Stability analysis for semi-Markovian switched stochastic systems with asynchronously impulsive jumps

Springer Science and Business Media LLC - Tập 64 - Trang 1-13 - 2020
Xiaowu Mu1, Zenghui Hu1
1School of Mathematics and Statistics, Zhengzhou University, Zhengzhou, China

Tóm tắt

The almost surely (a.s.) exponential stability is studied for semi-Markovian switched stochastic systems with randomly impulsive jumps. We start from the case that switches and impulses occur synchronously, in which the impulsive switching signal is a semi-Markovian process. For the case that switches and impulses occur asynchronously, the impulsive arrival time sequence and the types of jump maps are driven by a renewal process and a Markov chain, respectively. By applying the multiple Lyapunov function approach, sufficient conditions of exponential stability a.s. are obtained based upon the ergodic property of semi-Markovian process. The validity of the proposed theoretical results is demonstrated by a numerical example.

Tài liệu tham khảo

Cong S. A result on almost sure stability of linear continuous-time Markovian switching systems. IEEE Trans Automat Contr. 2018, 63: 2226–2233 Chatterjee D, Liberzon D. Stabilizing randomly switched systems. SIAM J Control Opt, 2011, 49: 2008–2031 Wang B, Zhu Q X. Stability analysis of Markov switched stochastic differential equations with both stable and unstable subsystems. Syst Control Lett, 2017, 105: 55–61 Wang B, Zhu Q X. Stability analysis of semi-Markov switched stochastic systems. Automatica, 2018, 94: 72–80 Wang B, Zhu Q X. A note on sufficient conditions of almost sure exponential stability for semi-Markovian jump stochastic systems. IEEE Access, 2019, 7: 49466–49473 Wu X T, Tang Y, Cao J D, et al. Stability analysis for continuous-time switched systems with stochastic switching signals. IEEE Trans Automat Contr, 2018, 63: 3083–3090 Hespanha J P, Teel A R. Stochastic Impulsive Systems Driven by Renewal Processes: Extended Version. Technical Report, University of California, Santa Barbara, 2005. http://www.ece.ucsb.edu/hespanha/techreps.html Hu Z H, Yang Z, Mu X W. Stochastic input-to-state stability of random impulsive nonlinear systems. J Franklin Institute, 2019, 356: 3030–3044 Shen Y, Wu Z G, Shi P, et al. Dissipativity based fault detection for 2D Markov jump systems with asynchronous modes. Automatica, 2019, 106: 8–17 Wu Z G, Dong S, Shi P, et al. Reliable filter design of Takagi-Sugeno fuzzy switched systems with imprecise modes. IEEE Trans Cybern, 2019. doi: https://doi.org/10.1109/TCYB.2018.2885505 Cassandras C G, Lygeros J. Stochastic hybrid systems: research issues and areas. In: Stochastic Hybrid Systems. Boca Raton: CRC Press, 2007. 1–14 Liu K, Fridman E, Johansson K H. Networked control with stochastic scheduling. IEEE Trans Automat Contr, 2015, 60: 3071–3076 Teel A R, Subbaraman A, Sferlazza A. Stability analysis for stochastic hybrid systems: a survey. Automatica, 2014, 50: 2435–2456 Guan Z H, Hill D J, Yao J. A hybrid impulsive and switching control strategy for synchronization of nonlinear systems and application to Chua’s chaotic circuit. Int J Bifurcation Chaos, 2006, 16: 229–238 Matsuoka Y, Saito T. Rich superstable phenomena in a piecewise constant nonautonomous circuit with impulsive switching. IEICE Trans Fundamentals Electron Commun Comput Sci, 2006, 89: 2767–2774 Ren W, Xiong J. Lyapunov conditions for stability of stochastic impulsive switched systems. IEEE Trans Circuits Syst I, 2018, 65: 1994–2004 Vaidyanathan S, Volos C K, Pham V T. Analysis, adaptive control and adaptive synchronization of a nine-term novel 3-D chaotic system with four quadratic nonlinearities and its circuit simulation. J Eng Sci Technol Rev, 2015, 8: 174–184 Li X D, Li P, Wang Q G. Input/output-to-state stability of impulsive switched systems. Syst Control Lett, 2018, 116: 1–7 Liu J, Liu X, Xie W C. Class-KL estimates and input-to-state stability analysis of impulsive switched systems. Syst Control Lett, 2012, 61: 738–746 Kobayashi H, Mark B L, Turin W. Probability, Random Processes and Statistical Analysis. New York: Cambridge University Express, 2012 Ross S M. Stochastic Processes. Hoboken: John Wiley & Sons Inc., 1996 Hou Z, Dong H, Shi P. Asymptotic stability in the distribution of nonlinear stochastic systems with semi-Markovian switching. Anziam J, 2007, 49: 231–241 Zong G D, Ren H L. Guaranteed cost finite-time control for semi-Markov jump systems with event-triggered scheme and quantization input. Int J Robust Nonlin Control, 2019, 29: 5251–5273 Qi W H, Zong G D, Karimi H R. control for positive delay systems with semi-Markov process and application to a communication network model. IEEE Trans Ind Electron, 2019, 66: 2081–2091 Qi W H, Zong G D, Karim H R. Observer-based adaptive SMC for nonlinear uncertain singular semi-Markov jump systems with applications to DC motor. IEEE Trans Circuits Syst I, 2018, 65: 2951–2960 Huang J, Shi Y. Stochastic stability and robust stabilization of semi-Markov jump linear systems. Int J Robust Nonlin Control, 2013, 23: 2028–2043 Ning Z, Zhang L, Lam J. Stability and stabilization of a class of stochastic switching systems with lower bound of sojourn time. Automatica, 2018, 92: 18–28 Sun W, Guan J, Lu J, et al. Synchronization of the networked system with continuous and impulsive hybrid communications. IEEE Trans Neural Netw Learn Syst, 2019. doi: https://doi.org/10.1109/TNNLS.2019.2911926 Xu Y, He Z. Stability of impulsive stochastic differential equations with Markovian switching. Appl Math Lett, 2014, 35: 35–40 Prandini M, Hu J H. Application of reachability analysis for stochastic hybrid systems to aircraft conflict prediction. IEEE Trans Automat Contr, 2009, 54: 913–917 Luo S X, Deng F Q, Zhao X Y, et al. Stochastic stabilization using aperiodically sampled measurements. Sci China Inf Sci, 2019, 62: 192201 Qi W H, Zong G D, Karimi H R. Sliding mode control for nonlinear stochastic singular semi-Markov jump systems. IEEE Trans Automat Contr, 2020, 65: 361–368 Zhang S Q, Xiong J, Liu X D. Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching. Sci China Inf Sci, 2018, 61: 070211 Wu S J, Zhou B. Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-lipschitz conditions. Acta Math Sin-Engl Ser, 2011, 27: 519–536 Mao X R, Yuan C. Stochastic Differential Equations With Markovian Switching. London: Imperial College Press, 2006 Deng F Q, Luo Q, Mao X R. Stochastic stabilization of hybrid differential equations. Automatica, 2012, 48: 2321–2328 Pardoux E. Markov Processes and Applications. Hoboken: John Wiley & Sons Inc., 2008