Skip to main content
Journal of Dynamic Systems, Measurement, and Control logoLink to Journal of Dynamic Systems, Measurement, and Control
. 2012 Dec 21;135(1):0145081–01450816. doi: 10.1115/1.4007973

H Estimation for Stochastic Time Delays in Networked Control Systems by Partly Unknown Transition Probabilities of Markovian Chains

Chenyu Guo 1, Weidong Zhang 2,1
PMCID: PMC3710162  PMID: 23918532

Short abstract

This paper is concerned with the problem of H estimation for networked control systems. Time delays and packet dropouts are considered simultaneously. The occurrence probability of each time delay is considered. The packet dropouts have the Bernoulli distributions. The system is modeled as Markovian jump linear systems with partly unknown transition probability. State observer is designed to estimate the practical state with H feature. The estimation problem is cast into a set of linear matrix inequalities. An example is provided to illustrate the effectiveness and applicability of the proposed method.

Keywords: H∞ estimation, network induced dropouts, linear matrix inequality, Markovian jump linear systems

1. Introduction

Network-induced delay and packet-dropout are two main problems in networked control systems (NCS), and have attracted much research interest [1,2].

The problem of time delay was considered in Refs. [3–6]. In these papers, time delays were bounded and dealt with by stochastic parameters. The determined methods were used to deal with stability analysis and controller design [3,4]. The stochastic methods which adopted Markovian chains and Bernoulli distribution were used in Refs. [5,6]. Time delays were known variables which were constant or stochastic values determined by certain distribution in these two methods, then controller was designed to provide stochastic stability and the desired performance for the closed-loop networked control systems. Different with the above methods, communication protocol was designed to decrease the influence of time delays [7].

The problem of packet dropout was considered in Refs. [8–11]. The problem of estimation and filtering were investigated in Refs. [12–16]. Considering the case in which time delays and dropouts exit simultaneously. Determined method was proposed in Refs. [17,18]. In Ref. [17], the problem of network-induced data dropouts and variable delays with NCS was investigated. The deterministic method was proposed to deal with time delays and dropouts with upper bound and lower bound. Sufficient conditions for Lyapunov stability are derived with uncertainty of drops and delays. In Ref. [18], a new switched linear system model was proposed to describe the NCS with both network-induced delay and packet-dropout. A quantitative relation was constructed between the packet-dropout rate and the stability of the NCS. Design procedures for the state feedback stabilizing controllers are also presented by using the augmenting technique. The number of the packet dropouts was supposed to be bounded. The dropouts were considered in determined way. Stochastic method including Markovian chain was proposed in Refs. [5,19]. In paper [19], the stability and stabilization problems of a class of continuous-time and discrete-time Markovian jump linear system with partly unknown transition probabilities are investigated. In contrast with the uncertain transition probabilities studied recently, the concept of partly unknown transition probabilities proposed in this paper does not require any knowledge of the unknown elements. Reference [20] was concerned with the stabilization problem for a networked control system with Markovian characterization. Reference [5] considered the case that the random communication delays existed both in the system state and in the mode signal. It was modeled as a Markov chain. The resulting closed-loop system is modeled as a Markovian jump linear system with two jumping parameters, and a necessary and sufficient condition on the existence of stabilizing controllers is established.

In most existing work, time delays and dropouts were assumed to be up or lower bounded. Certain stochastic variables were introduced to represent all the values between the two bound. Determined and stochastic methods were presented to deal with the problem. While this treatment can simplify the networked control problems, it may also cause significant conservativeness as large time delays often occur with a low probability.

In order to reduce the conservativeness, the probability of each time delay was taken into account in stabilization design [21]. However, disturbance and packet dropouts were not considered in this paper. The determined method was used to model the system. So far, time delays and packet dropouts are not considered simultaneously by the model method with partly known transition probability Markovian chain. The other problem was that every occurrence probability of time delay and packet dropout was not considered. The packet dropouts can be considered as a kind of infinite delay. Yue, and co-workers have already deal with this issue with a delay system formulation including paper [22,23,24,25,26]. In Ref. [22], the descriptor systems with time-varying discrete and distributed delays is investigated. In Ref. [24], the filtering problem is studied for descriptor systems. In Ref. [23], the exponential stability for stochastic systems is investigated with time-varying delays, nonlinearities and Markovian jump parameters. In Ref. [25], the problem of stabilization of uncertain systems with unknown input delay is studied. In Ref. [26], the feedback design is extended to a class of nonlinear time-delay systems.

There are a fair amount of work in this area in recent years [20,28,29,30,31,32,33,34,35,36,37,38,39,40,41,42,43,44,45,46]. Wang and his co-workers have studied similar problems under the missing measurement formulation in Refs. [47–50]. In Ref. [47], the problem of robust filtering is investigated for a class of discrete time-varying Markovian jump systems. The randomly occurring nonlinearities and sensor saturation are considered in this system. In Ref. [48], the distributed state estimation problem is investigated for a class of sensor networks. The system is described by uncertain discrete-time dynamical systems with Markovian jumping parameters and distributed time delays. Reference [49] is concerned with the mixed H2/ H-infinity control problem over a finite horizon for a class of nonlinear Markovian jump systems with both stochastic nonlinearities and probabilistic sensor failures. In Ref. [50], the globally exponential stabilization problem is investigated for a general class of stochastic systems with both Markovian jumping parameters and mixed time-delays. The mixed mode dependent time-delays consist of both discrete and distributed delays. A more updated literature review of partly known probabilities in the Markov process can be states as [51,52,53,54]. In Ref. [19], the problem of stability and stabilization of Markovian jump linear systems with partly unknown transition probabilities is investigated. In Ref. [51], it extended the known results to this system with time delays. In Ref. [52], the problem of filtering for Markovian jump linear systems with partly unknown transition probabilities is investigated. In Ref. [53], it extended the partly unknown transition probabilities of Markovian jump linear systems to the defective statistics of modes transitions. In Ref. [54], the H filter for Markov jumping linear systems with non-accessible mode information is studied.

In this paper, the problem of H estimation is investigated for NCS with delays and dropouts. Partly known transition probability Markovian chain is used to model the system. Stability analysis and filtering design are developed based the occurrence probabilities of time delays and packet dropouts. State observer is designed to estimate the practical state with H feature.

2. Problem Statement

Consider the following NCS:

{x(k+1)=Asx(k)+B2sw(k)y(k)=Csx(k)+D2sw(k)z(k)=Msx(k) (1)

where x(k)Rn is the state vector, w(k) L 2 is the exogenous disturbance signal, y(k)Rq is the controller output, z(k) is the state which need to be estimated. r{1,2,...,M} govers the switching among the different system modes. Ar, B2r, Cr, D2r are some constant matrices of appropriate dimensions.

