Exponential Synchronization of Stochastic Complex Dynamical Networks with Impulsive Perturbations and Markovian Switching

This paper investigates the exponential synchronization problem of stochastic complex dynamical networks with impulsive perturbation and Markovian switching. The complex dynamical networks consist of κ modes, and the networks switch from one mode to another according to a Markovian chain with known transition probability. Based on the Lyapunov function method and stochastic analysis, by employing M-matrix approach, some sufficient conditions are presented to ensure the exponential synchronization of stochastic complex dynamical networks with impulsive perturbation and Markovian switching, and the upper bound of impulsive gain is evaluated. At the end of this paper, two numerical examples are included to show the effectiveness of our results

Finite-Time H

This paper investigates the finite-time control problem for discrete-time Markov jump systems subject to saturating actuators. A finite-state Markovian process is given to govern the transition of the jumping parameters. The finite-time H∞ controller via state feedback is designed to guarantee that the resulting system is mean-square locally asymptotically finite-time stabilizable. Based on stochastic finite-time stability analysis, sufficient conditions that ensure stochastic control performance of discrete-time Markov jump systems are derived in the form of linear matrix inequalities. Finally, a numerical example is provided to illustrate the effectiveness of the proposed approach

Finite-Time Boundedness for a Class of Delayed Markovian Jumping Neural Networks with Partly Unknown Transition Probabilities

This paper is concerned with the problem of finite-time boundedness for a class of delayed Markovian jumping neural networks with partly unknown transition probabilities. By introducing the appropriate stochastic Lyapunov-Krasovskii functional and the concept of stochastically finite-time stochastic boundedness for Markovian jumping neural networks, a new method is proposed to guarantee that the state trajectory remains in a bounded region of the state space over a prespecified finite-time interval. Finally, numerical examples are given to illustrate the effectiveness and reduced conservativeness of the proposed results

Nonfragile H

This paper is concerned with the nonfragile H∞ control problem for stochastic systems with Markovian jumping parameters and random packet losses. The communication between the physical plant and controller is assumed to be imperfect, where random packet losses phenomenon occurs in a random way. Such a phenomenon is represented by a stochastic variable satisfying the Bernoulli distribution. The purpose is to design a nonfragile controller such that the resulting closed-loop system is stochastically mean square stable with a guaranteed H∞ performance level γ. By using the Lyapunov function approach, some sufficient conditions for the solvability of the previous problem are proposed in terms of linear matrix inequalities (LMIs), and a corresponding explicit parametrization of the desired controller is given. Finally, an example illustrating the effectiveness of the proposed approach is presented

H

This paper discusses H∞ control problems of continuous-time and discrete-time singular Markovian jump systems (SMJSs) with bounded transition probabilities. Improved sufficient conditions for continuous-time SMJSs to be regular, impulse free, and stochastically stable with γ-disturbance attenuation are established via less conservative inequality to estimate the transition jump rates, so are the discrete-time SMJSs. With the obtained conditions, the design of a state feedback controller which ensures the resulting closed-loop system to be stochastically admissible and with H∞ performance is given in terms of linear matrix inequalities (LMIs). Finally, illustrative examples are presented to show the effectiveness and the benefits of the proposed approaches

Finite-Time Control for Markovian Jump Systems with Polytopic Uncertain Transition Description and Actuator Saturation

The problem of finite-time L2-L∞ control for Markovian jump systems (MJS) is investigated. The systems considered time-varying delays, actuator saturation, and polytopic uncertain transition description. The purpose of this paper is to design a state feedback controller such that the system is finite-time bounded (FTB) and a prescribed L2-L∞ disturbance attenuation level during a specified time interval is guaranteed. Based on the Lyapunov method, a linear matrix inequality (LMI) optimization problem is formulated to design the delayed feedback controller which satisfies the given attenuation level. Finally, illustrative examples show that the proposed conditions are effective for the design of robust state feedback controller

On Input-to-State Stability of Impulsive Stochastic Systems with Time Delays

This paper is concerned with pth moment input-to-state stability (p-ISS) and stochastic input-to-state stability (SISS) of impulsive stochastic systems with time delays. Razumikhin-type theorems ensuring p-ISS/SISS are established for the mentioned systems with external input affecting both the continuous and the discrete dynamics. It is shown that when the impulse-free delayed stochastic dynamics are p-ISS/SISS but the impulses are destabilizing, the p-ISS/SISS property of the impulsive stochastic systems can be preserved if the length of the impulsive interval is large enough. In particular, if the impulse-free delayed stochastic dynamics are p-ISS/SISS and the discrete dynamics are marginally stable for the zero input, the impulsive stochastic system is p-ISS/SISS regardless of how often or how seldom the impulses occur. To overcome the difficulties caused by the coexistence of time delays, impulses, and stochastic effects, Razumikhin techniques and piecewise continuous Lyapunov functions as well as stochastic analysis techniques are involved together. An example is provided to illustrate the effectiveness and advantages of our results

A Multistep Extending Truncation Method towards Model Construction of Infinite-State Markov Chains

The model checking of Infinite-State Continuous Time Markov Chains will inevitably encounter the state explosion problem when constructing the CTMCs model; our method is to get a truncated model of the infinite one; to get a sufficient truncated model to meet the model checking of Continuous Stochastic Logic based system properties, we propose a multistep extending advanced truncation method towards model construction of CTMCs and implement it in the INFAMY model checker; the experiment results show that our method is effective

Multisensor Estimation Fusion of Nonlinear Cost Functions in Mixed Continuous-Discrete Stochastic Systems

We propose centralized and distributed fusion algorithms for estimation of nonlinear cost function (NCF) in multisensory mixed continuous-discrete stochastic systems. The NCF represents a nonlinear multivariate functional of state variables. For polynomial NCFs, we propose a closed-form estimation procedure based on recursive formulas for high-order moments for a multivariate normal distribution. In general case, the unscented transformation is used for calculation of nonlinear estimates of a cost functions. To fuse local state estimates, the mixed differential difference equations for error cross-covariance between local estimates are derived. The subsequent application of the proposed fusion estimators for a multisensory environment demonstrates their effectiveness