Filtering and Control of Stochastic Jump Hybrid Systems

Xiuming Yao, Ligang Wu, Wei Xing Zheng

• Publisher: Springer
• Year: 2016
• Print ISBN:
  9783319319148
• eBook ISBN:
  9783319319155
• Topic: Technology & Engineering
• Subtopic: System Theory
• Index: Technology & Engineering

This book presents recent research work on stochastic jump hybrid systems. Specifically, the considered stochastic jump hybrid systems include Markovian jump Ito stochastic systems, Markovian jump linear-parameter-varying (LPV) systems, Markovian jump singular systems, Markovian jump two-dimensional (2-D) systems, and Markovian jump repeated scalar nonlinear systems. Some sufficient conditions are first established respectively for the stability and performances of those kinds of stochastic jump hybrid systems in terms of solution of linear matrix inequalities (LMIs). Based on the derived analysis conditions, the filtering and control problems are addressed.

The book presents up-to-date research developments and novel methodologies on stochastic jump hybrid systems. The contents can be divided into two parts: the first part is focused on robust filter design problem, while the second part is put the emphasis on robust control problem. These methodologies provide a framework for stability and performance analysis, robust controller design, and robust filter design for the considered systems. Solutions to the design problems are presented in terms of LMIs.

The book is a timely reflection of the developing area of filtering and control theories for Markovian jump hybrid systems with various kinds of imperfect information. It is a collection of a series of latest research results and therefore serves as a useful textbook for senior and/or graduate students who are interested in knowing 1) the state-of-the-art of linear filtering and control areas, and 2) recent advances in stochastic jump hybrid systems. The readers will also benefit from some new concepts, new models and new methodologies with practical significance in control engineering and signal processing.

Table of contents

• Preface
• Acknowledgements
• Contents
• Notations and Acronyms
• List of Figures
• 1 Introduction
• Part I Robust Filtering
• 2 Robust Filtering of Markovian Jump Stochastic Systems
• 3 Quantized Filtering of Markovian Jump LPV Systems
• 4 Fault Detection Filter Design for Markovian Jump Singular Systems
• 5 Filtering of Markovian Jump 2-D Systems
• 6 Filtering of Markovian Jump Repeated Scalar Nonlinear Systems
• Part II Robust Control
• 7 Composite Anti-disturbance Control of Markovian Jump Systems
• 8 Disturbance Attenuation and Rejection for Discrete-Time Markovian Jump Systems
• 9 Passivity Analysis and Passification of Markovian Jump Systems
• 10 Output Feedback Control of Markovian Jump Systems with Multiple Disturbances
• 11 Robust mathcalHinfty Control of Nonlinear Markovian Jump Singular Systems
• 12 Output Feedback Control of Markovian Jump Repeated Scalar Nonlinear Systems
• 13 Conclusion and Further Work
• References