The values of the network induced delay have a certain probability distribution. Let Tm,m{1,2,...,p} denotes each time delay. Define

λ{Tm=τi}={1,Tm=τi0,Tmτi (2)
E[λ{Tm=τi}]=prob{Tm=τi}=βi,i=1,...,p

The state x(k) in sensor nodes becomes x(k-τi) when it is transferred to controller nodes in the influence of time-delays. Consider the influence of time delays and the system. The NCS can be expressed as follows:

{x(k+1)=Asx(k)+i=1pλ{Tm=τi)B1sx(k-τi)+B2sw(k)y(k)=Csx(k)+i=1pλ{Tm=τi)D1sx(k-τi)+D2sw(k)z(k)=Msx(k)x(k)=ϕ(k),k=-τg,g=1,...,p (3)

r{1,2,...,N} is the M modes. Their relationship is decided by Markovian chain. Furthermore, the Markov process transition rates matrix Λ is defined by

Λ=(σ11σ12σ13...σ1Nσ21σ22σ23...σ2Nσ31σ32σ33...σ3N...............σN1σN2σN3...σNN) (4)

The mode transition probabilities can be expressed as prob{rk+1=v|rk=s}=σsv.

whereσsv>0,s,v{1,2...N},v=1Nσsv=1

In addition, the transition rates or probabilities of the jumping process in this paper are considered to be partly accessed, and some elements are unknown.

Λ=(!σ12σ13...!σ21σ22!...σ2Nσ31!σ33...σ3N...............σN1σN2!...σNN) (5)

! stands for the unknown elements.

sr,r=rks+ruks,rks={v,σsvisknown},ruks={v,σsvisunknown} (6)

If rks is not empty, it can be expressed as rks=(η1s,...,ηls),1ηN . ηls stands for the l th known element in the s th row of matrix Λ. we defined σks=vrksσsv throughout the paper.

Considering the linear stochastic discrete-time system in Eq. (4), we want to find the estimate z(k) of z(k) such that the H-norm of the filtering error dynamics is minimized. Therefore, a filter needs to be designed.

Now, consider the following filter:

{x(k+1)=afsx(k)+bfsψ(k)+cfsy(k)z(k)=Mfsx(k)ψ(k)=i=1pλ{Tm=τi)x(k-τi) (7)

The augment system can be written as

z~(k)=z(k)-z(k)(x(k+1)x(k+1))=(As0cfsCsafs)(x(k)x(k))+(B1sbfs+cfsD1s)ψ(k)+(B2scfrD2s)w(k)z~(k)=(Ms-Mfs)(x(k)x(k)) (8)

The following definition is adopted in order to get the result.

Definition 1. System is said to be stochastically stable if for u(k) = 0, w(k) = 0 and every initial condition x(0) Rn, and r(0) {1,2,…,M}, the following holds:

E{k=0x(k)2|x(0),r(0)}<

Definition 2. Given the disturbance input w(k)L2,w(k)0 in Eq. (4) , a filter in the form of Eq. (8) is designed such that the filtering error system (9) is stochastically stableand satisfies: k=0Ez(k)~2<γ2k=0Ew(k)2, then system (9) has the γ feature of filtering.

Lemma 1. The unforced system is globally mean-square asymptotical stability (GUAS) if, and only if, there exists a set of symmetric and positive definite matrices Pi, i{1,2,...,N} satisfying [27]

AiTςiAi-Pi<0 (9)

where ςi=jlσijPj.

Lemma 2. When w(k) = 0, considering the system (1) with partly unknown transition probabilities. The corresponding system is stochastically stable if there exits Pr > 0, r{1,2...N} , such that

ArTPksAr-σksPr<0,ArTPvAr-Pr<0,vruks,Pks=vrksσsvPv (10)

Proof. Based on Lemma 1, we know that the system (1) is stochastically stable if (10) holds.

Due to vrσsv=1 , the left hand side of Eq. (10) can be written in the form of

ArT(vrσsvPv)Ar-(vrσsv)Pr=ArT(vrksσsvPv)Ar-(vrksσsv)Pr+ArT(vruksσsvPv)Ar-(vruksσsv)Pr=ArTPksAr-σksPr+vruksσsv(ArTPvAr-Pr) (11)

Since one always has σsv0,vr , it is straightforward Lemma 2 can be satisfied if Eq. (11) holds. Obviously, no knowledge on σsv,vruks is needed in Eq. (11). we can hereby conclude that the system (1) is stochastically stable against the partly unknown transition probabilities (5). This completes the proof.

3. Main Results

Theorem 1. The system in Eq. (8) is GUAS if there are symmetric matrices, Ps>0,Pv>0,N,Mv,Ms,Sv,s{1,2,...,N},v{1,2,...,N}, the disturbance rejection index γ and filters with parameters afs,bfs,cfs such that the following linear matrix inequalities (LMI) hold:

(N11-(vluksPv)*N21)0,...(N1p-(vluksPv)*N2p)0,(N1w-(vluksPv)*N2w)0 (12)
(N11-τ1(vluksMv)*N21)0,...(N1p-τp(vluksMv)*N2p)0,(N1w-i=1pτi(vluksσsvMv)*N2w)0 (13)
(φΦ1TΦ2TΦ2TΦ1TΦ2TΦ2T*-Γ100000**-Γ10000***-Γ2000****-Γ300*****Γ30******Γ4)<0 (14)

Where

φ=φ112+φ114+φ115+φ116+ψ1+φ1212+ψ2+φ1222+φ312+φ314+φ315+φ316+ψ3+φ3212+ψ3+φ3222+φ331+φ332 (15)
Φ1T=(00β1AsT...βpAsT0000...0000β1B1sT000000...0...0000βpB1sT000β1B2sT...βpB2sT0) (16)
Γ1=(vlksσsvPv) (17)
φ112=diag(-(vlksσsvPs)00...00) (18)
φ114=diag(-(vluksσsvPs)00...00) (19)
φ115=vluksσsvdiag(AsT0β1B1sT...βpB1sT0)×Pvdiag(As0B1sβ1...B1sβp0) (20)
ϕ116= diag(AsT+(N11)+...N1p+N1wAs0β1B1sT(N21+N1w)×β1B1sβpB1sT(N2p+N1w)βpB1sB2sT(p+1)N2wB2s) (21)
Φ2T=(00β1CsTcfsT...βpCsTcfsT0000...0000β1bfsT000000...0...0000βpbfsT000β1cfsD2s...βpcfsD2sD2sTcfsT) (22)
ψ1=diag(0-(vlksσsvPs)0...00) (23)
φ1212=(CsTcfsT(N11+...N1p)cfsCs00...00*afsT(N11+...N1p)afs+afsTvlksσsvPvafs-vlksσsvPsvlksσsvPvbfsβ1...vlksσsvPvbfsβp0**2β1D1sTcfsTN21β1cfsD1s000***.........****2βpD1sTcfsTN2pβpcfsD1s0*****0) (24)
Γ2=(vluksσsvPv) (25)
ψ2=diag(0-(vluksσsvPs)0...00) (26)
φ1222=(CsTcfsT(N11+...N1p)cfsCs00...00*afsT(N11+...N1p)afs+afsTvluksσsvPvafs-vluksσsvPsvluksPvbfsβ1...vluksPvbfsβp0**2β1D1sTcfsTN21β1cfsD1s+000***.........****2βpD1sTcfsTN2pβpcfsD1s0*****0) (27)
φ21=diag((vlksσsvSv)(vlksσsvSv)-vlksσsvSv...-vlksσsvSv0) (28)
φ22=vluksσsvdiag(SvSv-N...-NI) (29)
Γ3=i=1pτi(vlksσsvMv) (30)
φ312=diag(-i=1pτi(vlksσsvMs)00...00) (31)
φ314=diag(-i=1pτi(vluksMs)00...00) (32)
φ315=vluksσsvdiag(i=1pτiAsT0τ1β1B1sT...τpβpB1sT0)Mvdiag(i=1pτiAs0τ1B1sβ1...τpB1sβp0) (33)
φ316=diag(i=1pτiAsT0τ1β1B1sT...τpβpB1sTi=1pτi(p+1)B2sT)diag(N11+...N1p+N1w0N21+N1w...N2p+N1w(p+1)N2w)diag(i=1pτiAs0τ1β1B1s...τpβpB1si=1pτi(p+1)B2s) (34)
Γ3=i=1pτi(vlksσsvMv) (35)
ψ3=diag(0-(vlksσsvMs)0...00) (36)
φ4=diag(Ξ1Ξ2) (37)

