El Kebir Boukas

Brief paper: Stability and stabilization of Markovian jump linear systems with partly unknown transition probabilities

In this paper, the stability and stabilization problems of a class of continuous-time and discrete-time Markovian jump linear system (MJLS) with partly unknown transition probabilities are investigated. The system under consideration is more general, which covers the systems with completely known and completely unknown transition probabilities as two special cases - the latter is hereby the switched linear systems under arbitrary switching. Moreover, in contrast with the uncertain transition probabilities studied recently, the concept of partly unknown transition probabilities proposed in this paper does not require any knowledge of the unknown elements. The sufficient conditions for stochastic stability and stabilization of the underlying systems are derived via LMIs formulation, and the relation between the stability criteria currently obtained for the usual MJLS and switched linear systems under arbitrary switching, are exposed by the proposed class of hybrid systems. Two numerical examples are given to show the validity and potential of the developed results.

Control of Markovian jump discrete-time systems with norm bounded uncertainty and unknown delay

This paper studies the problem of control for discrete time delay linear systems with Markovian jump parameters. The system under consideration is subjected to both time-varying norm-bounded parameter uncertainty and unknown time delay in the state, and Markovian jump parameters in all system matrices. We address the problem of robust state feedback control in which both robust stochastic stability and a prescribed H/sub /spl infin// performance are required to be achieved irrespective of the uncertainty and time delay. It is shown that the above problem can be solved if a set of coupled linear matrix inequalities has a solution.

Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters

Studies the problem of Kalman filtering for a class of uncertain linear continuous-time systems with Markovian jumping parameters. The system under consideration is subjected to time-varying norm-bounded parameter uncertainties in the state and measurement equations. Stochastic quadratic stability of the above system is analyzed. A state estimator is designed such that the covariance of the estimation error is guaranteed to be within a certain bound for all admissible uncertainties, which is in terms of solutions of two sets of coupled algebraic Riccati equations.

Brief paper: Stability and stabilization of continuous-time singular hybrid systems

In this paper, the problems of stability and state feedback stabilization for a class of continuous-time singular hybrid systems are investigated. A new sufficient and necessary condition for a continuous-time singular hybrid system to be regular, impulse-free and stochastically stable is proposed in terms of a set of coupled strict linear matrix inequalities (LMIs). Moreover, a new sufficient and necessary condition is presented for the existence of the state feedback controller in terms of a set of coupled strict matrix inequalities. Finally, a numerical example is given to illustrate the effectiveness of the obtained theoretical results.

Brief paper: Control for discrete singular hybrid systems

The problems of stability, state feedback control and static output feedback control for a class of discrete-time singular hybrid systems are investigated in this paper. A new sufficient and necessary condition for a class of discrete-time singular hybrid systems to be regular, causal and stochastically stable is proposed in terms of a set of coupled strict linear matrix inequalities (LMIs). Sufficient conditions are proposed for the existence of state feedback controller and static output feedback controller in terms of a set of coupled strict LMIs, respectively. Finally, two illustrative examples are provided to demonstrate the applicability of the proposed approach.

Technical communique: Delay-range-dependent control synthesis for time-delay systems with actuator saturation

The control synthesis problem for a class of linear time-delay systems with actuator saturation is investigated in this paper. The time delay is considered to be time-varying and has lower and upper bounds. A delay-range-dependent approach is adopted and the corresponding existence conditions of the stabilizing state-feedback controller are derived in terms of LMIs. An estimate for the domain of attraction of the origin can be obtained for the underlying systems with different time-delay ranges. Two numerical examples are presented to show the effectiveness and less conservatism of the developed theoretical results.

Technical communique: Static output feedback control for stochastic hybrid systems: LMI approach

This paper deals with the stabilization problem of the class of uncertain stochastic hybrid systems. The uncertainties are norm bounded type. Under the complete access to the system mode a static output feedback controller that makes the closed-loop dynamics of this class of systems regular, impulse-free and stochastically stable is designed. The gains of this controller are the solution of some linear matrix inequalities (LMIs).

Controller design for Markov jumping systems subject to actuator saturation

In this paper, the stochastic stabilization problem for a class of Markov jumping linear systems (MJLS) subject to actuator saturation is considered. The concept of domain of attraction in mean square sense is used to analyze the closed-loop stability. When the jumping mode is available, a mode-dependent state feedback controller is developed. Otherwise, we give a less conservative approach to design the mode-independent state feedback controller. Both design procedures can be converted into a set of linear matrix inequalities (LMIs). Finally, a numerical example is provided to show the effectiveness of the techniques.

Brief Constrained quadratic state feedback control of discrete-time Markovian jump linear systems

In this paper we consider the quadratic optimal control problem of a discrete-time Markovian jump linear system, subject to constraints on the state and control variables. It is desired to find a state feedback controller, which may also depend on the jump variable, that minimizes a quadratic cost and satisfies some upper bounds on the norms of some random variables, related to the state and control variables of the system. The transition probability of the Markov chain and initial condition of the system may belong to appropriate convex sets. We obtain an approximation for the optimal solution of this problem in terms of linear matrices inequalities, so that convex programming can be used for numerical calculations. Examples are presented to illustrate the usefulness of the developed results.

Design of Stabilizing Controllers With a Dynamic Gain for Feedforward Nonlinear Time-Delay Systems

In this technical note, constructive control techniques have been proposed for controlling feedforward nonlinear time-delay systems. The nonlinear terms admit an incremental rate depending on the input or delayed input. Based on the Lyapunov-Razumikhin theorem and Lyapunov-Krasovskii theorem, the delay-independent feedback controllers are explicitly constructed such that the closed-loop systems are globally asymptotically stable. An example is given to demonstrate the effectiveness of the proposed design procedure.