Skip to main content

Abstract

Stability problem is essential and important in control theory and dynamic system analysis. In this chapter, the fundamental problem of stability for SMJSs with general TRMs is considered, in which the TRMs may be exactly known, uncertain, partially unknown and designed. The conditions guaranteeing a given SMJS stochastically admissible are expressed in terms of LMIs or LMIs with equation constraints which can be efficiently solved by using the standard numerical algorithms. Specifically, when TRM is given precisely, necessary and sufficient conditions in different forms are developed. Then, the robust stability of Markovian jump singularly perturbed systems with uncertain switchings and nonlinear perturbations for any perturbation parameter \(\varepsilon \in (0,\bar{\varepsilon }]\) is solved by an LMI approach. Moreover, instead of just containing \(\varepsilon \), a set of conditions guaranteeing the existence and uniqueness of a solution, as well as stochastic admissibility, is established by choosing an \(\varepsilon \)-dependent Lyapunov function and only depends on stability bound. It is worth mentioning that the stability results proposed in this chapter will play important roles in dealing with other problems discussed in this book.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Hardcover Book
USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Drǎgan V, Morozan T (2000) Stability and robust stabilization to linear stochastic systems described by differential equations with Markovian jumping and multiplicative white noise. Stochast Anal Appl 20:33–92

    Article  Google Scholar 

  2. Feng X, Loparo KA, Ji Y, Chizeck HJ (1992) Stochastic stability properties of jump linear systems. IEEE Trans Autom Control 37:38–53

    Article  MATH  MathSciNet  Google Scholar 

  3. Huang LR, Mao XR (2010) On almost srue stability of hybrid stochastic systems with mode-dependent interval delays. IEEE Trans Autom Control 55:1946–1952

    Article  MathSciNet  Google Scholar 

  4. Mao XR (1999) Stability of stochastic differential equations with Markovian switching. Stochastic Processes their Appl 79:45–67

    Article  MATH  Google Scholar 

  5. Mao XR (2002) Exponential stability of stochastic delay interval systems with Markovian switching. IEEE Trans Autom Control 47:1604–1612

    Article  Google Scholar 

  6. Boukas EK, Shi P, Benjelloun K (1999) On robust stabilization of uncertain linear systems with jump parameters. Int J Control 72:842–850

    Article  MATH  MathSciNet  Google Scholar 

  7. Mahmound MS, Shi P (2003) Robust stability, stabilization and \(H_\infty \) control of time-delay systems with Markovian jump parameters. Int J Robust Nonlinear Control 13:755–784

    Article  Google Scholar 

  8. Xiong JL, Lam J (2006) On robust stabilization of Markovian jump systems with uncertain switching probabilities. Automatica 41:897–903

    Article  MathSciNet  Google Scholar 

  9. Xiong JL, Lam J (2006) Fixed-order robust \(H_\infty \) filter design for Markovian jump systems with uncertain switching probabilities. IEEE Trans Signal Process 54:1421–1430

    Article  Google Scholar 

  10. Wang GL, Zhang QL (2013) Robust \(H_\infty \) control of Markovian jump systems with uncertain switching probabilities. Asian Journal Control 14:1407–1410

    Article  Google Scholar 

  11. Zhang LX, Boukas EK (2009) Mode-dependent \(H_\infty \) filtering for discrete-time Markovian jump linear systems with partly unknown transition probability. Automatica 45:1462–1467

    Article  MATH  MathSciNet  Google Scholar 

  12. Zhang LX, Boukas EK (2009) Stability and stabilization of Markovian jump linear systems with partly unknown transition probability. Automatica 45:463–468

    Article  MATH  MathSciNet  Google Scholar 

  13. Zhang Y, He Y, Wu M, Zhang J (2011) Stabilization for Markovian jump systems with partial information on transition probability based on free-connection weighting matrices. Automatica 47:79–84

    Article  MATH  MathSciNet  Google Scholar 

  14. Zhang LX, Lam J (2010) Necessary and sufficient conditions for analysis and synthesis of Markov jump linear systems with incomplete transition descriptions. IEEE Trans Autom Control 55:1695–1701

    Article  MathSciNet  Google Scholar 

  15. Feng JE, Lam J, Shu Z (2010) Stabilization of Markovian systems via probability rate synthesis and output feedback. IEEE Trans Autom Control 55:773–777