Where

Ξ1=(MsTMs-MsTMfs*MfsTMfs)Ξ2=diag(0...0-γ2) (38)

φ3212 can be written as

ϕ3212=(CsTcfsT(N11+...N1p)cfsCs00...00*afsT(N11+...N1p)afs+afsTi=1pτivlksσsvMvafsi=1pτivlksσsvMsτ1vlksσsvPvbfsβ1...τpvlksσsvMvbfsβp0**2τ1β1D1sTcfsTN21β1cfsD1s000***.........****2τpβpD1sTcfsTN2pβpcfsD1s0*****0) (39)

Where

Γ4=i=1pτi(vluksσsvMv) (40)
ψ4=diag(0-(vluksσsvPs)0...00) (41)
ϕ1212=(CsTcfsT(N11+...N1p)cfsCs00...00*afsT(N11+...N1p)afs+afsTi=1pτivluksσsvMvafsi=1pτivluksσsvMsτ1Mvbfsβ1...τpMvbfsβp0**2τ1β1D1sTcfsTN21β1cfsD1s000***.........****2τpβpD1sTcfsTN2pβpcfsD1s0*****0) (42)
φ331=(0-i=1pτiCsTcfsTvlksσsvPv0000*-i=1pτivlksσsvPvafs-τ1vlksσsvPv[bfsβ1+cfsD1sβ1]...-τpvlksσsvPv[bfsβp+cfsD1sβp]i=1pτivlksσsvPvcfsD2s**0000***...00****00*****0) (43)
φ332=(0-i=1pτiCsTcfsTvluksPv0000*-i=1pτivluksPvafs-τ1vluksPv[bfsβ1+cfsD1sβ1]...-τpvluksPv[bfsβp+cfsD1sβp]i=1pτivluksPvcfsD2s**0000***...00****00*****0) (44)

Proof. Define Lyapunov function as

V(k)=ζT(k)Psζ(k) (45)
V(x(k),k)=V1+V2+V3,V1=ζT(k)Psζ(k),V2=i=1pi=k-τik-1ζT(i)(slσsvSv)ζ(i),V3=j=1qi=-τj-1m=k+ik-1δT(m)(slσsvMv)δ(m)δ(m)=ζ(m+1)-ζ(m) (46)

Pv are the different symmetric matrices determined by transition matrices.

Define

ζT(k)=(xT(k)xT(k)) (47)

The forward difference of Lyapunov function can be written as

E{ΔV1(k)}=E{ΔV11(k)+ΔV12(k)},E{ΔV11(k)}=E{xT(k+1)vlksσsvPvx(k+1)-xT(k)vlksσsvPsx(k)}E{ΔV12(k)}=E{xT(k+1)vlksσsvPvx(k+1)-xT(k)vlksσsvPsx(k)} (48)

ΔV11 can be expressed as

ΔV11=E[ΔV11(x(k))]=xT(k)AsT(vlksσsvPv)Asx(k)+2xT(k)AsT(vlksσsvPv)i=1pβiB1sx(k-τi)+2xT(k)AsT(vlksσsvPv)B2sw(k)+2i=1pβixT(k-τi)B1sT(vlksσsvPv)B2sw(k)i=1pβixT(k-τi)×B1sT(vlksσsvPv)βiB1sx(k-τi)+wT(k)B2sT(vlksσsvPv)B2sw(k)-xT(k)(vlksσsvPs)x(k) (49)

Define

ΠwT=(xT(k)xT(k)xT(k-τ1)...xT(k-τp)ωT(k)) (50)

ΔV11 can be written as

ΔV11=ΠwT(φ111+φ112+φ113+φ114)Πw (51)

Where

φ311=(AsT(vlksσsvPv)As0AsT(vlksσsvPv)β1B1s...AsT(vlksσsvPv)βpB1sAsT(vlksσsvPv)B2s*00...00**β1B1sT(vlksσsvPv)B1sβ100β1B1sT(vlksσsvPv)B2s***...0...****βpB1sT(vlksσsvPv)B1sβpβpB1sT(vlksσsvPv)B2s*****B2sT(vlksσsvPv)B2s) (52)
φ113=(AsT(vluksσsvPv)As0AsT(vluksσsvPv)β1B1s...AsT(vluksσsvPv)βpB1sAsT(vluksσsvPv)B2s*00...00**β1B1sT(vluksσsvPv)B1sβ100β1B1sT(vluksσsvPv)B2s***...0...****βpB1sT(vluksσsvPv)B1sβpβpB1sT(vluksσsvPv)B2s*****B2sT(vluksσsvPv)B2s) (53)

φ112,φ114 are the same as the terms in Theorem 1.

φ111 can be written as

φ111=Φ1TΓ1Φ1 (54)

Where

Φ1T,Γ1 are the same as the terms in Theorem 1.

Define

(N11-vluksσsvPv*N21)0 (55)

we can get

(xT(k)AsTxT(k-τ1)β1B1sT)(N11-vluksσsvPv*N21)(Asx(k)β1B1sx(k-τ1))0 (56)

It can be expressed as

2xT(k)AsT(vluksσsvPv)β1B1sx(k-τ1)xT(k)AsTN11Asx(k)+xT(k-τ1)β1B1sTN21β1B1sx(k-τ1) (57)

Define

(N1p-vluksσsvPv*N2p)0 (58)

We can obtain

2xT(k)AsT(vluksσsvPv)βpB1sx(k-τp)xT(k)AsT,N1pAsx(k)+xT(k-τp)βpB1sTN2pβpB1sx(k-τp) (59)

According to Eqs. (55) and (57)

2xT(k)AsT(vluksσsvPv)β1B1sx(k-τ1)+2xT(k)AsT(vluksσsvPv)βpB1sx(k-τp)ΠwTdiag×(AsTN11+...N1pAs0β1B1sTN21β1B1s...βpB1sTN2pβpB1s0)Πw (60)

Suppose

(N1w-(vluksσsvPv)*N2w)0 (61)

From

(xT(k)AsTwT(k)B2sT)(N1w-(vluksPv)*N2w)(Asx(k)B2sw(k))0 (62)

We can get

2xT(k)AsTvluksσsvPvB2sw(k)xT(k)AsTN1wAsx(k)+wT(k)B2sTN2wB2sw(k) (63)

With the similar computation

(xT(k-τ1)β1B1sTwT(k)B2sT)(N1w-(vluksPv)*N2w)(β1B1sx(k-τ1)B2sw(k))0(xT(k-τp)βpB1sTwT(k)B2sT)(N1w-(vluksPv)*N2w)(βpB1sx(k-τp)B2sw(k))0 (64)

Then

φ113φ115+φ116 (65)

Where φ115,φ116 can be written as the terms in Theorem 1.

