Stabilizing Randomly Switched Systems

This article is concerned with stability analysis and stabilization of randomly switched systems under a class of switching signals. The switching signal is modeled as a jump stochastic (not necessarily Markovian) process independent of the system state; it selects, at each instant of time, the active subsystem from a family of systems. Sufficient conditions for stochastic stability (almost sure, in the mean, and in probability) of the switched system are established when the subsystems do not possess control inputs, and not every subsystem is required to be stable. These conditions are employed to design stabilizing feedback controllers when the subsystems are affine in control. The analysis is carried out with the aid of multiple Lyapunov-like functions, and the analysis results together with universal formulae for feedback stabilization of nonlinear systems constitute our primary tools for control designComment: 22 pages. Submitte

Switching Quantum Dynamics for Fast Stabilization

Control strategies for dissipative preparation of target quantum states, both pure and mixed, and subspaces are obtained by switching between a set of available semigroup generators. We show that the class of problems of interest can be recast, from a control--theoretic perspective, into a switched-stabilization problem for linear dynamics. This is attained by a suitable affine transformation of the coherence-vector representation. In particular, we propose and compare stabilizing time-based and state-based switching rules for entangled state preparation, showing that the latter not only ensure faster convergence with respect to non-switching methods, but can designed so that they retain robustness with respect to initialization, as long as the target is a pure state or a subspace.Comment: 15 pages, 4 figure

Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching

The main aim of this paper is to discuss the almost surely asymptotic stability of the neutral stochastic differential delay equations (NSDDEs) with Markovian switching. Linear NSDDEs with Markovian switching and nonlinear examples will be discussed to illustrate the theory

Synchronization of coupled neutral-type neural networks with jumping-mode-dependent discrete and unbounded distributed delays

This is the post-print version of the Article. The official published version can be accessed from the links below - Copyright @ 2013 IEEE.In this paper, the synchronization problem is studied for an array of N identical delayed neutral-type neural networks with Markovian jumping parameters. The coupled networks involve both the mode-dependent discrete-time delays and the mode-dependent unbounded distributed time delays. All the network parameters including the coupling matrix are also dependent on the Markovian jumping mode. By introducing novel Lyapunov-Krasovskii functionals and using some analytical techniques, sufficient conditions are derived to guarantee that the coupled networks are asymptotically synchronized in mean square. The derived sufficient conditions are closely related with the discrete-time delays, the distributed time delays, the mode transition probability, and the coupling structure of the networks. The obtained criteria are given in terms of matrix inequalities that can be efficiently solved by employing the semidefinite program method. Numerical simulations are presented to further demonstrate the effectiveness of the proposed approach.This work was supported in part by the Royal Society of the U.K., the National Natural Science Foundation of China under Grants 61074129, 61174136 and 61134009, and the Natural Science Foundation of Jiangsu Province of China under Grants BK2010313 and BK2011598

Towards ISS disturbance attenuation for randomly switched systems

We are concerned with input-to-state stability (ISS) of randomly switched systems. We provide preliminary results dealing with sufficient conditions for stochastic versions of ISS for randomly switched systems without control inputs, and with the aid of universal formulae we design controllers for ISS-disturbance attenuation when control inputs are present. Two types of switching signals are considered: the first is characterized by a statistically slow-switching condition, and the second by a class of semi-Markov processes.Comment: 6 pages, to appear in the Proceedings of the 46th IEEE Conference on Decision & Control, 200

A delay-dependent approach to H∞ filtering for stochastic delayed jumping systems with sensor non-linearities

This is the post print version of the article. The official published version can be obtained from the link below - Copyright 2007 Taylor & Francis Ltd.In this paper, a delay-dependent approach is developed to deal with the stochastic H∞ filtering problem for a class of It type stochastic time-delay jumping systems subject to both the sensor non-linearities and the exogenous non-linear disturbances. The time delays enter into the system states, the sensor non-linearities and the external non-linear disturbances. The purpose of the addressed filtering problem is to seek an H∞ filter such that, in the simultaneous presence of non-linear disturbances, sensor non-linearity as well as Markovian jumping parameters, the filtering error dynamics for the stochastic time-delay system is stochastically stable with a guaranteed disturbance rejection attenuation level γ. By using It's differential formula and the Lyapunov stability theory, we develop a linear matrix inequality approach to derive sufficient conditions under which the desired filters exist. These conditions are dependent on the length of the time delay. We then characterize the expression of the filter parameters, and use a simulation example to demonstrate the effectiveness of the proposed results.This work was supported in part by the Engineering and Physical Sciences Research Council (EPSRC) of the U.K. under Grant GR/S27658/01, the Nuffield Foundation of the U.K.under Grant NAL/00630/G, and the Alexander von Humboldt Foundation of Germany

Almost sure state estimation with H2-type performance constraints for nonlinear hybrid stochastic systems

This paper is concerned with the problem of almost sure state estimation for general nonlinear hybrid stochastic systems whose coefficients only satisfy local Lipschitz conditions. By utilizing the stopping time method combined with martingale inequalities, a theoretical framework is established for analyzing the so-called almost surely asymptotic stability of the addressed system. Within such a theoretical framework, some sufficient conditions are derived under which the estimation dynamics is almost sure asymptotically stable and the upper bound of estimation error is also determined. Furthermore, a suboptimal state estimator is obtained by solving an optimization problem in the H2 sense. According to the obtained results, for a class of special nonlinear hybrid stochastic systems, the corresponding conditions reduce to a set of matrix inequalities for the purpose of easy implementation. Finally, two numerical simulation examples are used to demonstrate the effectiveness of the results derived.This work was supported in part by the National Natural Science Foundation of China under Grants 61134009 and 61329301, the Royal Society of the UK, and the Alexander von Humboldt Foundation of Germany