    Article  MathSciNet  Google Scholar 

  16. Boukas EK (2008) Control of Singular Systems with Random Abrupt Changes. Springer, Berlin

    MATH  Google Scholar 

  17. Xu SY, Lam J (2006) Control and filtering of singular systems. Springer, Berlin

    MATH  Google Scholar 

  18. Xia YQ, Boukas EK, Shi P, Zhang JH (2009) Stability and stabilization of continuous-time singular hybrid systems. Automatica 45:1504–1509

    Article  MATH  MathSciNet  Google Scholar 

  19. Ghaoui LEI, Oustry F, AitRami M (1997) A cone complementarity linearization algorithm for static output-feedback and related problems. IEEE Trans Autom Control 42:1171–1176

    Article  MATH  Google Scholar 

  20. Leibfritz F (2001) An LMI-based algorithm for designing suboptimal static \(H_2/H_\infty \) output feedback controllers. SIAM J Control Optim 39:1171–1735

    Article  MathSciNet  Google Scholar 

  21. Drǎgan V, Shi P (1999) Control of singularly perturbed systems with Markovian jump parameters: an \(H_\infty \) approach. Automatica 35:985–988

    Google Scholar 

  22. Liu HP, Boukas EK and Sun EK(2006) \(H_\infty \) stabilization of Markovian jump singularly perturbed delayed systems. In: Proceedings of 2006 American control conference, Minneapolis, Minnesota pp 14–16

    Google Scholar 

  23. Liu HP, Sun FC, Sun ZQ (2004) \(H_\infty \) control for Markovian jump linear singularly perturbed systems. IEE Proc Control Theory Appl 151:637–644

    Article  Google Scholar 

  24. Wu LG, Ho DWC (2010) Sliding mode control of singular stochastic hybrid systems. Automatica 46:779–783

    Article  MATH  MathSciNet  Google Scholar 

  25. Wang GL, Zhang QL, Yang CY (2012) Dissipative control for singular Markovian jump systems with time delay. Optimal Control Appl Methods 33:415–432

    Article  MathSciNet  Google Scholar 

  26. Zhou L, Lu GP (2011) Robust stability of singularly perturbed descriptor systems with nonlinear perturbation. IEEE Trans Autom Control 56:858–863

    Article  MathSciNet  Google Scholar 

  27. Lu GP, Ho DWC (2006) Generalized quadratic stability for continuous-time singular systems with nonlinear perturbation. IEEE Trans Autom Control 51:813–823

    MathSciNet  Google Scholar 

  28. Gao YB, Lu GP, Wang ZM (2010) Passivity analysis of uncertain singularly perturbed systems. IEEE Trans Circuits Syst ii Express Briefs 57:486–490

    Article  Google Scholar 

  29. Shao ZH (2004) Robust stability of two-time-scale systesm with nonlinear uncertainties. IEEE Trans Automaic Control 49:258–261

    Article  Google Scholar 

  30. Nguang SK, Assawinchaichote W, Shi P (2007) Robust \(H_\infty \) control design for fuzzy singularly perturbed systems with Markovian jumps: an LMI approach. IET Control Theory Appl 1:893–908

    Article  MathSciNet  Google Scholar 

  31. Wang GL (2013) Robust stabilization of singular Markovian jump systems with uncertain switching. Int J Control Autom Syst 11:188–193

    Article  Google Scholar 

  32. Wang GL, Zhang QL, Yang CY (2014) Robust stability of singularly perturbed descriptor systems with uncertain Markovian switchings and nonlinear perturbations. Optimal Control Appl Methods 35:89–109

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Guoliang Wang .

Rights and permissions

Reprints and permissions

Copyright information

© 2015 Springer International Publishing Switzerland

About this chapter

Cite this chapter

Wang, G., Zhang, Q., Yan, X. (2015). Stability. In: Analysis and Design of Singular Markovian Jump Systems. Springer, Cham. https://doi.org/10.1007/978-3-319-08723-8_2

Download citation

  • DOI: https://doi.org/10.1007/978-3-319-08723-8_2

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-08722-1

  • Online ISBN: 978-3-319-08723-8

  • eBook Packages: EngineeringEngineering (R0)

Publish with us

Policies and ethics