[go: up one dir, main page]
More Web Proxy on the site http://driver.im/ Skip to main content
Log in

Stabilization for Discrete-Time Stochastic Systems with Multiple Input Delays

  • Published:
Journal of Systems Science and Complexity Aims and scope Submit manuscript

Abstract

A stabilization problem for stochastic systems with multiple input delays is investigated herein. A new method to construct an optimal control problem with input constraints is adopted. A sufficient stabilization condition is established via Riccati-type equations, whose verification is computationally simple because the variable dimension of the equations does not increase with regard to the delay. A stabilization controller is proposed, and it is a feedback of the state and a history input. This controller uses less history information than those with distributed terms. Two numerical examples illustrate the effectiveness of the obtained results.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Subscribe and save

Springer+ Basic
£29.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price includes VAT (United Kingdom)

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Chang M H, Pang T, and Yang Y, A stochastic portfolio optimization model with bounded memory, Mathematics of Operations Research, 2011, 36(4): 604–619.

    Article  MathSciNet  MATH  Google Scholar 

  2. Schenato L, Sinopoli B, Franceschetti M, et al., Foundations of control and estimation over lossy networks, Proceedings of the IEEE, 2007, 95(1): 163–187.

    Article  Google Scholar 

  3. Chen Y, Wang Z, Liu Y, et al., Stochastic stability for distributed delay neural networks via augmented Lyapunov-Krasovskii functionals, Applied Mathematics and Computation, 2018, 338(12): 869–881.

    Article  MathSciNet  MATH  Google Scholar 

  4. Egorov A V and Mondié S, Necessary stability conditions for linear delay systems, Automatica, 2014, 50(12): 3204–3208.

    Article  MathSciNet  MATH  Google Scholar 

  5. Song B, Park J H, Wu Z, et al., New results on delay-dependent stability analysis and stabilization for stochastic time-delay systems, International Journal of Robust and Nonlinear Control, 2014, 24(16): 2546–2559.

    Article  MATH  Google Scholar 

  6. Verriest E I and Ivanov A F, Robust stability of systems with delayed feedback, Circuits Systems & Signal Processing, 1994, 13(2–3): 213–222.

    Article  MathSciNet  MATH  Google Scholar 

  7. Cacace F and Germani A, Output feedback control of linear systems with input, state and output delays by chain of predictors, Automatica, 2017, 85(11): 455–461.

    Article  MathSciNet  MATH  Google Scholar 

  8. Luo S and Deng F, Stabilization of hybrid stochastic systems in the presence of asynchronous switching and input delay, Nonlinear Analysis: Hybrid Systems, 2019, 32(5): 254–266.

    MathSciNet  MATH  Google Scholar 

  9. Tan C, Yang L, Zhang F, et al., Stabilization of discrete time stochastic system with input delay and control dependent noise, Systems & Control Letters, 2019, 123(1): 62–68.

    Article  MathSciNet  MATH  Google Scholar 

  10. Verriest E I, Stability and stabilization of stochastic systems with distributed delays, IEEE Conference on Decision & Control, 1996.

  11. Zhou B, Liu Q, and Mazenc F, Stabilization of linear systems with both input and state delays by observer-predictors, Automatica, 2017, 83(9): 368–377.

    Article  MathSciNet  MATH  Google Scholar 

  12. Song T and Liu B, Forward-backward linear-quadratic optimal control and stabilization problems for discrete-time stochastic delayed system, IFAC Journal of Systems and Control, 2020, 13, https://doi.org/10.1016/j.ifacsc.2020.100093.

  13. Saravanakumar R, Mukaidani H, and Muthukumar P, Extended dissipative state estimation of delayed stochastic neural networks, Neurocomputing, 2020, 406(9): 244–252.

    Article  Google Scholar 

  14. Yang F, Wang Z, and Hung Y S, Robust Kalman filtering for discrete time-varying uncertain systems with multiplicative noises, IEEE Transactions on Automatic Control, 2002, 47(7): 1179–1183.

