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.
Similar content being viewed by others
References
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.
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.
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.
Egorov A V and Mondié S, Necessary stability conditions for linear delay systems, Automatica, 2014, 50(12): 3204–3208.
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.
Verriest E I and Ivanov A F, Robust stability of systems with delayed feedback, Circuits Systems & Signal Processing, 1994, 13(2–3): 213–222.
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.
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.
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.
Verriest E I, Stability and stabilization of stochastic systems with distributed delays, IEEE Conference on Decision & Control, 1996.
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.
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.
Saravanakumar R, Mukaidani H, and Muthukumar P, Extended dissipative state estimation of delayed stochastic neural networks, Neurocomputing, 2020, 406(9): 244–252.
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.
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.
Gao R, Xu J, and Zhang H, Receding horizon control for multiplicative noise stochastic systems with input delay, Automatica, 2017, 81(7): 390–396.
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.
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.
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.
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.
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.
Elia N, Remote stabilization over fading channels, Systems & Control Letters, 2005, 54(3): 237–249.
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.
Armaou A and Ataei A, Piece-wise constant predictive feedback control of nonlinear systems, Journal of Process Control, 2014, 24(4): 326–335.
Ross S, Introduction to Stochastic Dynamic Programming, Academic Press, New York, 1983.
Cloosterman M B G, Hetel L, Wouw N van de, et al., Controller synthesis for networked control systems, Automatica, 2010, 46(10): 1584–1594.
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.
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.
Author information
Authors and Affiliations
Corresponding authors
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
About this article
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
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11424-023-1345-3