A review on analysis and synthesis of nonlinear stochastic systems with randomly occurring incomplete information

Copyright q 2012 Hongli Dong et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.In the context of systems and control, incomplete information refers to a dynamical system in which knowledge about the system states is limited due to the difficulties in modeling complexity in a quantitative way. The well-known types of incomplete information include parameter uncertainties and norm-bounded nonlinearities. Recently, in response to the development of network technologies, the phenomenon of randomly occurring incomplete information has become more and more prevalent. Such a phenomenon typically appears in a networked environment. Examples include, but are not limited to, randomly occurring uncertainties, randomly occurring nonlinearities, randomly occurring saturation, randomly missing measurements and randomly occurring quantization. Randomly occurring incomplete information, if not properly handled, would seriously deteriorate the performance of a control system. In this paper, we aim to survey some recent advances on the analysis and synthesis problems for nonlinear stochastic systems with randomly occurring incomplete information. The developments of the filtering, control and fault detection problems are systematically reviewed. Latest results on analysis and synthesis of nonlinear stochastic systems are discussed in great detail. In addition, various distributed filtering technologies over sensor networks are highlighted. Finally, some concluding remarks are given and some possible future research directions are pointed out. © 2012 Hongli Dong et al.This work was supported in part by the National Natural Science Foundation of China under Grants 61273156, 61134009, 61273201, 61021002, and 61004067, the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant GR/S27658/01, the Royal Society of the UK, the National Science Foundation of the USA under Grant No. HRD-1137732, and the Alexander von Humboldt Foundation of German

A survey on gain-scheduled control and filtering for parameter-varying systems

Copyright © 2014 Guoliang Wei et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.This paper presents an overview of the recent developments in the gain-scheduled control and filtering problems for the parameter-varying systems. First of all, we recall several important algorithms suitable for gain-scheduling method including gain-scheduled proportional-integral derivative (PID) control, H 2, H ∞ and mixed H 2 / H ∞ gain-scheduling methods as well as fuzzy gain-scheduling techniques. Secondly, various important parameter-varying system models are reviewed, for which gain-scheduled control and filtering issues are usually dealt with. In particular, in view of the randomly occurring phenomena with time-varying probability distributions, some results of our recent work based on the probability-dependent gain-scheduling methods are reviewed. Furthermore, some latest progress in this area is discussed. Finally, conclusions are drawn and several potential future research directions are outlined.The National Natural Science Foundation of China under Grants 61074016, 61374039, 61304010, and 61329301; the Natural Science Foundation of Jiangsu Province of China under Grant BK20130766; the Program for Professor of Special Appointment (Eastern Scholar) at Shanghai Institutions of Higher Learning; the Program for New Century Excellent Talents in University under Grant NCET-11-1051, the Leverhulme Trust of the U.K., the Alexander von Humboldt Foundation of Germany

Delay-dependent robust stability of stochastic delay systems with Markovian switching

In recent years, stability of hybrid stochastic delay systems, one of the important issues in the study of stochastic systems, has received considerable attention. However, the existing results do not deal with the structure of the diffusion but estimate its upper bound, which induces conservatism. This paper studies delay-dependent robust stability of hybrid stochastic delay systems. A delay-dependent criterion for robust exponential stability of hybrid stochastic delay systems is presented in terms of linear matrix inequalities (LMIs), which exploits the structure of the diffusion. Numerical examples are given to verify the effectiveness and less conservativeness of the proposed method

Mathematical control of complex systems 2013

Mathematical control of complex systems have already become an ideal research area for control engineers, mathematicians, computer scientists, and biologists to understand, manage, analyze, and interpret functional information/dynamical behaviours from real-world complex dynamical systems, such as communication systems, process control, environmental systems, intelligent manufacturing systems, transportation systems, and structural systems. This special issue aims to bring together the latest/innovative knowledge and advances in mathematics for handling complex systems. Topics include, but are not limited to the following: control systems theory (behavioural systems, networked control systems, delay systems, distributed systems, infinite-dimensional systems, and positive systems); networked control (channel capacity constraints, control over communication networks, distributed filtering and control, information theory and control, and sensor networks); and stochastic systems (nonlinear filtering, nonparametric methods, particle filtering, partial identification, stochastic control, stochastic realization, system identification)

