Abstract and Applied Analysis

Volume 2014 (2014), Article ID 198616, 11 pages

http://dx.doi.org/10.1155/2014/198616

Research Article

Stochastic Finite-Time Performance Analysis of Continuous-Time Systems with Random Abrupt Changes

Bing Wang

School of Information and Electrical Engineering, Panzhihua University, Panzhihua, Sichuan 617000, China

Received 10 December 2013; Accepted 21 January 2014; Published 3 March 2014

Academic Editor: Zhengguang Wu

Copyright © 2014 Bing Wang. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract.

The problem of control performance analysis of continuous-time systems with random abrupt changes is concerned in this paper. By employing an augmented multiple mode-dependent Lyapunov-Krasovskii functional and using some integral inequalities, new sufficient conditions are obtained relating to finite-time bounded and an performance index. The finite-time control performance problem is solved and desired controller is given to ensure the system trajectory stays within a prescribed bound during a given time interval. At last, two numerical examples are provided to show that our results are less conservative than the existing ones.

1. Introduction

It is well known that Markovian jump systems were introduced when the physical models are always subject to random changes, which can be also regarded as a special class of hybrid systems because of the structures are subject to random abrupt changes [1]. In the recent years, there are a lot of people towards to Markovian jump systems for its widely applications, for example, target tracking, robotics, manufacturing systems, aircraft control, and power systems [2–4]. Markovian jump systems are regarded as a special class of stochastic systems which switches from one to another at different time in the finite operation modes. Many important topics have been studied for Markovian jumping systems such as stability, control synthesis, stabilization, and filter design [5–7].

On the other hand, time delay is very common in practical dynamical systems, for example, networked control systems, chemical processes, communication systems, and so on [8–20]. Therefore, during the past two decades, various research topics have been considered for Markovian jump systems with time-varying delays [8–14]. It worth pointing out that when time delay is small enough in linear Markovian jump systems, the delay-dependent criteria are always less conservative than delay-independent ones. Over the past few years, for Markovian jump systems, many important topics related to delay-dependent have been extensively studied [14, 15].

Generally speaking, finite-time stability is investigated to address these transient performances of control systems in finite-time interval. Up to now, the concept of finite-time stability has been revisited with different systems, and many important results are obtained for finite-time stability and finite-time boundedness [21–26]. However, to the best of authors' knowledge, the stochastic finite-time control for Markovian jump systems has not been fully studied. There is some room for next investigation due to the fact that analysis methods in existing references seem still conservative.

The major contribution of this paper is that we introduce a newly Lyapunov-Krasovskii functional for Markovian jump system. Some sufficient conditions are obtained to ensure the finite-time stability and bounded of the closed-loop Markovian jump systems. Compared with traditional methods of MJSs, it is shown the less conservative results can be obtained and the desired control performance is obtained by employing mode-dependent Lyapunov functional instead of mode-independent Lyapunov functional. The finite-time bounded criterion can be dealt with in the terms of LMIs. Finally, the effectiveness of the developed techniques is also illustrated by two numerical examples.

2. Preliminaries

Given the probability space , where , , and represent the sample space, the algebra of events, and the probability measure defined on , respectively, the following Markovian jump systems over the probability space are considered:

where represents the state vector of Markovian jump system, is the control input, denotes the controlled output and , , where is initial condition. denotes the disturbance input which satisfies

Firstly, taking value on the finite set , let the random form process be the stochastic process with transition rate matrix , and let the transition probabilities also be denoted as follows:

where

and , , for , denotes the mode in time to time with mode ,

for each mode , . denotes the time-varying delay, which satisfies

where is the given upper bound of time-varying delays and is the given upper bound of . All the matrices are known matrices with the appropriate dimension.

In this paper, the objective is to design a state feedback controller as follows:

where is the controller gains to be designed.

Definition 1. System (1) is said to be finite-time bounded with respect to , if condition (2) and the following inequality hold:

where and .

Definition 2 (see [8]). Considering system (1) with the stochastic Lyapunov function , we get the weak infinitesimal operator as follows:

Definition 3. Given a constant scalar and for all admissible given in condition (2), if the Markovian jump system (1) is finite-time stochastic bounded and controller outputs satisfy condition (7) with attenuation ,

The Markovian jump system (1) is called the finite-time stochastic bounded with a disturbance attenuation .

Lemma 4 (see [27]). Let : have positive values in an open subset of . Then, the reciprocally convex combination of over satisfies

Lemma 5. For any constant matrix with , scalars , vector function , such that the integrals in the following are well-defined; then,

3. Finite-Time Performance Analysis

The issue of stability analysis of Markovian jump system (1) subject to is given firstly. Therefore, the finite-time stability is obtained in this section.