ΔV12 can be written in the form of

ΔV12=E{xT(k+1)vlσsvPvx(k+1)-xT(k)vlσsvPsx(k)}={xT(k)afsT+i=1pxT(k-τi)βibfsT+[xT(k)CsT+i=1pxT(k-τi)βiD1sT+ωT(k)D2sT]cfsT}vlσsvPv{afsx(k)+i=1pbfsβix(k-τi)+cfs[Csx(k)+D1sβii=1px(k-τi)+D2sω(k)]}-xT(k)vlσsvPsx(k)=ΔV121+ΔV122+ΔV123 (66)

ΔV121 can be written as

={xT(k)afsTvlσsvPvafsx(k)+xT(k)afsTvlσsvPvi=1pbfsβix(k-τi)+xT(k)afsTvlσsvPvcfsCsx(k)+xT(k)afsTvlσsvPvcfsD1sβi×i=1px(k-τi)+xT(k)afsTvlσsvPvcfsD2sω(k)-xT(k)vlσsvPsx(k)} (67)

ΔV122 can be written as

{i=1pxT(k-τi)βibfsTvlσsvPvafsx(k)+i=1pxT(k-τi)βibfsTvlσsvPvi=1pbfsβix(k-τi)+i=1pxT(k-τi)βibfsTvlσsvPvcfsCsx(k)+i=1pxT(k-τi)βibfsTvlσsvPvcfsD1sβii=1px(k-τi)+i=1pxT(k-τi)βibfsTvlσsvPvcfsD2sω(k)} (68)

ΔV123 can be expressed as

xT(k)CsTcfsTvlσsvPv{afsx(k)+i=1pbfsβix(k-τi)+cfs[Csx(k)+D1sβii=1px(k-τi)+D2sω(k)]}+ωT(k)D2sTcfsTvlσsvPvcfsD2sω(k) (69)

ΔV12 can be written as

ΔV12=ΠTφ121Π+ΠTφ122Π (70)

Where

ϕ121=(CsTcfsTvlksσsvPvcfsCsCsTcfsTvlksσsvPvafsCsTcfsTvlksσsvPv(bfs(β1+cfsD1sβ1))...CsTcfsTvlksσsvPvbfsβp+cfsD1sβpCsTcfsTvlksσsvPvcfsD2s*afsTvlksσsvPvafsvlksσsvPsvlksσsvPvbfsβ1+afsTvlksσsvPvcfsD1sβ1...vlksσsvPvbfsβp+afsTvlksσsvPvcfsD1sβpafsTvlksσsvPvcfsD2s**β1bfsTvlksσsvPvbfsβ1+β1bfsTvlksσsvPvcfsD1sβ1...0β1bfsTvlksσsvPvcfsD2s***...0...****βpbfsTvlksσsvPvbfsβp+βpbfsTvlksσsvPvcfsD1sβpβpbfsTvlksσsvPvcfsD2s*****D2sTcfsTvlksσsvPvcfsD2s) (71)
ϕ122=(CsTcfsTvluksσsvPvcfsCsCsTcfsTvluksσsvPvafsCsTcfsTvluksσsvPv(bfs(β1+cfsD1sβ1))...CsTcfsTvluksσsvPvbfsβp+cfsD1sβpCsTcfsTvluksσsvPvcfsD2s*afsTvluksσsvPvafsvluksσsvPsvluksσsvPvbfsβ1+afsTvluksσsvPvcfsD1sβ1...vluksσsvPvbfsβp+afsTvluksσsvPvcfsD1sβpafsTvluksσsvPvcfsD2s**β1bfsTvluksσsvPvbfsβ1+β1bfsTvluksσsvPvcfsD1sβ1...0β1bfsTvluksσsvPvcfsD2s***...0...****βpbfsTvluksσsvPvbfsβp+βpbfsTvluksσsvPvcfsD1sβpβpbfsTvluksσsvPvcfsD2s*****D2sTcfsTvluksσsvPvcfsD2s) (72)

φ121 can be expressed as

φ121=φ1211+φ1212 (73)
φ1211=(CsTcfsTvlksσsvPvcfsCsCsTcfsTvlksσsvPvafsCsTcfsTvlksσsvPvbfsβ1...CsTcfsTvlksσsvPvbfsβpCsTcfsTvlksσsvPvcfsD2s000...00*0β1bfsTvlksσsvPvbfs...0β1bfsTvlksσsvPvcfsD2s*0*...0...*0**βpbfsTvlksσsvPvbfsβpbfsTvlksσsvPvcfsD2s*****D2sTcfsTvlksσsvPvcfsD2s) (74)

φ1211 can be written as

φ1211=Φ2TΓ1Φ2+ψ1 (75)

φ1212 can be written as

φ1212=(0...CsTcfsTvlksσsvPvcfsD1sβ1...CsTcfsTvlksσsvPvcfsD1sβp0*afsTvlksσsvPvafs-vlksσsvPsvlksσsvPvbfsβ1+afsTvlksσsvPvcfsD1sβ1...vlksσsvPvbfsβp+afsTvlksσsvPvcfsD1sβp0**β1bfsTvlksσsvPvcfsD1s000***.........****βpbfsTvlksσsvPvcfsD1s0*****0) (76)

According to 2aba2+b2 , we can get

β1bfsTvlksσsvPvcfsD1s12[β1bfsTvlksσsvPvbfs+β1D1sTcfsTvlksσsvPvcfsD1s]βpbfsTvlksσsvPvcfsD1s12[βpbfsTvlksσsvPvbfs+βpD1sTcfsTvlksσsvPvcfsD1s] (77)

Suppose that

(N11-vluksσsvPv*N21)0 (78)

According to

(xT(k)CsTcfsTxT(k-τ1)β1D1sTcfsT)(N11-vluksσsvPv*N21)(cfsCsx(k)cfsD1sβ1x(k-τ1))0 (79)
2xT(k)CsTcfsT(vluksσsvPv)cfsD1sβ1x(k-τ1)xT(k)CsTcfsT,N11cfsCsx(k)+xT(k-τ1)β1D1sTcfsTN21β1cfsD1sx(k-τ1) (80)
(N1p-vluksσsvPv*N2p)0 (81)
(xT(k)CsTcfsTxT(k-τp)βpD1sTcfsT)(N1p-vluksσsvPv*N2p)(cfsCsx(k)cfsD1sβpx(k-τ1))0 (82)
2xT(k)CsTcfsT(vluksσsvPv)cfsD1sβpx(k-τp)xT(k)CsTcfsT,N1pcfsCsx(k)+xT(k-τp)βpD1sTcfsTN2pβpcfsD1sx(k-τp) (83)

Suppose

(N1p-vluksσsvPv*N2p)0 (84)
(xT(k)afsTxT(k-τ1)β1D1sTcfsT)(N11-vluksσsvPv*N21)(afsx(k)cfsD1sβ1x(k-τ1))0(xT(k)afsTxT(k-τp)βpD1sTcfsT)(N1p-vluksσsvPv*N2p)(afsx(k)cfsD1sβpx(k-τp))0 (85)
2xT(k)afsT(vluksσsvPv)cfsD1sβpx(k-τp)xT(k)afsT,N1pafsx(k)+xT(k-τp)βpD1sTcfsTN2pβpcfsD1sx(k-τp) (86)
(CsTcfsT(N11+...N1p)cfsCs......0*afsT(N11+...N1p)afs+afsTvlksσsvPvafs-vlksσsvPsvlksσsvPvbfsβ1...vlksσsvPvbfsβp0**2β1D1sTcfsTN21β1cfsD1s000***.........****2βpD1sTcfsTN2pβpcfsD1s0*****0) (87)

φ1221 can be written as

φ1221=Φ3TΓ2Φ3+ψ2 (88)

Where φ1222,Φ3T,Γ2,ψ2 are the same as the terms in Theorem 1.

