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Asynchronous control of discrete-time stochastic bilinear systems with Markovian switchings

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  • Le Van Hien
  • Nguyen Trung Dzung

Abstract

This paper is concerned with the problem of asynchronous control for a class of discrete-time Markov systems with multiplicative stochastic white noises. Based on a stability analysis scheme developed from mode-dependent Lyapunov function method, we first derive testable conditions in linear matrix inequality (LMI) setting to ensure the robust stability of the closed-loop system. We then recast the proposed stability conditions into equivalent forms that are later utilised to design a multi-mode asynchronous state-feedback controller (ASFC) that makes the closed-loop system stable. An extension to the case of deficient mode information (i.e. transition rates of the system and the controller are not fully accessible) is also presented. Finally, a model of networked control with DC devices is given to demonstrate the efficacy of the proposed design scheme.

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  • Le Van Hien & Nguyen Trung Dzung, 2019. "Asynchronous control of discrete-time stochastic bilinear systems with Markovian switchings," International Journal of Systems Science, Taylor & Francis Journals, vol. 50(1), pages 23-34, January.
    • Handle: RePEc:taf:tsysxx:v:50:y:2019:i:1:p:23-34
    DOI: 10.1080/00207721.2018.1543473
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    Cited by:

    1. Li, Qiang & Liang, Jinling, 2022. "Non-fragile asynchronous state estimation for Markovian switching CVNs with partly accessible mode detection: The discrete-time case," Applied Mathematics and Computation, Elsevier, vol. 412(C).

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