Stability and stabilization of a class of stochastic switching systems with lower bound of sojourn time

Abstract This paper is concerned with the stability and stabilization issues for a family of discrete-time stochastic switching systems with bounded sojourn time. The stochastic switching systems are modeled by semi-Markov jump linear systems and the semi-Markov kernel approach is employed to handle the stability and stabilization problems. The sojourn time of each system mode is considered to have both upper and lower bounds, which is more general than the scenarios in previous literature that only consider the upper bound of sojourn time. The concept of σ -error mean square stability is put forward in a new form by taking into account the lower bounds of sojourn time for all system modes. By virtue of a Lyapunov function that not only depends on the current system mode but also on the elapsed time the system has been in the current mode, together with certain techniques eliminating powers of matrices, numerically testable stability and stabilization criteria in the sense of the proposed σ -error mean square stability are obtained for the closed-loop stochastic switching system. Finally, a numerical example and a practical example of a DC motor are utilized to demonstrate the effectiveness of the proposed control strategy and the superiority of allowing for the lower bound of sojourn time.

[1]  Ricardo C. L. F. Oliveira,et al.  Mode-Independent ${\cal H}_{2}$ -Control of a DC Motor Modeled as a Markov Jump Linear System , 2014, IEEE Transactions on Control Systems Technology.

[2]  A. Rodkina,et al.  On delay-dependent stability for a class of nonlinear stochastic systems with multiple state delays , 2008 .

[3]  Karl Henrik Johansson,et al.  Networked Control With Stochastic Scheduling , 2015, IEEE Transactions on Automatic Control.

[4]  Jiaowan Luo,et al.  Stochastic stability of linear systems with semi-Markovian jump parameters , 2005, The ANZIAM Journal.

[5]  Sheldon M. Ross Introduction to Probability Models. , 1995 .

[6]  Samir Aberkane,et al.  Stochastic stabilization of a class of nonhomogeneous Markovian jump linear systems , 2011, Syst. Control. Lett..

[7]  Ju H. Park,et al.  Stochastic stability analysis for discrete-time singular Markov jump systems with time-varying delay and piecewise-constant transition probabilities , 2012, J. Frankl. Inst..

[8]  Alessandro N. Vargas,et al.  Optimal Control of DC-DC Buck Converter via Linear Systems With Inaccessible Markovian Jumping Modes , 2016, IEEE Transactions on Control Systems Technology.

[9]  Peng Shi,et al.  Delay-dependent stability analysis for discrete-time singular Markovian jump systems with time-varying delay , 2012, Int. J. Syst. Sci..

[10]  Hongsheng Xi,et al.  Event-driven semi-Markov switching state-space control processes , 2012 .

[11]  El-Kébir Boukas,et al.  Stochastic Switching Systems: Analysis and Design , 2005 .

[12]  Nikolaos Limnios,et al.  Empirical estimation for discrete-time semi-Markov processes with applications in reliability , 2006 .

[13]  Alessandro N. Vargas,et al.  On the control of Markov jump linear systems with no mode observation: application to a DC Motor device , 2013 .

[14]  Xingyu Wang,et al.  Sliding mode control for Itô stochastic systems with Markovian switching , 2007, Autom..

[15]  Yuanqing Xia,et al.  Backstepping controller design for a class of stochastic nonlinear systems with Markovian switching , 2008, 2008 27th Chinese Control Conference.

[16]  Lei Ding,et al.  Guaranteed cost control of mobile sensor networks with Markov switching topologies. , 2015, ISA transactions.

[17]  Xue-Jun Xie,et al.  Global output-feedback stabilisation of switched stochastic non-linear time-delay systems under arbitrary switchings , 2015 .

[18]  Patrizio Colaneri,et al.  Stability and Stabilization of Discrete-Time Semi-Markov Jump Linear Systems via Semi-Markov Kernel Approach , 2016, IEEE Transactions on Automatic Control.

[19]  James Lam,et al.  H∞ and H2 filtering for linear systems with uncertain Markov transitions , 2016, Autom..

[20]  John Leth,et al.  Stochastic stability of systems with semi-Markovian switching , 2014, Autom..

[21]  Ligang Wu,et al.  State estimation and sliding mode control for semi-Markovian jump systems with mismatched uncertainties , 2015, Autom..

[22]  James Lam,et al.  On Exponential Almost Sure Stability of Random Jump Systems , 2012, IEEE Transactions on Automatic Control.

[23]  Xunyuan Yin,et al.  Time-varying gain-scheduling σ -error mean square stabilisation of semi-Markov jump linear systems , 2016 .

[24]  Patrizio Colaneri,et al.  Stability and Stabilization of Semi-Markov Jump Linear Systems With Exponentially Modulated Periodic Distributions of Sojourn Time , 2017, IEEE Transactions on Automatic Control.

[25]  James Lam,et al.  Stability Analysis of Continuous-Time Switched Systems With a Random Switching Signal , 2013, IEEE Transactions on Automatic Control.

[26]  James Lam,et al.  Static output-feedback stabilization of discrete-time Markovian jump linear systems: A system augmentation approach , 2010, Autom..

[27]  Jianbin Qiu,et al.  Mode-dependent nonrational output feedback control for continuous-time semi-Markovian jump systems with time-varying delay , 2015 .

[28]  Weiming Xiang Necessary and Sufficient Condition for Stability of Switched Uncertain Linear Systems Under Dwell-Time Constraint , 2016, IEEE Transactions on Automatic Control.

[29]  Fei Liu,et al.  Robust finite-time control for a class of extended stochastic switching systems , 2011, Int. J. Syst. Sci..

[30]  R. Howard System Analysis of Semi-Markov Processes , 1964, IEEE Transactions on Military Electronics.

[31]  João Pedro Hespanha,et al.  Stochastic Hybrid Systems: Application to Communication Networks , 2004, HSCC.

[32]  Michael V. Basin,et al.  Optimal Controller for Uncertain Stochastic Linear Systems With Poisson Noises , 2014, IEEE Transactions on Industrial Informatics.

[33]  Yang Shi,et al.  Stochastic stability and robust stabilization of semi‐Markov jump linear systems , 2013 .

[34]  Peng Shi,et al.  Stochastic stability of Ito differential equations with semi-Markovian jump parameters , 2006, IEEE Transactions on Automatic Control.

[35]  Michael V. Basin,et al.  Optimal controller for uncertain stochastic polynomial systems with deterministic disturbances , 2009, 2009 American Control Conference.

[36]  Joachim Asch,et al.  Lower Bounds for Sojourn Time in a Simple Shape Resonance Model , 2016 .

[37]  Søren Nielsen,et al.  Stochastic stability of mechanical systems under renewal jump process parametric excitation , 2005 .

[38]  Svetlana V. Anulova Quadratic Lyapunov function for stochastic mechanical systems with switching impacts , 2015, Autom. Remote. Control..

[39]  Jian Xiao,et al.  Brief Paper - Convex sufficient conditions on asymptotic stability and l 2 gain performance for uncertain discrete-time switched linear systems , 2014 .

[40]  Yang Shi,et al.  Active fault tolerant control systems by the semi‐Markov model approach , 2014 .