东北大学学报:自然科学版 ›› 2016, Vol. 37 ›› Issue (1): 1-5.DOI: 10.12068/j.issn.1005-3026.2016.01.001

• 信息与控制 •    下一篇

执行器饱和的随机Markov切换系统的观测器设计

高宪文1, 杜津名1,2, 齐文海1   

  1. (1.东北大学 信息科学与工程学院, 辽宁 沈阳 110819; 2.中国人民解放军93116部队, 辽宁 沈阳110141)
  • 收稿日期:2014-11-24 修回日期:2014-11-24 出版日期:2016-01-15 发布日期:2016-01-08
  • 通讯作者: 高宪文
  • 作者简介:高宪文(1955-),男,辽宁盘锦人,东北大学教授,博士生导师.
  • 基金资助:
    国家自然科学基金资助项目(61433004,61573088).

Observer Design for Stochastic Markov Switching Systems with Actuator Saturation

GAO Xian-wen1, DU Jin-ming1,2, QI Wen-hai1   

  1. 1.School of Information Science & Engineering, Northeastern University, Shenyang 110819, China; 2. Unit of 93116, PLA, Shenyang 110141, China.
  • Received:2014-11-24 Revised:2014-11-24 Online:2016-01-15 Published:2016-01-08
  • Contact: DU Jin-ming
  • About author:-
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摘要: 利用直接法对转移概率是部分未知的,并且具有执行器饱和现象的随机Markov切换系统进行稳定性分析.通过引入自由连接权矩阵降低系统的保守性.首先,针对此类随机Markov切换系统,充分考虑转移概率中元素之间的特性,通过构建参数依赖型Lyapunov函数,并设计观测器确保闭环饱和系统的随机稳定性.然后,在线性矩阵不等式的框架下,得到均方意义下的最大不变吸引域,并将其归结为求解一组线性矩阵不等式的可行性问题.最后,数值仿真算例验证本方法的有效性.

关键词: Markov切换系统, 转移概率部分未知, 执行器饱和, 随机稳定性, 观测器

Abstract: The direct approach was used to study the stochastic Markov switching system with partly unknown transition probabilities and actuator saturation considering the problem of stochastic stability analysis. Through using free connection weight matrix, the conservation of the system would be decreased. Firstly, for stochastic Markov switching systems, by considering the properties of the relationship between the transition probabilities, the observer was designed to guarantee the stochastic stability of the closed-loop saturated system based on the parameter-dependent Lyapunov function. And then, the largest contraction invariant set in the mean square sense was proposed in the framework of linear matrix inequalities (LMIs). Finally, a numerical example was given to demonstrate the effectiveness of the method.

Key words: Markov switching systems, partly unknown transition probabilities, actuator saturation, stochastic stability;observer

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