Robust H-infinity finite-horizon control for a class of stochastic nonlinear time-varying systems subject to sensor and actuator saturations

Copyright [2010] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.This technical note addresses the robust H∞ finite-horizon output feedback control problem for a class of uncertain discrete stochastic nonlinear time-varying systems with both sensor and actuator saturations. In the system under investigation, all the system parameters are allowed to be time-varying, the parameter uncertainties are assumed to be of the polytopic type, and the stochastic nonlinearities are described by statistical means which can cover several classes of well-studied nonlinearities. The purpose of the problem addressed is to design an output feedback controller, over a given finite-horizon, such that the H∞ disturbance attenuation level is guaranteed for the nonlinear stochastic polytopic system in the presence of saturated sensor and actuator outputs. Sufficient conditions are first established for the robust H∞ performance through intensive stochastic analysis, and then a recursive linear matrix inequality (RLMI) approach is employed to design the desired output feedback controller achieving the prescribed H∞ disturbance rejection level. Simulation results demonstrate the effectiveness of the developed controller design scheme.This work was supported under Australian Research Council’s Discovery Projects funding scheme (project DP0880494) and by the German Science Foundation (DFG) within the priority programme 1305: Control Theory of Digitally Networked Dynamical Systems. Recommended by Associate Editor H. Ito

A probabilistic interpretation of set-membership filtering: application to polynomial systems through polytopic bounding

Set-membership estimation is usually formulated in the context of set-valued calculus and no probabilistic calculations are necessary. In this paper, we show that set-membership estimation can be equivalently formulated in the probabilistic setting by employing sets of probability measures. Inference in set-membership estimation is thus carried out by computing expectations with respect to the updated set of probability measures P as in the probabilistic case. In particular, it is shown that inference can be performed by solving a particular semi-infinite linear programming problem, which is a special case of the truncated moment problem in which only the zero-th order moment is known (i.e., the support). By writing the dual of the above semi-infinite linear programming problem, it is shown that, if the nonlinearities in the measurement and process equations are polynomial and if the bounding sets for initial state, process and measurement noises are described by polynomial inequalities, then an approximation of this semi-infinite linear programming problem can efficiently be obtained by using the theory of sum-of-squares polynomial optimization. We then derive a smart greedy procedure to compute a polytopic outer-approximation of the true membership-set, by computing the minimum-volume polytope that outer-bounds the set that includes all the means computed with respect to P

Robust constrained model predictive control based on parameter-dependent Lyapunov functions

The problem of robust constrained model predictive control (MPC) of systems with polytopic uncertainties is considered in this paper. New sufficient conditions for the existence of parameter-dependent Lyapunov functions are proposed in terms of linear matrix inequalities (LMIs), which will reduce the conservativeness resulting from using a single Lyapunov function. At each sampling instant, the corresponding parameter-dependent Lyapunov function is an upper bound for a worst-case objective function, which can be minimized using the LMI convex optimization approach. Based on the solution of optimization at each sampling instant, the corresponding state feedback controller is designed, which can guarantee that the resulting closed-loop system is robustly asymptotically stable. In addition, the feedback controller will meet the specifications for systems with input or output constraints, for all admissible time-varying parameter uncertainties. Numerical examples are presented to demonstrate the effectiveness of the proposed techniques

Robust fault detection for networked systems with communication delay and data missing

n this paper, the robust fault detection problem is investigated for a class of discrete-time networked systems with unknown input and multiple state delays. A novel measurement model is utilized to represent both the random measurement delays and the stochastic data missing phenomenon, which typically result from the limited capacity of the communication networks. The network status is assumed to vary in a Markovian fashion and its transition probability matrix is uncertain but resides in a known convex set of a polytopic type. The main purpose of this paper is to design a robust fault detection filter such that, for all unknown inputs, possible parameter uncertainties and incomplete measurements, the error between the residual signal and the fault signal is made as small as possible. By casting the addressed robust fault detection problem into an auxiliary robust H∞ filtering problem of a certain Markovian jumping system, a sufficient condition for the existence of the desired robust fault detection filter is established in terms of linear matrix inequalities. A numerical example is provided to illustrate the effectiveness and applicability of the proposed technique

