IDEAS home Printed from https://ideas.repec.org/a/taf/tsysxx/v48y2017i14p2967-2975.html
   My bibliography  Save this article

Further results on finite-time stabilisation for stochastic Markovian jump systems with time-varying delay

Author

Listed:
  • Wenhai Qi
  • Yonggui Kao
  • Xianwen Gao

Abstract

In this paper, we study the issue of finite-time stabilisation for stochastic Markovian jump systems with time-varying delay by considering a new criterion on finite-time stability. By constructing more appropriate Lyapunov–Krasovskii functional, some new conditions for verifying the finite-time stability of the plant as well as controller synthesis are established in standard linear matrix inequalities. The practical example about a single-link robot arm model demonstrates the validity of the main results.

Suggested Citation

  • Wenhai Qi & Yonggui Kao & Xianwen Gao, 2017. "Further results on finite-time stabilisation for stochastic Markovian jump systems with time-varying delay," International Journal of Systems Science, Taylor & Francis Journals, vol. 48(14), pages 2967-2975, October.
    • Handle: RePEc:taf:tsysxx:v:48:y:2017:i:14:p:2967-2975
    DOI: 10.1080/00207721.2017.1364447
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/00207721.2017.1364447
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/00207721.2017.1364447?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Wang, Guoliang & Li, Zhiqiang & Zhang, Qingling & Yang, Chunyu, 2017. "Robust finite-time stability and stabilization of uncertain Markovian jump systems with time-varying delay," Applied Mathematics and Computation, Elsevier, vol. 293(C), pages 377-393.
    2. Ma, Yuechao & Jia, Xiaorui & Liu, Deyou, 2016. "Robust finite-time H∞ control for discrete-time singular Markovian jump systems with time-varying delay and actuator saturation," Applied Mathematics and Computation, Elsevier, vol. 286(C), pages 213-227.
    3. Shen, Liji & Buscher, Udo, 2012. "Solving the serial batching problem in job shop manufacturing systems," European Journal of Operational Research, Elsevier, vol. 221(1), pages 14-26.
    4. do Val, Joao B. R. & Basar, Tamer, 1999. "Receding horizon control of jump linear systems and a macroeconomic policy problem," Journal of Economic Dynamics and Control, Elsevier, vol. 23(8), pages 1099-1131, August.
    5. Chen, Zhaohui & Huang, Qi & Liu, Zhang, 2015. "Decentralized finite-time H∞ filtering for interconnected Markovian jump system with interval mode-dependent delays," Applied Mathematics and Computation, Elsevier, vol. 258(C), pages 138-154.
    6. Mao, Xuerong, 1999. "Stability of stochastic differential equations with Markovian switching," Stochastic Processes and their Applications, Elsevier, vol. 79(1), pages 45-67, January.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Zhang, Lihua & Zhou, Yaoyao & Qi, Wenhai & Cao, Jinde & Cheng, Jun & Wei, Yunliang & Yan, Xiaoyu & Li, Shaowu, 2020. "Non-fragile observer-based H∞ finite-time sliding mode control," Applied Mathematics and Computation, Elsevier, vol. 375(C).
    2. Qi, Wenhai & Kao, Yonggui & Gao, Xianwen & Wei, Yunliang, 2018. "Controller design for time-delay system with stochastic disturbance and actuator saturation via a new criterion," Applied Mathematics and Computation, Elsevier, vol. 320(C), pages 535-546.
    3. Wang, Huajian & Qi, Wenhai & Zhang, Lihua & Cheng, Jun & Kao, Yonggui, 2020. "Stability and stabilization for positive systems with semi-Markov switching," Applied Mathematics and Computation, Elsevier, vol. 379(C).
    4. Li, Lei & Qi, Wenhai & Chen, Xiaoming & Kao, Yonggui & Gao, Xianwen & Wei, Yunliang, 2018. "Stability analysis and control synthesis for positive semi-Markov jump systems with time-varying delay," Applied Mathematics and Computation, Elsevier, vol. 332(C), pages 363-375.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Zhao, Wenying & Ma, Yuechao & Chen, Aihong & Fu, Lei & Zhang, Yutong, 2019. "Robust sliding mode control for Markovian jump singular systems with randomly changing structure," Applied Mathematics and Computation, Elsevier, vol. 349(C), pages 81-96.
    2. Wei Guan & Lei Fu & Yuechao Ma, 2019. "Finite-Time Filtering for Discrete-Time Singular Markovian Jump Systems with Time Delay and Input Saturation," Complexity, Hindawi, vol. 2019, pages 1-22, April.