    Article  MathSciNet  MATH  Google Scholar 

  15. Gao R, Xu J, Li W, et al., A necessary and sufficient RHC stabilizability condition for stochastic control with delayed input, Applied Mathematics and Computation, 2019, 360(11): 122–130.

    Article  MathSciNet  MATH  Google Scholar 

  16. Gao R, Xu J, and Zhang H, Receding horizon control for multiplicative noise stochastic systems with input delay, Automatica, 2017, 81(7): 390–396.

    Article  MathSciNet  MATH  Google Scholar 

  17. Zhang H, Li L, Xu J, et al., Linear quadratic regulation and stabilization of discrete-time systems with delay and multiplicative noise, IEEE Transactions on Automatic Control, 2015, 60(10): 2599–2613.

    Article  MathSciNet  MATH  Google Scholar 

  18. Gao R and Zhang H, Stabilization for stochastic discrete-time systems with multiplicative noise and multiple input delay, IEEE International Conference on Control & Automation, 2017, 325–328, DOI: https://doi.org/10.1109/ICCA.2017.8003081.

  19. Li L and Zhang H, Stabilization of discrete-time systems with multiplicative noise and multiple delays in the control variable, SIAM Journal on Control and Optimization, 2016, 54(2): 894–917.

    Article  MathSciNet  MATH  Google Scholar 

  20. Li L, Zhang H, and Fu M, Stabilization for discrete-time stochastic systems with multiple input delays, Proceedings of 10th Asian Control Conference, Kota Kinabalu, 2015, DOI: https://doi.org/10.1109/ASCC.2015.7244725.

  21. Li L, Zhang H, and Wang Y, Stabilization and optimal control of discrete-time systems with multiplicative noise and multiple input delays, Systems & Control Letters, 2021, 147(12): 104833.

    Article  MathSciNet  MATH  Google Scholar 

  22. Elia N, Remote stabilization over fading channels, Systems & Control Letters, 2005, 54(3): 237–249.

    Article  MathSciNet  MATH  Google Scholar 

  23. Xiao N, Xie L, and Qiu L, Feedback stabilization of discrete-time networked systems over fading channels, IEEE Transactions on Automatic Control, 2012, 57(9): 2176–2189.

    Article  MathSciNet  MATH  Google Scholar 

  24. Armaou A and Ataei A, Piece-wise constant predictive feedback control of nonlinear systems, Journal of Process Control, 2014, 24(4): 326–335.

    Article  Google Scholar 

  25. Ross S, Introduction to Stochastic Dynamic Programming, Academic Press, New York, 1983.

    MATH  Google Scholar 

  26. Cloosterman M B G, Hetel L, Wouw N van de, et al., Controller synthesis for networked control systems, Automatica, 2010, 46(10): 1584–1594.

    Article  MathSciNet  MATH  Google Scholar 

  27. Nilsson J, Bernhardsson B, and Wittenmark B, Stochastic analysis and control of real-time systems with random time delays, Autumatica, 1998, 34(1): 57–64.

    Article  MathSciNet  MATH  Google Scholar 

  28. Zhang W and Yu L, Modelling and control of networked control systems with both network-induced delay and packed-dropout, Automatica, 2008, 44(12): 3206–3210.

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding authors

Correspondence to Lin Li or Huanshui Zhang.

Ethics declarations

The authors declare no conflict of interest.

Additional information

This research was supported by Shandong Provincial Natural Science Foundation of China under Grant Nos. ZR2022MF239 and ZR2021MA002.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Li, L., Zhang, H. Stabilization for Discrete-Time Stochastic Systems with Multiple Input Delays. J Syst Sci Complex 36, 1961–1980 (2023). https://doi.org/10.1007/s11424-023-1345-3

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11424-023-1345-3

Keywords

Navigation