Abstract
In this paper, the problem of robust H∞ control for sampled-data stochastic systems with Markovian switching and parameter uncertainties is investigated. By converting probabilistic sampling into time-varying delays, the concerned system is transformed into a time-varying delays stochastic system. Then, by constructing a new Lyapunov functional, a sufficient condition is derived to guarantee the exponential mean-square stability of the system as well as the H∞ norm is less than a given level. And then, the expression of desired controller is obtained in terms of the solution to certain linear matrix inequalities. Finally, a numerical simulation example is exploited to show the effectiveness of the theoretical results.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Shen, B., Wang, Z., Liu, X.: A stochastic sampled-data approach to distributed H-infinity filtering in sensor networks. IEEE Transactions on Circuits and Systems - Part I (accepted for publication), ISSN 1057-7122
Fridmen, E., Shaked, U.: Input delay approach to robust sampled-data H ∞ control. In: Fridmen, E., Shaked, U. (eds.) 43rd IEEE Conference on Decision and Control, Atlantis, Paradise Island, Bahamas, December 14-17 (2004)
Fridmen, E., Shaked, U., Suplin, V.: Input/Output delay approach to rubost sampled-data H ∞ contrl. System & Control Letters 54, 271–282 (2005)
Wei, G., Wang, Z., Shu, H.: Robust H ∞ control of stochastic time-delay jumping systems with nonlinear disturbances. Optimal Control Applications & Methods 27(5), 255–271 (2006)
Wei, G., Wang, Z., Shu, H.: Nonlinear H ∞ control of stochastic time-delay systems with Markovian switching. Chaos, Solitons & Fractals 35, 442–451 (2008)
Gao, H., Wu, J., Shi, P.: Robust sampled-data H ∞ control with stochastic sampling. Automatica 45(7), 1729–1736 (2009)
Shu, H., Wei, G.: H ∞ analysis of nonlinear stochastic time-delay systems. Chaos, Solitons & Fractals 26(6), 37–47 (2005)
Wu, J., Chen, X., Gao, H.: H ∞ filtering with stochastic sampling. Signal Processing 90(4), 1131–1145 (2010)
Huang, L., Mao, X.: Delay-dependent exponential stability of neutral stochastic delay systems. IEEE Trans. on Automatic Control 54(1), 147–152 (2009)
Mao, X.: Stability of stochastic differential equations with Markovian switching. Stochastic Process and their Applications 79, 45–67 (1999)
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2012 Springer-Verlag GmbH Berlin Heidelberg
About this chapter
Cite this chapter
Yang, H., Shu, H., Che, Y., Kan, X. (2012). Robust H ∞ Control for Itô Stochastic Systems with Markovian Switching and Probabilistic Sampling. In: Jin, D., Lin, S. (eds) Advances in Electronic Commerce, Web Application and Communication. Advances in Intelligent and Soft Computing, vol 149. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-28658-2_48
Download citation
DOI: https://doi.org/10.1007/978-3-642-28658-2_48
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-28657-5
Online ISBN: 978-3-642-28658-2
eBook Packages: EngineeringEngineering (R0)