the closed-loop system to bounded exogenous disturbance and bounded uncertainty is achieved by a two-step design procedure adapted from the traditional observer-based controller design. Furthermore, an LMI pole-placement region and the L₂ robustness performance are combined into a multiobjective formulation by suitably combing the appropriate LMI descriptions. A parameter-varying system example is given to illustrate the design procedure and the validity of the proposed integrated design approach

Sampled-Data Control for Singular Neutral System

This study is concerned with the ∞ control problem for singular neutral system based on sampled-data. By input delay approach and a composite state-derivative control law, the singular system is turned into a singular neutral system with time-varying delay. Less conservative result is derived for the resultant system by incorporating the delay decomposition technique, Wirtinger-based integral inequality, and an augmented Lyapunov-Krasovskii functional. Sufficient conditions are derived to guarantee that the resulting system is regular, impulse-free, and asymptotically stable with prescribed ∞ performance. Then, the ∞ sampled-data controller is designed by means of linear matrix inequalities. Finally, two simulation results have shown that the proposed method is effective

H

This study is concerned with the H∞ control problem for singular neutral system based on sampled-data. By input delay approach and a composite state-derivative control law, the singular system is turned into a singular neutral system with time-varying delay. Less conservative result is derived for the resultant system by incorporating the delay decomposition technique, Wirtinger-based integral inequality, and an augmented Lyapunov-Krasovskii functional. Sufficient conditions are derived to guarantee that the resulting system is regular, impulse-free, and asymptotically stable with prescribed H∞ performance. Then, the H∞ sampled-data controller is designed by means of linear matrix inequalities. Finally, two simulation results have shown that the proposed method is effective