    3. E. K. Boukas, 2004. "Nonfragile Controller Design for Linear Markovian Jumping Parameters Systems," Journal of Optimization Theory and Applications, Springer, vol. 122(2), pages 241-255, August.
    4. Li, Yuyuan & Lu, Jianqiu & Kou, Chunhai & Mao, Xuerong & Pan, Jiafeng, 2018. "Robust discrete-state-feedback stabilization of hybrid stochastic systems with time-varying delay based on Razumikhin technique," Statistics & Probability Letters, Elsevier, vol. 139(C), pages 152-161.
    5. Wei, Wei & Xu, Wei & Liu, Jiankang, 2021. "Stochastic P-bifurcation analysis of a class of nonlinear Markov jump systems under combined harmonic and random excitations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 582(C).
    6. Song, Gongfei & Zhang, Zimeng & Zhu, Yanan & Li, Tao, 2022. "Discrete-time control for highly nonlinear neutral stochastic delay systems," Applied Mathematics and Computation, Elsevier, vol. 430(C).
    7. Svensson, Lars E. O. & Williams, Noah, 2006. "Bayesian and adaptive optimal policy under model uncertainty," CFS Working Paper Series 2007/11, Center for Financial Studies (CFS).
    8. Qi, Wenhai & Gao, Xianwen, 2016. "H∞ observer design for stochastic time-delayed systems with Markovian switching under partly known transition rates and actuator saturation," Applied Mathematics and Computation, Elsevier, vol. 289(C), pages 80-97.
    9. Mao, Xuerong & Shen, Yi & Yuan, Chenggui, 2008. "Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching," Stochastic Processes and their Applications, Elsevier, vol. 118(8), pages 1385-1406, August.
    10. Rathinasamy, Anandaraman & Nair, Priya, 2018. "Asymptotic mean-square stability of weak second-order balanced stochastic Runge–Kutta methods for multi-dimensional Itô stochastic differential systems," Applied Mathematics and Computation, Elsevier, vol. 332(C), pages 276-303.
    11. Lars E.O. Svensson & Noah Williams, 2009. "Optimal Monetary Policy under Uncertainty in DSGE Models: A Markov Jump-Linear-Quadratic Approach," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 3, pages 077-114, Central Bank of Chile.
    12. Lin, Xiangze & Zhang, Wanli & Huang, Shuaiting & Zheng, Enlai, 2020. "Finite-time stabilization of input-delay switched systems," Applied Mathematics and Computation, Elsevier, vol. 375(C).
    13. Xie, Jiyang & Zhu, Shuqian & Feng, Jun-e, 2020. "Delay-dependent and decay-rate-dependent conditions for exponential mean stability and non-fragile controller design of positive Markov jump linear systems with time-delay," Applied Mathematics and Computation, Elsevier, vol. 369(C).
    14. Feng, Bo & Feng, Zhiguang & Li, Peng, 2023. "Improved results on reachable set synthesis of Markovian jump systems with time-varying delays: General asynchronous control approaches," Applied Mathematics and Computation, Elsevier, vol. 446(C).
    15. Xi, Fubao, 2004. "Stability of a random diffusion with nonlinear drift," Statistics & Probability Letters, Elsevier, vol. 68(3), pages 273-286, July.
    16. Duan, Ruirui & Li, Junmin, 2020. "Finite-time distributed H∞ filtering for Takagi-Sugeno fuzzy system with uncertain probability sensor saturation under switching network topology: Non-PDC approach," Applied Mathematics and Computation, Elsevier, vol. 371(C).
    17. Wang, Guoliang & Cai, Hongyang & Zhang, Qingling & Yang, Chunyu, 2017. "Stabilization of stochastic delay systems via a disordered controller," Applied Mathematics and Computation, Elsevier, vol. 314(C), pages 98-109.
    18. Li, Bing, 2017. "A note on stability of hybrid stochastic differential equations," Applied Mathematics and Computation, Elsevier, vol. 299(C), pages 45-57.
    19. Lars E. O. Svensson & Noah Williams, 2008. "Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach," Review, Federal Reserve Bank of St. Louis, vol. 90(Jul), pages 275-294.
    20. Liang, Tiantian & Shi, Shengli & Ma, Yuechao, 2023. "Asynchronous sliding mode control of continuous-time singular markov jump systems with time-varying delay under event-triggered strategy," Applied Mathematics and Computation, Elsevier, vol. 448(C).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:tsysxx:v:48:y:2017:i:14:p:2967-2975. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/TSYS20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.