Robust Control And Filtering For Uncertain Time-Delay Systems With Jnmping Parameters

Because parameter varying is inevitable in practical systems, robust control for uncertain systems is not only significant for theory research but also valuable in practice. On the other hand, state estimation plays an important role in systems and control theory, signal processing and information fusion. Certainly, the most widely used estimation method is the well-known Kalman filtering. A common feature in the Kalman filtering is that an accurate model is available. In some applications, however, when the system is subject to parameter uncertainties, the accurate system model is difficult to be obtained. To overcome this difficulty, robust filtering approaches are proposed.This dissertation mainly considers robust and filtering for time-delay systems with Markovian jumping parameters, neutral systems with Markovian jumping parameters and descriptor time-delay systems with Markovian jumping parameters based on Lyapunov stability theory. The proposed systems contain jumping parameters and uncertainties. The transition of jumping parameters in systems is governed by a finite-state Markov process. The class of systems is a hybrid class of systems with two components in the vector state. The first component refers to the mode and the second one to the state. The mode is described by a continuous Markov process with finite state space. The state in each mode is denoted by a stochastic differential equation. The main research results in this dissertation can be given as the following.1) Robust guaranteed cost control, passive control, dissipative control for time-delay systems with Markovian jumping parameters are proposed. The objective is to design controllers such that for all uncertainties, the resulting closed system is robust stable and satisfies the proposed guaranteed cost, passive and dissipative performance, respectively. Based on Lyapunov stability theory, sufficient conditions on the existence of robust controllers are derived, respectively. Controllers are designed in terms of linear matrix inequalities. By using LMI toolbox in MATLAB, it is easily to obtain controllers gain matrices.2) Based on Lyapunov stability theory, the results on robust control for time-delay systems with Markovian jumping parameters are extended to neutral...