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H∞ control for nonlinear stochastic Markov systems with time-delay and multiplicative noise

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Abstract

This paper is concerned with the H∞ control problem for a class of nonlinear stochastic Markov jump systems with time-delay and system state-, control input- and external disturbancedependent noise. Firstly, by solving a set of Hamilton-Jacobi inequalities (HJIs), the exponential mean square H∞ controller design of delayed nonlinear stochastic Markov systems is presented. Secondly, by using fuzzy T-S model approach, the H∞ controller can be designed via solving a set of linear matrix inequalities (LMIs) instead of HJIs. Finally, two numerical examples are provided to show the effectiveness of the proposed design methods.

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Authors and Affiliations

  1. College of Information and Control Engineering, China University of Petroleum (East China), Qingdao, 266510, China

    Yuhong Wang

  2. College of Electrical Engineering and Automation, Shandong University of Science and Technology, Qingdao, 266590, China

    Zhiteng Pan, Yan Li & Weihai Zhang

Authors
  1. Yuhong Wang
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  2. Zhiteng Pan
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  3. Yan Li
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  4. Weihai Zhang
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Corresponding authors

Correspondence to Zhiteng Pan, Yan Li or Weihai Zhang.

Additional information

This work was supported by the National Natural Science Foundation of China under Grant Nos. 61573227, 61633014, the Natural Science Foundation of Shandong Province of China under Grant No. 2013ZRE28089, the Research Fund for the Taishan Scholar Project of Shandong Province of China, SDUST Research Fund under Grant No. 2015TDJH105 and State Key Laboratory of Alternate Electrical Power System with Renewable Energy Sources under Grant No. LAPS16011.

This paper was recommended for publication by Editor SUN Jian.

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Wang, Y., Pan, Z., Li, Y. et al. H∞ control for nonlinear stochastic Markov systems with time-delay and multiplicative noise. J Syst Sci Complex 30, 1293–1315 (2017). https://doi.org/10.1007/s11424-017-6003-1

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  • DOI: https://doi.org/10.1007/s11424-017-6003-1

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