Stability and Bifurcation Analysis of Differential Equations and its Applications
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Yucai Ding, Hui Liu, Baodan Tian, "Improved Stability Criteria for Markovian Jump Systems with TimeVarying Delays", Abstract and Applied Analysis, vol. 2014, Article ID 248061, 9 pages, 2014. https://doi.org/10.1155/2014/248061
Improved Stability Criteria for Markovian Jump Systems with TimeVarying Delays
Abstract
The delaydependent stochastic stability problem of Markovian jump systems with timevarying delays is investigated in this paper. Though the LyapunovKrasovskii functional is general and simple, less conservative results are derived by using the convex combination method, improved Wirtinger’s integral inequality, and a slack condition on Lyapunov matrix. The obtained results are formulated in terms of linear matrix inequalities (LMIs). Numerical examples are provided to verify the effectiveness and superiority of the presented results.
1. Introduction
Markovian jump systems are a special class of stochastic hybrid systems. Many dynamical systems subject to random abrupt variations, such as mechanical systems, economics, and systems with human operators, can be modeled by Markovian jump systems [1]. Due to their extensive applications in many files, the analysis and synthesis of Markovian jump systems have received much research attention and lots of significant results have been reported; see, for example, [2–8] and the references therein.
Time delay is an inherent characteristic of many dynamic systems such as networked control systems, industrial systems, and process control systems. The systems with or without time delays are convergent when time delays are close to zero; otherwise, they may be divergent. In other words, time delays can degrade the performance of systems designed without considering the delays and can even destabilize the systems. During the past few decades, considerable attention has been paid to the stability analysis of timedelay systems [9–16]. The existing stability criteria for linear systems can be classified into two types: delayindependent ones which are applicable to delays of arbitrary size and delaydependent ones which include information on the size of delays. In general, delaydependent stability criteria are less conservative than delayindependent ones especially when the size of the delay is small. Thus, considerable attention has been paid to the delaydependent stability criteria; see [11–23], for example. As for delaydependent stability, many methods have been taken for deriving stability criteria, such as freeweighting matrices methods [11], model transformation techniques [12, 13], convex combination methods [14–17], delay decomposition approaches [18], multiple integral approaches [19], and inputoutput approaches [20]. Recently, the bounding techniques of the cross terms and integral terms in the derivatives of the LyapunovKrasovskii functional are widely investigated, such as improved Jensen’s integral inequality [21], reciprocally convex approach [22, 23], and improved Wirtinger’s integral inequality [24]. Some less conservative stability results have been derived by using the above techniques.
In this paper, we develop some new stability criteria by using an improved Wirtinger’s integral inequality and the convex combination method to deal with the cross terms and integral terms in the derivatives of the LyapunovKrasovskii functional. In addition, the positive definiteness of some Lyapunov matrix is not required. The obtained results can be applied to both slow and fast timevarying delays. The numerical examples demonstrate the effectiveness and superiority of the presented results.
Notation. Throughout this paper, is a probability space, is the sample space, is the algebra of the sample space, and is the probability measure on . refers to the expectation operator with respect to some probability measure . (<0) means is a symmetric positive (negative) definite matrix and denotes the inverse of matrix . represents the transpose of . stands for . The symbol in LMIs denotes the symmetric term of the matrix. represents a column vector formed by and . Identity matrix, of appropriate dimensions, will be denoted by . denotes a diagonal matrix. means the element in the th row and th column of the block matrix .
2. Problem Statement
Fix a probability space and consider the following Markovian jump systems: where is the state vector and is a compatible vectorvalued initial function defined on . is a continuoustime Markovian process taking values in a finite space ; and are real constant matrices with appropriate dimensions which depend on . The time delay satisfies The evolution of the Markovian process is governed by the following transition probability: where and ; for is the transition probability from mode at time to mode at time and .
For simplicity, when , , the matrices and are denoted by and , respectively.
The following definition and lemmas are needed in the proof of our main results.
Definition 1 (see [2]). System (1) is stochastically stable, if, for any initial state , the following relation holds for any initial condition :
Lemma 2 (see [22]). Let have positive values in an open subset of . Then, the reciprocally convex combination of over satisfies subject to
Lemma 3 (see [24]). If is a differentiable function in . Then for any given symmetric positive definite matrix , the following inequality holds: where , , and .