The forward difference of V2 can be written in the form of

ΔV2[i=1pxT(k)(vlksσsvSv)x(k)+i=1pxT(k)(vluksσsvSv)x(k)][i=1pxT(kτi)(vlksσsvSv)x(kτi)+i=1pxT(kτi)(vluksσsvSv)x(kτi)]+[i=1pxT(k)(vlksσsvSv)x(k)+i=1pxT(k)(vluksσsvSv)x(k)]=wTϕ2ww=wT(ϕ21+ϕ22)w (89)

Where φ21,φ22 are the same as the terms in Theorem 1.

The forward differential of V3 can be expressed in the form of

ΔV3=ΔV31+ΔV32

ΔV31,ΔV32 can be written as ΔV31=ΔV311+ΔV312,ΔV32=ΔV321+ΔV322.

ΔV3=i=1pi=-τi-1{δT(k)(vlσsvMv)δ(k)-δT(k+i)(vlσsvMv)δ(k+i)} (90)

Where

ΔV311=i=1pτixT(k+1)(vlσsvMv)x(k+1)-i=1pτi[xT(k)(vlσsvMv)x(k) (91)
ΔV312=-i=1pτi[xT(k+1)(vlσsvMv)x(k)-i=1pτi[xT(k)(vlσsvMv)x(k+1)-i=1p[x(k)-x(k-τi)]T(vlσsvMv)[x(k)-x(k-τi)] (92)
ΔV321=i=1pτixT(k+1)(vlσsvMv)x(k+1)-i=1pτixT(k)(vlσsvMv)x(k) (93)
ΔV322=-i=1pτi[xT(k+1)(vlσsvMv)x(k)-i=1pτi[xT(k)(vlσsvMv)x(k+1)-i=1p[x(k)-x(k-τi)]T(vlσsvMv)[x(k)-x(k-τi)]-i=1pτi[xT(k+1)(vlσsvMv)x(k)-i=1pτi[xT(k)(vlσsvMv)x(k+1) (94)

ΔV31 can be written as

ΔV31=ΠT(φ311+φ312+φ313+φ314)Π (95)

Where

φ311=(i=1pτiAsT(vlksσsvMv)As0i=1pτiAsT(vlksσsvMv)β1B1s...i=1pτiAsT(vlksσsvMv)βpB1s*00...0**τ1β1B1sT(vlksσsvMv)B1sβ100***...0****τpβpB1sT(vlksσsvMv)B1sβp) (96)
φ313=(i=1pτiAsT(vluksσsvMv)As0i=1pτiAsT(vluksσsvMv)β1B1s...i=1pτiAsT(vluksσsvMv)βpB1s*00...0**τ1β1B1sT(vluksσsvMv)B1sβ100***...0****τpβpB1sT(vluksσsvMv)B1sβp) (97)

φ312,φ314 are the same as the terms in Theorem 1

ΔV32 can be written in the form of

ΔV32=i=1pτiE{xT(k+1)vlσsvMvx(k+1)-xT(k)vlσsvMsx(k)}={xT(k)afsT+i=1pxT(k-τi)βibfsT+[xT(k)CsT+i=1pxT(k-τi)βiD1sT]cfsT}vlσsvPv{afsx(k)+i=1pbfsβix(k-τi)+cfs[Csx(k)+D1sβii=1px(k-τi)]}-xT(k)vlσsvPsx(k) (98)

ΔV32 can be written as

ΔV321=ΠTφ321Π+ΠTφ322Π (99)

Where

ϕ321=(i=1pτiCsTcfsTvlksσsvMvcfsCsCsTcfsTvlksσsvMvafsτ1[CsTcfsTvlksσsvPv(bfsβ1+cfsD1sβ1)]...τp[CsTcfsTvlksσsvMv(bfsβp+cfsD1sβp)]*i=1pτi[afsTvlksσsvMvafsvlksσsvMs]τ1[vlksσsvPvbfsβ1+afsTvlksσsvMvcfsD1sβ1]...τp[vlksσsvMvbfsβp+afsTvlksσsvMvcfsD1sβp]**τ1[β1bfsTvlksσsvPvbfsβ1+β1bfsTvlksσsvMvcfsD1sβ1]...0***...0****τp[βpbfsTvlksσsvMvbfsβp+βpbfsTvlksσsvMvcfsD1sβp]) (100)
ϕ322=(i=1pτiCsTcfsTvluksσsvMvcfsCsCsTcfsTvluksσsvMvafsτ1[CsTcfsTvluksσsvPv(bfsβ1+cfsD1sβ1)]...τp[CsTcfsTvluksσsvMv(bfsβp+cfsD1sβp)]*i=1pτi[afsTvluksσsvMvafsvluksσsvMs]τ1[vluksσsvPvbfsβ1+afsTvluksσsvMvcfsD1sβ1]...τp[vluksσsvMvbfsβp+afsTvluksσsvMvcfsD1sβp]**τ1[β1bfsTvluksσsvPvbfsβ1+β1bfsTvluksσsvMvcfsD1sβ1]...0***...0****τp[βpbfsTvluksσsvMvbfsβp+βpbfsTvluksσsvMvcfsD1sβp]) (101)
ΔV322-i=1pτi[xT(k+1)(vlσsvMv)x(k)-i=1pτi[xT(k)(vlσsvMv)x(k+1)=-i=1pτi{xT(k)afsT+i=1pxT(k-τi)βibfsT+[xT(k)CsT+i=1pxT(k-τi)βiD1sT+ωT(k)D2sT]cfsT}×vlσsvPvx(k)-i=1pτixT(k)vlσsvPv{afsx(k)+i=1pbfsβix(k-τi)+cfs[Csx(k)+D1sβii=1px(k-τi)+D2sω(k)]}=ΠTφ323Π+ΠTφ324Π (102)

φ331,φ332 are the same as the terms in Theorem 1

Ω=φ11+φ12+φ21+φ22+φ31+φ32+φ33=φ111+φ112+φ114+φ115+φ116+φ1211+φ1212+φ1221+φ1222+φ311+φ312+φ314+φ315+φ316+φ3211+φ3212+φ3221+φ3222+φ331+φ332=Φ1TΓ1Φ1+φ112+φ114+φ115+φ116+Φ2TΓ1Φ2+ψ1+φ1212+Φ2TΓ2Φ2+ψ2+φ1222+Φ1TΓ3Φ1+φ312+φ314+φ315+φ316+Φ2TΓ4Φ2+ψ3+φ3212+Φ2TΓ4Φ2+ψ3+φ3222+φ331+φ332<0 (103)

z~(k) can be written as

z~(k)=(Ms-Mfs)(x(k)x(k)) (104)
[Msx(k)-Mfsx(k)]T[Msx(k)-Mfsx(k)]-γ2ωT(k)ω(k)<0 (105)
xT(k)MsTMsx(k)-2xT(k)MsTMfsx(k)+xT(k)MfsTMfsx(k)-γ2ωT(k)ω(k)<0 (106)
diag(Ξ1Ξ2)Ξ1=(MsTMs-MsTMfs*MfsTMfs)Ξ2=diag(0...0-γ2) (107)
-γ2<ɛI
Ξ=Ω+diag(Ξ1Ξ2)<0 (108)
z~(k)<γω(k)
Φ1TΓ1Φ1+φ112+φ114+φ115+φ116+Φ2TΓ1Φ2+ψ1+φ1212+Φ2TΓ2Φ2+ψ2+φ1222+Φ1TΓ3Φ1+φ312+φ314+φ315+φ316+Φ2TΓ3Φ2+ψ3+φ3212+Φ2TΓ4Φ2+ψ3+φ3222+φ331+φ332<0 (109)

It can be expressed as

ζT(k)Ξζ(k)<0 (110)

If Ξ<0 , that is ΔV<0 , then system (8) is GUAS.

