A Guaranteed Cost Approach to Dynamic Output Feedback Control for Neutral-Type Markovian Jumping Stochastic Systems

Yanbo Li; Binghua Kao; Jing Xie; Yonggui Kao

doi:10.1007/s11424-020-9145-5

A Guaranteed Cost Approach to Dynamic Output Feedback Control for Neutral-Type Markovian Jumping Stochastic Systems

Yanbo Li^*
, Binghua Kao
, Jing Xie
, Yonggui Kao

^*Corresponding author for this work

Guangxi University of Finance and Economics
Harbin Institute of Technology Weihai
Qingdao University of Technology

Research output: Contribution to journal › Article › peer-review

4 Scopus citations

Abstract

This paper is devoted to investigating the dynamic output feedback (DOF) control problem of Markovian jump neutral-type stochastic systems with a guaranteed cost function. Both of the state and measurement equations contain time delays. Mode-dependent DOF controllers are first designed such that the closed-loop system is asymptotically stable in mean-square and an adequate performance level of this system is guaranteed. Then, sufficient conditions for the solvability of this problem are derived in the form of linear matrix inequalities (LMIs). A numerical example is presented to reveal the effectiveness of our findings.

Original language	English
Pages (from-to)	1487-1500
Number of pages	14
Journal	Journal of Systems Science and Complexity
Volume	34
Issue number	4
DOIs	https://doi.org/10.1007/s11424-020-9145-5
State	Published - Aug 2021
Externally published	Yes

Keywords

Guaranteed cost control
Markovian jump neutral stochastic systems
linear matrix inequality
output feedback control
time delay

Access to Document

10.1007/s11424-020-9145-5

Cite this

@article{2ff5a42831b34705a267d533ef5fef3d,

title = "A Guaranteed Cost Approach to Dynamic Output Feedback Control for Neutral-Type Markovian Jumping Stochastic Systems",

abstract = "This paper is devoted to investigating the dynamic output feedback (DOF) control problem of Markovian jump neutral-type stochastic systems with a guaranteed cost function. Both of the state and measurement equations contain time delays. Mode-dependent DOF controllers are first designed such that the closed-loop system is asymptotically stable in mean-square and an adequate performance level of this system is guaranteed. Then, sufficient conditions for the solvability of this problem are derived in the form of linear matrix inequalities (LMIs). A numerical example is presented to reveal the effectiveness of our findings.",

keywords = "Guaranteed cost control, Markovian jump neutral stochastic systems, linear matrix inequality, output feedback control, time delay",

author = "Yanbo Li and Binghua Kao and Jing Xie and Yonggui Kao",

note = "Publisher Copyright: {\textcopyright} 2020, The Editorial Office of JSSC \& Springer-Verlag GmbH Germany.",

year = "2021",

month = aug,

doi = "10.1007/s11424-020-9145-5",

language = "英语",

volume = "34",

pages = "1487--1500",

journal = "Journal of Systems Science and Complexity",

issn = "1009-6124",

publisher = "Springer Science and Business Media, LLC",

number = "4",

}

TY - JOUR

T1 - A Guaranteed Cost Approach to Dynamic Output Feedback Control for Neutral-Type Markovian Jumping Stochastic Systems

AU - Li, Yanbo

AU - Kao, Binghua

AU - Xie, Jing

AU - Kao, Yonggui

PY - 2021/8

Y1 - 2021/8

N2 - This paper is devoted to investigating the dynamic output feedback (DOF) control problem of Markovian jump neutral-type stochastic systems with a guaranteed cost function. Both of the state and measurement equations contain time delays. Mode-dependent DOF controllers are first designed such that the closed-loop system is asymptotically stable in mean-square and an adequate performance level of this system is guaranteed. Then, sufficient conditions for the solvability of this problem are derived in the form of linear matrix inequalities (LMIs). A numerical example is presented to reveal the effectiveness of our findings.

AB - This paper is devoted to investigating the dynamic output feedback (DOF) control problem of Markovian jump neutral-type stochastic systems with a guaranteed cost function. Both of the state and measurement equations contain time delays. Mode-dependent DOF controllers are first designed such that the closed-loop system is asymptotically stable in mean-square and an adequate performance level of this system is guaranteed. Then, sufficient conditions for the solvability of this problem are derived in the form of linear matrix inequalities (LMIs). A numerical example is presented to reveal the effectiveness of our findings.

KW - Guaranteed cost control

KW - Markovian jump neutral stochastic systems

KW - linear matrix inequality

KW - output feedback control

KW - time delay

UR - https://www.scopus.com/pages/publications/85099125594

U2 - 10.1007/s11424-020-9145-5

DO - 10.1007/s11424-020-9145-5

M3 - 文章

AN - SCOPUS:85099125594

SN - 1009-6124

VL - 34

SP - 1487

EP - 1500

JO - Journal of Systems Science and Complexity

JF - Journal of Systems Science and Complexity

IS - 4

ER -

A Guaranteed Cost Approach to Dynamic Output Feedback Control for Neutral-Type Markovian Jumping Stochastic Systems

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this