Robust H∞ filtering for a class of nonlinear networked systems with multiple stochastic communication delays and packet dropouts

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.In this paper, the robust H∞ filtering problem is studied for a class of uncertain nonlinear networked systems with both multiple stochastic time-varying communication delays and multiple packet dropouts. A sequence of random variables, all of which are mutually independent but obey Bernoulli distribution, are introduced to account for the randomly occurred communication delays. The packet dropout phenomenon occurs in a random way and the occurrence probability for each sensor is governed by an individual random variable satisfying a certain probabilistic distribution in the interval. The discrete-time system under consideration is also subject to parameter uncertainties, state-dependent stochastic disturbances and sector-bounded nonlinearities. We aim to design a linear full-order filter such that the estimation error converges to zero exponentially in the mean square while the disturbance rejection attenuation is constrained to a give level by means of the H∞ performance index. Intensive stochastic analysis is carried out to obtain sufficient conditions for ensuring the exponential stability as well as prescribed H∞ performance for the overall filtering error dynamics, in the presence of random delays, random dropouts, nonlinearities, and the parameter uncertainties. These conditions are characterized in terms of the feasibility of a set of linear matrix inequalities (LMIs), and then the explicit expression is given for the desired filter parameters. Simulation results are employed to demonstrate the effectiveness of the proposed filter design technique in this paper.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 Royal Society of the U.K., the Alexander von Humboldt Foundation of Germany, National Natural Science Foundation of China under Grant 60825303, 60834003, 973 Project under Grant 2009CB320600, Fok Ying Tung Education Foundation under Grant 111064, and the Youth Science Fund of Heilongjiang Province under Grant QC2009C63

Exponential stabilization of a class of stochastic system with Markovian jump parameters and mode-dependent mixed time-delays

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.In this technical note, the globally exponential stabilization problem is investigated for a general class of stochastic systems with both Markovian jumping parameters and mixed time-delays. The mixed mode-dependent time-delays consist of both discrete and distributed delays. We aim to design a memoryless state feedback controller such that the closed-loop system is stochastically exponentially stable in the mean square sense. First, by introducing a new Lyapunov-Krasovskii functional that accounts for the mode-dependent mixed delays, stochastic analysis is conducted in order to derive a criterion for the exponential stabilizability problem. Then, a variation of such a criterion is developed to facilitate the controller design by using the linear matrix inequality (LMI) approach. Finally, it is shown that the desired state feedback controller can be characterized explicitly in terms of the solution to a set of LMIs. Numerical simulation is carried out to demonstrate the effectiveness of the proposed methods.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 Royal Society of the U.K., the National 973 Program of China under Grant 2009CB320600, and the Alexander von Humboldt Foundation of Germany. Recommended by Associate Editor G. Chesi

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

On stabilization of bilinear uncertain time-delay stochastic systems with Markovian jumping parameters

Copyright [2002] 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.In this paper, we investigate the stochastic stabilization problem for a class of bilinear continuous time-delay uncertain systems with Markovian jumping parameters. Specifically, the stochastic bilinear jump system under study involves unknown state time-delay, parameter uncertainties, and unknown nonlinear deterministic disturbances. The jumping parameters considered here form a continuous-time discrete-state homogeneous Markov process. The whole system may be regarded as a stochastic bilinear hybrid system that includes both time-evolving and event-driven mechanisms. Our attention is focused on the design of a robust state-feedback controller such that, for all admissible uncertainties as well as nonlinear disturbances, the closed-loop system is stochastically exponentially stable in the mean square, independent of the time delay. Sufficient conditions are established to guarantee the existence of desired robust controllers, which are given in terms of the solutions to a set of either linear matrix inequalities (LMIs), or coupled quadratic matrix inequalities. The developed theory is illustrated by numerical simulatio

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