Remark 1. Ξ<0 is not a LMI. Iterative methods are proposed to deal with it. The method can be stated as follows:

Theorem 2. System (8) is GUAS, if there exist a filter The filter can be designed as follows

Define

Ξ=ϕ(afs,bfs,cfs,Ps,Pv,N,Mv,Ms,Sv,N11,...N1p,N1w,N21,...N2p,N2w) (111)

Λ is the maximum eigenvalue of the matrix

First Given k=0,(Ps,Pv,Ms,Mv)=(Ps(0),Pv(0),Ms(0),Mv(0))>0

Then k=k+1 The solution to the MinΛafs,bfs,cfs(Ξ=ϕ(afs,bfs,cfs,Ps(k-1),Pv(k-1),Ms(k-1),Mv(k-1)))

Can be written as (afs(k),bfs(k),cfs(k))=afs,bfs,cfs

Then according to MinΛPs,Pv,Ms,Mv(Ξ=ϕ(afs(k),bfs(k),cfs(k),Ps,Pv,Ms,Mv)) we can get Ps(k),Pv(k),Ms(k),Mv(k)=Ps,Pv,Ms,Mv

IF Ξ=ϕ(afs(k),bfs(k),cfs(k),Ps(k-1),Pv(k),Ms(k),Mv(k))<0 or Ξ=ϕ(afs(k-1),bfs(k-1),cfs(k-1),Ps(k-1),Pv(k-1),Ms(k-1),Mv(k-1))<0

The filters afs,bfs,cfs, can be derived from this method. Then the minimum γ disturbance rejection feature can be gained consequently.

In this section, we use an example to illustrate the result proposed in this paper. The controlled plant is written in the form of four different Markovian chains.

1.{x(k+1)=(200.71.1)x(k)+(12)[i=14λ{Tm=τi)x(k-τi)]+(12)w(k)z(k)=[0.5-1]x(k)2.{x(k+1)=(0.302.43.9)x(k)+(-1.10.8)[i=14λ{Tm=τi)x(k-τi)]+(-1.10.8)w(k)z(k)=[5-2.3]x(k)3.{x(k+1)=(2.10.80.7-1.1)x(k)+(10.2)[i=14λ{Tm=τi)x(k-τi)]+(-1.52.3)w(k)z(k)=[-1.32.5]x(k)4.{x(k+1)=(0.30-0.211.4)x(k)+(3.8-2.5)[i=14λ{Tm=τi)x(k-τi)]+(3.8-2.5)w(k)z(k)=[3.21.7]x(k)

The state transition matrix with partly unknown transition probabilities is supposed to be

(!0.2!0.30!0.2!0.4!0.3!!0.20.4!)

The networked induced delay and its probabilities are

Prob(τ1 = 1) = β1 = 0.2, Prob(τ2 = 2) = β2 = 0.4, Prob(τ3 = 3) = β3 = 0.1, Prob(τ4 = 4) = β4 = 0.3.

The initial state of this system is [1,−0.5]T, [0.6, −0.8] T [1.5, −0.9] T [−0.7,0.5] T the disturbance signal is a Gauss white noise.

af1=(12.819.255.23-2.35),bf1=(6.29-1.47),cf1=(-1.837.71123.960.75);af2=(3.919.8110.37-3.61),bf2=(1.098.28),cf2=(0.795.19a21-8.01);af3=(2.38a12-2.0372.11),bf3=(78.812.72),cf3=(-1.92-0.0323.71-5.50);af4=(9.155.49-2.1311.26),bf4=(4.641.05),cf4=(1.388.53-0.294.76)

The error between practical state value and its estimation of two modes can be expressed in Figs. 1 and 2 by this filter.

Fig. 1.

Fig. 1

The error between x(k) and estimation of mode 1

Fig. 2.

Fig. 2

The error between x(k) and estimation of mode 2

The error between practical state value and its estimation of modes 3 and 4 can be gotten

4. Conclusion

The problem of H filtering is investigated which time delays and packet dropouts are considered simultaneously in NCS. Unlike with upper bounded or lower bounded to stand for all the time delays, the occurrence probability of each time delay is considered. The packet dropouts have the Bernoulli distributions. Markovian jump linear systems with partly unknown transition probability are adopted to model the system. A filter is designed to estimate the practical state with H feature. The estimation problem is cast into a set of linear matrix inequalities. An example is provided to illustrate the effectiveness and applicability of the proposed method. Further study will be focused on H control for stochastic time delays and dropouts in networked control systems by partly unknown transition probabilities of Markovian chains.

Acknowledgment

This paper is partly supported by the National Science Foundation of China (61025016, 61034008, 11072144).

Contributor Information

Chenyu Guo, e-mail: cyguo@sjtu.edu.cn.

Weidong Zhang, e-mail: wdzhang@sjtu.edu.cn, , Department of Automation, Shanghai Jiao Tong University, and, Key Laboratory of System Control and, Information Processing, Ministry of Education of China, Shanghai 200240, People's Republic of China.

