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

Stabilization of systems with asynchronous sensors and controllers

We study the stabilization of networked control systems with asynchronous sensors and controllers. Offsets between the sensor and controller clocks are unknown and modeled as parametric uncertainty. First we consider multi-input linear systems and provide a sufficient condition for the existence of linear time-invariant controllers that are capable of stabilizing the closed-loop system for every clock offset in a given range of admissible values. For first-order systems, we next obtain the maximum length of the offset range for which the system can be stabilized by a single controller. Finally, this bound is compared with the offset bounds that would be allowed if we restricted our attention to static output feedback controllers.Comment: 32 pages, 6 figures. This paper was partially presented at the 2015 American Control Conference, July 1-3, 2015, the US

Robust filtering for a class of stochastic uncertain nonlinear time-delay systems via exponential state estimation

Copyright [2001] 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.We investigate the robust filter design problem for a class of nonlinear time-delay stochastic systems. The system under study involves stochastics, unknown state time-delay, parameter uncertainties, and unknown nonlinear disturbances, which are all often encountered in practice and the sources of instability. The aim of this problem is to design a linear, delayless, uncertainty-independent state estimator such that for all admissible uncertainties as well as nonlinear disturbances, the dynamics of the estimation error is stochastically exponentially stable in the mean square, independent of the time delay. Sufficient conditions are proposed to guarantee the existence of desired robust exponential filters, which are derived in terms of the solutions to algebraic Riccati inequalities. The developed theory is illustrated by numerical simulatio

Robust H2/H∞-state estimation for discrete-time systems with error variance constraints

Copyright [1997] 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 paper studies the problem of an H∞-norm and variance-constrained state estimator design for uncertain linear discrete-time systems. The system under consideration is subjected to time-invariant norm-bounded parameter uncertainties in both the state and measurement matrices. The problem addressed is the design of a gain-scheduled linear state estimator such that, for all admissible measurable uncertainties, the variance of the estimation error of each state is not more than the individual prespecified value, and the transfer function from disturbances to error state outputs satisfies the prespecified H∞-norm upper bound constraint, simultaneously. The conditions for the existence of desired estimators are obtained in terms of matrix inequalities, and the explicit expression of these estimators is also derived. A numerical example is provided to demonstrate various aspects of theoretical results

Robust nonlinear control of vectored thrust aircraft

An interdisciplinary program in robust control for nonlinear systems with applications to a variety of engineering problems is outlined. Major emphasis will be placed on flight control, with both experimental and analytical studies. This program builds on recent new results in control theory for stability, stabilization, robust stability, robust performance, synthesis, and model reduction in a unified framework using Linear Fractional Transformations (LFT's), Linear Matrix Inequalities (LMI's), and the structured singular value micron. Most of these new advances have been accomplished by the Caltech controls group independently or in collaboration with researchers in other institutions. These recent results offer a new and remarkably unified framework for all aspects of robust control, but what is particularly important for this program is that they also have important implications for system identification and control of nonlinear systems. This combines well with Caltech's expertise in nonlinear control theory, both in geometric methods and methods for systems with constraints and saturations