Theorem 6. System (1) is called the finite-time bounded with respect to , if there exist matrices

scalars , , , , , and , such that and the inequalities hold as follows:

where

Proof. Firstly, a novel process is defined in this paper as follows:

Then, the following Lyapunov-Krasovskii functional is considered:

where

where .

Letting represent the time , that is, , one has

Noting for and , one has

It follows from (15) and (28) that

By employing Lemma 4, we can obtain that

It follows from (30) and (31) that

Consider

Moreover, the following two zero equalities with any symmetric matrices and are considered:

With the above two zero equalities (34) and (35), an upper bound of is

From (19), (20), and (36), one can obtain

Now, is obtained as follows:

By using Lemma 5, one has

Together with (38) and (39), it implies that

From (26)–(40), we can eventually obtain

where

It follows from (45) that

Multiplying the above inequality by yields that

Integrating the inequality from to , we have

Denoting , , , , , , , , and yields that

For scalars and , (46) turns out to be

To illustrate the bounded, (26) takes the following form:

From inequalities (46)–(48), one has

Finally, inequalities (24) and (49) guarantee that

Therefore, the Markovian jump system (1) is finite-time stochastic bounded with respect to .

Remark 7. It should be noted that and may, respectively, get the different upper bound due to the fact that condition (6) holds. However, and always lead to conservativeness for and in [14–18], and this case can be improved with employing the different Lyapunov-Krasovskii functional (26).

Remark 8. It should be pointed out that, in Theorem 6, the novelty of the Lyapunov functional (26) lies in the following: (i) triple-integral terms and and four-integral term are introduced and (ii) the distinct Lyapunov matrices are chosen for different system modes .

For the condition , the Markovian jump system given in this paper is followed by

where

Theorem 9. System (53) is finite-time stochastic bounded with respect to with a disturbance attenuation, if there exist matrices

scalars , , , , and , such that for all , (15)–(20) and the following inequalities hold:

where

Proof. Considering the Lyapunov-Krasovskii functional in Theorem 6 and from Schur's Lemma, it turns out to be

Thanks to (54), we have

Multiplying the (58) by , (58) can be written as

Under the condition of zero initial and , one has

Using the Dynkin formula, it results that

Finally, it is easy to obtains that

Therefore, the Markovian jump system (53) is finite-time stochastic bounded with an performance .

4. Finite-Time Control

Theorem 10. System (53) is finite-time stochastic bounded with respects to with an disturbance attenuation, if there exists matrices

scalars , , , , and , such that for all , (15)–(20) and the following inequalities hold:

where

and the state feedback gain matrices considered in this paper could be designed as follows:

Proof. This proof can be completed in view of Theorem 9 with and .

5. Illustrative Example

Example 1. Considering the following example with parameters

the transition probabilities matrix is given as follows:

Given the different upper bounds of and , the results of the maximum upper bound of decay rates and maximum values of for different time delays are obtained in Tables 1 and 2, respectively. This example indicates fully that the method proposed in the paper plays an important role in reducing conservatism. It can be also seen that our results in this paper show significant improvement over the results obtained in [11, 12]. This clearly shows that our results have less conservatism in the above two cases.

Table 1: Comparison of the upper bounds of the decay rate for different delays.

[12]
1.2683
1.0064
0.7962
0.6838
0.5900

[11]
1.3618
1.1769
0.9420
0.7694
0.6261

Theorem 6
1.3622
1.1771
0.9426
0.7696
0.6263

Table 2: Comparison of the allowable values of time delay for different decay rates.

[12]
1.1768
0.7938
0.5081
0.2731
0.0657

[11]
1.2435
0.9626
0.7368
0.4651
0.1302

Theorem 6
1.2441
0.9630
0.7372
0.4655
0.1304

Example 2. Consider the Markovian jump system (1) where

and corresponding transition rate matrix is

Assuming that , , , and , by suing LMI toolbox, Theorem 10 provides the following controller gains:

6. Conclusions

We have presented the problems of finite-time stochastic performance analysis of continuous-time systems with random abrupt changes in this paper. By using a different Lyapunov-Krasovskii functional, several sufficient conditions are provided to ensure the Markovian jump system is finite-time stochastic bounded. The controller gains can be dealt with by LMIs toolbox and optimization techniques. At last, two numerical examples are proposed to illustrate the effective and advantage of the developed theories.

Conflict of Interests

The author declares that there is no conflict of interests regarding the publication of this paper.

Acknowledgments

This work was supported by the National Basic Research Program of China (2010CB732501) and the Fund of Sichuan Provincial Key Laboratory of signal and information processing, Xihua University (SZJJ2009-002, SGXZD0101-10-1).

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