References

  • [1]. Walsh, G. C. , and Ye, H. , 2001, “Scheduling of Networked Control Systems,” IEEE Control Syst., 21(1), pp. 57–65 10.1109/37.898792 [Google Scholar]
  • [2].Antsaklis, P., and Baillieul, J., 2004, “Special Issue on Networked Control Systems,” IEEE Trans. Autom. Control, 49(9), pp. 1421–142310.1109/TAC.2004.835210 [Google Scholar]
  • [3].Huang, D., and Nguang, S. K., 2008, “State Feedback Control of Uncertain Networked Control Systems With Random Time Delays,” IEEE Trans. Autom. Control, 53(3), pp. 829–83410.1109/TAC.2008.919571 [Google Scholar]
  • [4]. Hu, S. , and Zhu, Q. , 2003, “Stochastic Optimal Control and Analysis of Stability of Networked Control Systems With Long Delay,” Automatica, 39(11), pp. 1877. –1884. 10.1016/S0005-1098(03)00196-1 [Google Scholar]
  • [5].Liu, M., Ho, D. W. C., and Niu, Y., 2009, “Stabilization of Markovian Jump Linear System Over Networks With Random Communication Delay,” Automatica, 45(2), pp. 416–42110.1016/j.automatica.2008.06.023 [Google Scholar]
  • [6].Gao, H., Wu, J., and Shi, P., 2009, “Robust Sampled-Data H∞ Control With Stochastic Sampling,” Automatica, 45(7), pp. 1729–173610.1016/j.automatica.2009.03.004 [Google Scholar]
  • [7].Dačić, D. B., and Nešić, D., 2007, “Quadratic Stabilization of Linear Networked Control Systems via Simultaneous Protocol and Controller Design,” Automatica, 43(7), pp. 1145–115510.1016/j.automatica.2006.12.027 [Google Scholar]
  • [8].Hu, S., and Yan, W.-Y., 2007, “Stability Robustness of Networked Control Systems With Respect to Packet Loss,” Automatica, 43(7), pp. 1243–124810.1016/j.automatica.2006.12.020 [Google Scholar]
  • [9].Xiong, J., and Lam, J., 2007, “Stabilization of Linear Systems Over Networks With Bounded Packet Loss,” Automatica, 43(1), pp. 80–8710.1016/j.automatica.2006.07.017 [Google Scholar]
  • [10].Ling, Q., and Lemmon, M. D., 2004, “Power Spectral Analysis of Networked Control Systems With Data Dropouts,” IEEE Trans. Autom. Control, 49(6), pp. 955–95910.1109/TAC.2004.829612 [Google Scholar]
  • [11].Zhang, W.-A., and Yu, L., 2007, “Output Feedback Stabilization of Networked Control Systems With Packet Dropouts,” IEEE Trans. Autom. Control, 52(9), pp. 1705–171010.1109/TAC.2007.904284 [Google Scholar]
  • [12].Sahebsara, M., Chen, T., and Shah, S. L., 2008, “Optimal H∞ Filtering in Networked Control Systems With Multiple Packet Dropouts,” Syst. Control Lett., 57(9), pp. 696–70210.1016/j.sysconle.2008.01.011 [Google Scholar]
  • [13].Malyavej, V., and Savkin, A. V., 2005, “The Problem of Optimal Robust Kalman State Estimation via Limited Capacity Digital Communication Channels,” Syst. Control Lett., 54(3), pp. 283–29210.1016/j.sysconle.2004.08.013 [Google Scholar]
  • [14].Lee, K. H., and Huang, B., 2008, “Robust H2 Optimal Filtering for Continuous-Time Stochastic Systems With Polytopic Parameter Uncertainty,” Automatica, 44(10), pp. 2686–269010.1016/j.automatica.2008.02.025 [Google Scholar]
  • [15].Gao, H., Meng, X., and Chen, T., 2008, “A Parameter-Dependent Approach to Robust H∞ Filtering for Time-Delay Systems,” IEEE Trans. Autom. Control, 53(10), pp. 2420–242510.1109/TAC.2008.2007544 [Google Scholar]
  • [16]. Zhang, J., Xia, Y., and Shi, P., 2009, “Parameter-Dependent Robust H∞ Filtering for Uncertain Discrete-Time Systems,” Automatica, 45(2), pp. 560–56510.1016/j.automatica.2008.09.005 [Google Scholar]
  • [17].García-Rivera, M., and Barreiro, A., 2007, “Analysis of Networked Control Systems With Drops and Variable Delays,” Automatica, 43(12), pp. 2054–205910.1016/j.automatica.2007.03.027 [Google Scholar]
  • [18].Zhang, W.-A., and Yu, L., 2008, “Modelling and Control of Networked Control Systems With Both Network-Induced Delay and Packet-Dropout,” Automatica, 44(12), pp. 3206–321010.1016/j.automatica.2008.09.001 [Google Scholar]
  • [19].Zhang, L., and Boukas, E., 2009, “Stability and Stabilization of Markovian Jump Linear Systems With Partly Unknown Transition Probabilities,” Automatica, 45(2), pp. 463–46810.1016/j.automatica.2008.08.010 [Google Scholar]
  • [20]. Dong, H. , Wang, Z. , and Gao, H. , 2010, “Observer-Based H∞ Control for Systems With Repeated Scalar Nonlinearities and Multiple Packet Losses,” Int. J. Robust Nonlinear Control, 20(12), pp. 1363–137810.1002/rnc.1519 [Google Scholar]
  • [21].Gao, H., Meng, X., and Chen, T., 2008, “Stabilization of Networked Control Systems With a New Delay Characterization,” IEEE Trans. Autom. Control, 53(9), pp. 2142–214810.1109/TAC.2008.930190 [Google Scholar]
  • [22]. Yue, D. , and Han, Q.-L. , 2005, “Delay-Dependent Robust H∞ Controller Design for Uncertain Descriptor Systems With Time-Varying Discrete and Distributed Delays,” IEE Proc.: Control Theory Appl., 152(6), pp. 628–63810.1049/ip-cta:20045293 [Google Scholar]
  • [23]. Yue, D. , and Han, Q.-L. , 2005, “Delay-Dependent Exponential Stability of Stochastic Systems With Time-Varying Delay, Nonlinearity, and Markovian Switching,” IEEE Trans. Autom. Control, 50(2), pp. 217–22210.1109/TAC.2004.841935 [Google Scholar]
  • [24]. Yue, D. , and Han, Q.-L. , 2004, “Robust H∞ Filter Design of Uncertain Descriptor Systems With Discrete and Distributed Delays,” IEEE Trans. Signal Process., 52(11), pp. 3200–321210.1109/TSP.2004.836535 [Google Scholar]
  • [25]. Yue, D. , 2004, “Robust Stabilization of Uncertain Systems With Unknown Input Delay,” Automatica, 40(2), pp. 331–33610.1016/j.automatica.2003.10.005 [Google Scholar]
  • [26]. Yue, D. , and Lam, J. , 2004, “Reliable Memory Feedback Design for a Class of Non-Linear Time-Delay Systems,” Int. J. Robust Nonlinear Control, 14(1), pp. 39–6010.1002/rnc.875 [Google Scholar]
  • [27]. Dong, H. , Wang, Z. , Ho, D. W. C. , and Gao, H. , 2010, “Robust H∞ Fuzzy Output-Feedback Control With Multiple Probabilistic Delays and Multiple Missing Measurements,” IEEE Trans. Fuzzy Syst., 18(4), pp. 712–72510.1109/TFUZZ.2010.2047648 [Google Scholar]
  • [28]. Wang, Z. , Ho, D. W. C. , Dong, H. , and Gao, H. , 2010, “Robust calH∞ Finite-Horizon Control for a Class of Stochastic Nonlinear Time-Varying Systems Subject to Sensor and Actuator Saturations,” IEEE Trans. Autom. Control, 55(7), pp. 1716–172210.1109/TAC.2010.2047033 [Google Scholar]
  • [29]. Wang, Y. , Wang, Z. , and Liang, J. , 2010, “On Robust Stability of Stochastic Genetic Regulatory Networks With Time Delays: A Delay Fractioning Approach,” IEEE Trans. Syst., Man, Cybern., Part B: Cybern., 40(3), pp. 729–74010.1109/TSMCB.2009.2026059 [DOI] [PubMed] [Google Scholar]
