2021
DOI: 10.1002/asjc.2649
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Optimized hybrid design with stabilizing transition probability for stochastic Markovian jump systems under hidden Markov mode detector

Abstract: The transition probability synthesis problem is addressed for discrete‐time Markovian jump linear system (MJLS) with state‐dependent multiplicative noises. The proposed mode‐dependent parametric approach is employed to derive the necessary and sufficient condition for ensuring the existence of the stabilizing transition probability matrix (TPM). A key feature here is that the system mode is considered to be unavailable to the controller but can just be observed via a hidden Markov mode detector. To this end, a… Show more

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Cited by 8 publications
(15 citation statements)
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References 30 publications
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“…A multiple‐loops linear searching of griding technique as in Reference 13 is a feasible way to preassign these mode‐dependent parameters σi$$ {\sigma}_i $$, γ2i$$ {\gamma}_{2i} $$, and γ3i$$ {\gamma}_{3i} $$. However, as pointed in Reference 25, the computation burden will be increased exponentially with the system mode number N$$ N $$ and the detection mode number M$$ M $$. Furthermore, to guarantee the nonsingularity of ZBi$$ Z{B}_i $$ in (16), the trial and error method is a solution as in Reference 20, Z=i=1N.17emχiBinormalT$$ Z={\sum}_{i=1}^N\kern.17em {\chi}_i{B}_i^{\mathrm{T}} $$ with χi$$ {\chi}_i $$ (i𝒩) proper scalars.…”
Section: Solving Algorithmmentioning
confidence: 99%
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“…A multiple‐loops linear searching of griding technique as in Reference 13 is a feasible way to preassign these mode‐dependent parameters σi$$ {\sigma}_i $$, γ2i$$ {\gamma}_{2i} $$, and γ3i$$ {\gamma}_{3i} $$. However, as pointed in Reference 25, the computation burden will be increased exponentially with the system mode number N$$ N $$ and the detection mode number M$$ M $$. Furthermore, to guarantee the nonsingularity of ZBi$$ Z{B}_i $$ in (16), the trial and error method is a solution as in Reference 20, Z=i=1N.17emχiBinormalT$$ Z={\sum}_{i=1}^N\kern.17em {\chi}_i{B}_i^{\mathrm{T}} $$ with χi$$ {\chi}_i $$ (i𝒩) proper scalars.…”
Section: Solving Algorithmmentioning
confidence: 99%
“…With the aids of the HMMD, asynchronous sliding mode controllers for discrete‐time and continuous‐time MJSs were developed in References 23 and 24, respectively. Recently, an interesting scenario of hybrid design was investigated in Reference 25, in which the transition rates and the asynchronous controller were co‐designed for stochastic MJSs. To the best of our knowledge, the problem of transition rate design for the disturbed systems with matched disturbances has not been studied.…”
Section: Introductionmentioning
confidence: 99%
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“…The issue of observer design for MJSs was investigated in Jiang et al [10]. For more details, see Cheng et al [11] and Jia et al [12] and references therein. It is commonly acknowledged that the stability attracts the main attention in the analysis and synthesis of a dynamic system.…”
Section: Introductionmentioning
confidence: 99%
“…Authors in [2] have applied the hidden Markov model to devise an asynchronous passive controller for MJSs. Jia et al [14] have investigated optimized hybrid design with stabilizing transition probability for stochastic MJSs with hidden Markov mode detector. The work in [15] has applied HMM robust H fault estimation to deal with MJSs.…”
Section: Introductionmentioning
confidence: 99%