Robust H-infinity filtering for 2-D systems with intermittent measurements

This paper is concerned with the problem of robust H∞ filtering for uncertain two-dimensional (2-D) systems with intermittent measurements. The parameter uncertainty is assumed to be of polytopic type, and the measurements transmission is assumed to be imperfect, which is modeled by a stochastic variable satisfying the Bernoulli random binary distribution. Our attention is focused on the design of an H∞ filter such that the filtering error system is stochastically stable and preserves a guaranteed H∞ performance. This problem is solved in the parameter-dependent framework, which is much less conservative than the quadratic approach. By introducing some slack matrix variables, the coupling between the positive definite matrices and the system matrices is eliminated, which greatly facilitates the filter design procedure. The corresponding results are established in terms of linear matrix inequalities, which can be easily tested by using standard numerical software. An example is provided to show the effectiveness of the proposed approac

A review of convex approaches for control, observation and safety of linear parameter varying and Takagi-Sugeno systems

This paper provides a review about the concept of convex systems based on Takagi-Sugeno, linear parameter varying (LPV) and quasi-LPV modeling. These paradigms are capable of hiding the nonlinearities by means of an equivalent description which uses a set of linear models interpolated by appropriately defined weighing functions. Convex systems have become very popular since they allow applying extended linear techniques based on linear matrix inequalities (LMIs) to complex nonlinear systems. This survey aims at providing the reader with a significant overview of the existing LMI-based techniques for convex systems in the fields of control, observation and safety. Firstly, a detailed review of stability, feedback, tracking and model predictive control (MPC) convex controllers is considered. Secondly, the problem of state estimation is addressed through the design of proportional, proportional-integral, unknown input and descriptor observers. Finally, safety of convex systems is discussed by describing popular techniques for fault diagnosis and fault tolerant control (FTC).Peer ReviewedPostprint (published version

Robust synchronization for 2-D discrete-time coupled dynamical networks

This is the post-print version of the Article. The official published version can be accessed from the link below - Copyright @ 2012 IEEEIn this paper, a new synchronization problem is addressed for an array of 2-D coupled dynamical networks. The class of systems under investigation is described by the 2-D nonlinear state space model which is oriented from the well-known Fornasini–Marchesini second model. For such a new 2-D complex network model, both the network dynamics and the couplings evolve in two independent directions. A new synchronization concept is put forward to account for the phenomenon that the propagations of all 2-D dynamical networks are synchronized in two directions with influence from the coupling strength. The purpose of the problem addressed is to first derive sufficient conditions ensuring the global synchronization and then extend the obtained results to more general cases where the system matrices contain either the norm-bounded or the polytopic parameter uncertainties. An energy-like quadratic function is developed, together with the intensive use of the Kronecker product, to establish the easy-to-verify conditions under which the addressed 2-D complex network model achieves global synchronization. Finally, a numerical example is given to illustrate the theoretical results and the effectiveness of the proposed synchronization scheme.This work was supported in part by the National Natural Science Foundation of China under Grants 61028008 and 61174136, the International Science and Technology Cooperation Project of China under Grant No. 2009DFA32050, the Natural Science Foundation of Jiangsu Province of China under Grant BK2011598, the Qing Lan Project of Jiangsu Province of China, the Project sponsored by SRF for ROCS of SEM of China, the Engineering and Physical Sciences Research Council (EPSRC) of the U.K. under Grant GR/S27658/01, the Royal Society of the U.K., and the Alexander von Humboldt Foundation of Germany

Robust H∞ finite-horizon filtering with randomly occurred nonlinearities and quantization effects

The official published version of this article can be found at the link below.In this paper, the robust H∞ finite-horizon filtering problem is investigated for discrete time-varying stochastic systems with polytopic uncertainties, randomly occurred nonlinearities as well as quantization effects. The randomly occurred nonlinearity, which describes the phenomena of a nonlinear disturbance appearing in a random way, is modeled by a Bernoulli distributed white sequence with a known conditional probability. A new robust H∞ filtering technique is developed for the addressed Itô-type discrete time-varying stochastic systems. Such a technique relies on the forward solution to a set of recursive linear matrix inequalities and is therefore suitable for on-line computation. It is worth mentioning that, in the filtering process, the information of both the current measurement and the previous state estimate is employed to estimate the current state. Finally, a simulation example is exploited to show the effectiveness of the method proposed in this paper.This work was supported in part by the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant GR/S27658/01, the Royal Society of the UK, the National 973 Program of China under Grant 2009CB320600, the National Natural Science Foundation of China under Grant 60974030, the Shanghai Natural Science Foundation of China under Grant 10ZR1421200, and the Alexander von Humboldt Foundation of Germany