  • [30]. Dong, H. , Wang, Z. , Ho, D. W. C. , and Gao, H. , 2010, “Variance-Constrained calH∞ Filtering for a Class of Nonlinear Time-Varying Systems With Multiple Missing Measurements: The Finite-Horizon Case,” IEEE Trans. Signal Process., 58(5), pp. 2534–254310.1109/TSP.2010.2042489 [Google Scholar]
  • [31]. Shen, B. , Wang, Z. , and Hung, Y. S. , 2010, “Distributed H∞-Consensus Filtering in Sensor Networks With Multiple Missing Measurements: The Finite-Horizon Case,” Automatica, 46(10), pp. 1682–168810.1016/j.automatica.2010.06.025 [Google Scholar]
  • [32]. Dong, H. , Wang, Z. , and Gao, H. , 2010, “Robust H∞ Filtering for a Class of Nonlinear Networked Systems With Multiple Stochastic Communication Delays and Packet Dropouts,” IEEE Trans. Signal Process., 58(4), pp. 1957–196610.1109/TSP.2009.2038965 [Google Scholar]
  • [33]. Wang, Z. , Liu, Y. , Wei, G. , and Liu, X. , 2010, “A Note on Control of a Class of Discrete-Time Stochastic Systems With Distributed Delays and Nonlinear Disturbances,” Automatica, 46(3), pp. 543–54810.1016/j.automatica.2009.11.020 [Google Scholar]
  • [34]. Wang, Z. , Wang, Y. , and Liu, Y. , 2010, “Global Synchronization for Discrete-Time Stochastic Complex Networks With Randomly Occurred Nonlinearities and Mixed Time Delays,” IEEE Trans. Neural Networks, 21(1), pp. 11–2510.1109/TNN.2009.2033599 [DOI] [PubMed] [Google Scholar]
  • [35]. Yang, H. , Shi, P. , Zhang, J. , and Qiu, J. , 2011, “Robust H∞ Filtering for a Class of Markovian Jump Systems With Time-Varying Delays Based on Delta Operator Approach,” Asian J. Control, 13(3), pp. 398–40710.1002/asjc.322 [Google Scholar]
  • [36]. Yang, H. , Xia, Y. , and Shi, P. , 2011, “Stabilization of Networked Control Systems With Nonuniform Random Sampling Periods,” Int. J. Robust Nonlinear Control, 21(5), pp. 501–52610.1002/rnc.1607 [Google Scholar]
  • [37]. Jiang, B. , Shi, P. , and Mao, Z. , 2011, “Sliding Mode Observer-Based Fault Estimation for Nonlinear Networked Control Systems,” Circuits, Syst., Signal Process., 30(1), pp. 1–1610.1007/s00034-010-9203-7 [Google Scholar]
  • [38]. Yin, Y. , Shi, P. , and Liu, F. , 2011, “Gain-Scheduled PI Tracking Control on Stochastic Nonlinear Systems With Partially Known Transition Probabilities,” J. Franklin Inst., 348(4), pp. 685–70210.1016/j.jfranklin.2011.01.011 [Google Scholar]
  • [39]. Luan, X. , Liu, F. , and Shi, P. , 2011, “Finite-Time Stabilization of Stochastic Systems With Partially Known Transition Probabilities,” ASME J. Dyn. Sys., Meas., Control, 133(1), p. 014504.10.1115/1.4002716 [Google Scholar]
  • [40]. Luan, X. , Liu, F. , and Shi, P. , 2010, “Finite-Time Filtering for Non-Linear Stochastic Systems With Partially Known Transition Jump Rates,” IET Control Theory Appl., 4(5), pp. 735–74510.1049/iet-cta.2009.0014 [Google Scholar]
  • [41]. Zhang, L. , Boukas, K. , and Shi, P. , 2009, “ H∞ Model Reduction for Discrete-Time Markov Jump Linear Systems With Partially Known Transition Probabilities,” Int. J. Control, 82(2), pp. 343–35110.1080/00207170802098899 [Google Scholar]
  • [42]. Nakura, G. , 2010, “Stochastic Optimal Tracking With Preview by State Feedback for Linear Discrete-Time Markovian Jump Systems,” Int. J. Innovative Comput., Inf. Control, 6(1), pp. 15–27 [Google Scholar]
  • [43]. Ding, Q. , and Zhong, M. , 2010, “On Designing H∞ Fault Detection Filter for Markovian Jump Linear Systems With Polytopic Uncertainties,” Int. J. Innovative Comput., Inf. Control, 6(3(A)), pp. 995–1004 [Google Scholar]
  • [44]. Xia, Y. , Zhu, Z. , and Mahmoud, M. S. , 2009, “ H 2 Control for Networked Control Systems With Markovian Data Losses and Delays,” ICIC Express Lett., 3(3(A)), pp. 271–276 [Google Scholar]
  • [45].Huang, C., Bai, Y., and Liu, X., 2010, “Robust H-infinity Output Feedback Control for a Class of Networked Cascade Control Systems With Uncertain Delays,” ICIC Express Lett., 4(1), pp. 231–238 [Google Scholar]
  • [46].Vesely, V., and Quang, T. N., 2010, “Robust Output Networked Control System Design,” ICIC Express Lett., 4(4), pp. 1399–1404 [Google Scholar]
  • [47].Dong, H., Wang, Z., Ho, D. W. C., and Gao, H., 2011, “Robust calH∞ Filtering for Markovian Jump Systems With Randomly Occurring Nonlinearities and Sensor Saturation: The Finite-Horizon Case,” IEEE Trans. Signal Process., 59(7), pp. 3048–305710.1109/TSP.2011.2135854 [Google Scholar]
  • [48]. Liang, J. , Wang, Z. , and Liu, X. , 2012, “Distributed State Estimation for Uncertain Markov-Type Sensor Networks With Mode-Dependent Distributed Delays,” Int. J. Robust Nonlinear Control, 22(3), pp. 331–34610.1002/rnc.1699 [Google Scholar]
  • [49]. Ma, L. , Wang, Z. , Bo, Y. , and Guo, Z. , 2011, “Finite-Horizon H 2/H Control for a Class of Nonlinear Markovian Jump Systems With Probabilistic Sensor Failures,” Int. J. Control, 84(11), pp. 1847–185710.1080/00207179.2011.627379 [Google Scholar]
  • [50]. Wang, Z. , Liu, Y. , and Liu, X. , 2010, “Exponential Stabilization of a Class of Stochastic System With Markovian Jump Parameters and Mode-Dependent Mixed Time-Delays,” IEEE Trans. Autom. Control, 55(7), pp. 1656–166210.1109/TAC.2010.2046114 [Google Scholar]
  • [51]. Zhang, L. X. , Boukas, E. K. , and Lam, J. , 2008, “Analysis and Synthesis of Markov Jump Linear Systems With Time-Varying Delays and Partially Known Transition Probabilities,” IEEE Trans. Autom. Control, 53(10), pp. 2458–246410.1109/TAC.2008.2007867 [Google Scholar]
  • [52]. Zhang, L. X. , and Boukas, E. K. , 2009, “Mode-Dependent H∞ Filtering for Discrete-Time Markovian Jump Linear Systems With Partly Unknown Transition Probabilities,” Automatica, 45(6), pp. 1462–146710.1016/j.automatica.2009.02.002 [Google Scholar]
  • [53]. Gao, H., You, J., Shi, P., Zhang, L., and Zhao, Y., 2011, “Stabilization of Continuous-Time Markov Jump Linear Systems With Defective Statistics of Modes Transitions,” The 18th IFAC World Congress, Milano, Italy, Aug. 28–Sept. 2.10.3182/20110828-6-IT-1002.01710 [Google Scholar]
  • [54]. Liu, H. P. , Ho, D. W. C. , and Sun, F. C. , 2008, “Design of H∞ Filter for Markov Jumping Linear Systems With Non-Accessible Mode Information,” Automatica, 44(10), pp. 2655–266010.1016/j.automatica.2008.03.011 [Google Scholar]

Articles from Journal of Dynamic Systems, Measurement, and Control are provided here courtesy of American Society of Mechanical Engineers

RESOURCES