IDEAS home Printed from https://ideas.repec.org/a/wly/jnlaaa/v2014y2014i1n832891.html

Robust Guaranteed Cost Observer Design for Singular Markovian Jump Time‐Delay Systems with Generally Incomplete Transition Probability

Author

Listed:
  • Yanbo Li
  • Yonggui Kao
  • Jing Xie

Abstract

This paper is devoted to the investigation of the design of robust guaranteed cost observer for a class of linear singular Markovian jump time‐delay systems with generally incomplete transition probability. In this singular model, each transition rate can be completely unknown or only its estimate value is known. Based on stability theory of stochastic differential equations and linear matrix inequality (LMI) technique, we design an observer to ensure that, for all uncertainties, the resulting augmented system is regular, impulse free, and robust stochastically stable with the proposed guaranteed cost performance. Finally, a convex optimization problem with LMI constraints is formulated to design the suboptimal guaranteed cost filters for linear singular Markovian jump time‐delay systems with generally incomplete transition probability.

Suggested Citation

  • Yanbo Li & Yonggui Kao & Jing Xie, 2014. "Robust Guaranteed Cost Observer Design for Singular Markovian Jump Time‐Delay Systems with Generally Incomplete Transition Probability," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    • Handle: RePEc:wly:jnlaaa:v:2014:y:2014:i:1:n:832891
    DOI: 10.1155/2014/832891
    as

    Download full text from publisher

    File URL: https://doi.org/10.1155/2014/832891
    Download Restriction: no
    File URL: https://libkey.io/10.1155/2014/832891?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
    ---><---

    References listed on IDEAS

    as
    1. Shen Yin & Steven Ding & Adel Abandan Sari & Haiyang Hao, 2013. "Data-driven monitoring for stochastic systems and its application on batch process," International Journal of Systems Science, Taylor & Francis Journals, vol. 44(7), pages 1366-1376.
    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. Hongbiao Fan & Min Meng & Jun-e Feng, 2014. "Observers of Fuzzy Descriptor Systems with Time‐Delays," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).

    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. Jin Li & Liu Yang, 2014. "Finite‐Time Terminal Sliding Mode Tracking Control for Piezoelectric Actuators," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    2. Y. D. Song & Qian Cao & Xiaoqiang Du & Hamid Reza Karimi, 2013. "Control Strategy Based on Wavelet Transform and Neural Network for Hybrid Power System," Journal of Applied Mathematics, John Wiley & Sons, vol. 2013(1).
    3. Yuehjen E. Shao & Chia-Ding Hou, 2013. "Hybrid Artificial Neural Networks Modeling for Faults Identification of a Stochastic Multivariate Process," Abstract and Applied Analysis, John Wiley & Sons, vol. 2013(1).
    4. Jiangyuan Mei & Jian Hou & Hamid Reza Karimi & Jiarao Huang, 2014. "A Novel Data‐Driven Fault Diagnosis Algorithm Using Multivariate Dynamic Time Warping Measure," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    5. Weili Xiong & Wei Zhang & Dengfeng Liu & Baoguo Xu, 2014. "Fuzzy Pruning Based LS‐SVM Modeling Development for a Fermentation Process," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    6. Zhilin Liu & Lutao Liu & Jun Zhang, 2014. "Signal Feature Extraction and Quantitative Evaluation of Metal Magnetic Memory Testing for Oil Well Casing Based on Data Preprocessing Technique," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    7. Bin Li & Wei Pang & Yuhao Liu & Xiangchun Yu & Anan Du & Yecheng Zhang & Zhezhou Yu, 2014. "Building Recognition on Subregion’s Multiscale Gist Feature Extraction and Corresponding Columns Information Based Dimensionality Reduction," Journal of Applied Mathematics, John Wiley & Sons, vol. 2014(1).
    8. Yuping Qin & Hamid Reza Karimi & Dan Li & Shuxian Lun & Aihua Zhang, 2014. "A Mahalanobis Hyperellipsoidal Learning Machine Class Incremental Learning Algorithm," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    9. Yan Zhao & Tieyan Zhang & Dan Zhao & Fucai You & Miao Li, 2014. "Robust Stability Criteria of Roesser‐Type Discrete‐Time Two‐Dimensional Systems with Parameter Uncertainties," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    10. Jie Zhang & Pengfei Guo & Ming Lyu & Hamid Reza Karimi & Yuming Bo, 2014. "Fault Detection for Wireless Network Control Systems with Stochastic Uncertainties and Time Delays," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    11. Xiande Wu & Fengzhi Guo & Wenbo Yang & Jiangtao Xu & Ting Song, 2014. "Relative Orbit Stabilization Control for the Agile Satellite under Stochastic Disturbance," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    12. Zhilin Liu & Lutao Liu & Jun Zhang & Xin Yuan, 2013. "Model Predictive Control of Piecewise Affine System with Constrained Input and Time Delay," Abstract and Applied Analysis, John Wiley & Sons, vol. 2013(1).
    13. Liang Liu & Zhandong Yu & Qi Zhou & Hamid Reza Karimi, 2013. "State‐Feedback Stabilization for a Class of Stochastic Feedforward Nonlinear Time‐Delay Systems," Abstract and Applied Analysis, John Wiley & Sons, vol. 2013(1).
    14. Liang Zhang & Xiaoheng Chang & Hamid Reza Karimi, 2014. "Fuzzy Modeling and Control for a Class of Inverted Pendulum System," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    15. Lutao Liu & Zhilin Liu & Jun Zhang, 2014. "LMI‐Based Model Predictive Control for Underactuated Surface Vessels with Input Constraints," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    16. Fang Wu & Shen Yin & Hamid Reza Karimi, 2014. "Fault Detection and Diagnosis in Process Data Using Support Vector Machines," Journal of Applied Mathematics, John Wiley & Sons, vol. 2014(1).
    17. Qian Cao & Y. D. Song & Lei Wang & Feng Yang, 2014. "Consensus for Multiagent Systems with Nonlinear Dynamics and Time Delays Using a Two‐Hop Relay Adaptive Method," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    18. Yang Ou & Zheng Jiang Liu & Hamid Reza Karimi & Ying Tian, 2014. "Multilevel Association Rule Mining for Bridge Resource Management Based on Immune Genetic Algorithm," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    19. Deyin Yao & Hamid Reza Karimi & Yiyong Sun & Qing Lu, 2014. "Robust Model Predictive Control of Networked Control Systems under Input Constraints and Packet Dropouts," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    20. Xiaodong Zhang & Xiaoli Li & Kang Wang & Yanjun Lu, 2014. "A Survey of Modelling and Identification of Quadrotor Robot," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).

    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:wly:jnlaaa:v:2014:y:2014:i:1:n:832891. 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: Wiley Content Delivery (email available below). General contact details of provider: https://onlinelibrary.wiley.com/journal/4058 .

    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.