3. Improved Stability Criterion
In this section, we will present an improved stochastic stability criterion in terms of LMIs by using LyapunovKrasovskii functional method and convex combination technique.
Before stating the main results, some notations are given. Let
Theorem 4. Given scalars and , the timevarying delay system (1) is stochastically stable, if there exist matrix ; symmetric positive definite matrices , , , , , and ; and any matrices , , and such that, for all ,where
Proof. Consider the LyapunovKrasovskii functional given by
where
We first show, for some , the LyapunovKrasovskii functional condition for any initial condition . Note that , , , and ; it follows easily from Jensen’s inequality that
Thus, if and , then there exists a sufficiently small such that .
We next show that for the sufficiently small . Let be the weak infinitesimal generator of the random process . Calculating the difference of along the trajectories of (1), we have
where and .
Using the NewtonLeibniz formula, for any and with appropriate dimensions, the following are true:
where , .
It can be shown readily that there exists a matrix such that
Adding equalities (18) to the right hand of (17) and considering conditions (2) and (19), we have
Now, we deal with the integral terms in inequality (20) by applying Lemma 3. Consider
where , ;
where ,
Applying Lemma 2 to (22), it yields that if there exists a matrix with appropriate dimensions such that (9) holds, then
Combining (20), (21), and (24), we have
where
Using the Schur complement formula to (11) and (12), respectively, we have
By using convex combination approach [15], inequalities (27) imply that , which implies there exists a sufficiently small such that for any initial condition . Therefore, for any , by Dynkin’s formula, we have
which yields
The previous inequality means that . Thus, system (1) is stochastically stable by Definition 1.
Remark 5. In order to guarantee the LyapunovKrasovskii functional , most authors require the Lyapunov matrix in (see, e.g., [4–8]). The LyapunovKrasovskii functional employed in this paper is very simple, but a less conservative result is developed by using the LMI (10) instead of inequality , which can be seen in Section 4. However, it should be pointed out that the provided result cannot be used when the lower delay bound is considered to be zero because of the existence of in LMI (10).
Remark 6. It is well known that the convex combination approach is effective in reducing conservatism in stability analysis. In some literature, the integral terms and are estimated by and +, respectively, which make the term in (17) disappear. In order to obtain a less conservative result, we applied Lemma 3 to deal with the integral term. In this case, integral term must be reserved. Based on the above consideration, another matrix is introduced when we estimate the integral terms and .
When , the Markovian jump system (1) reduces to the following linear system with interval timevarying delay:
Based on the above method, we are now ready to give an improved asymptotic stability criterion for system (30).
Corollary 7. Given scalars and , the timevarying delay system (30) is asymptotically stable, if there exist matrix , ; symmetric positive definite matrices , , , , , and ; and any matrices , , and such thatwhere
Remark 8. Theorem 4 and Corollary 7 can be applied to both slow and fast timevarying delays. But when is unknown, the above results cannot be used directly to check the stability. From the construction of LyapunovKrasovskii functional, it can be seen by setting in Theorem 4 and Corollary 7 that the corresponding conclusions are valid for the case when is unknown.
4. Numerical Examples
In this section, three numerical examples will be presented to show the validity of the main results derived above.
Example 1. Consider the Markovian jump systems (1) with Consider , . According to [20], for , one obtains , while by Theorem 4 in this paper we can obtain such that the system is stochastically stable. More comparisons are shown in Table 1, which indicate that Theorem 4 is much less conservative than that in [20].
Example 2. Consider the Markovian jump systems (1) with This example has been taken from [4]. To compare the stochastic stability condition in Theorem 4 with that in [25, 26], we choose , . Using Theorem 4 of our paper, the admissible upper bound for different and can be found in Table 2. It can be seen from Table 2 that Theorem 4 in our paper is less conservative.
Example 3. Consider the systems (30) with the following parameters: This system is a wellknown delaydependent stable system where the maximum allowable delay [24]. For known and unknown , the admissible upper bounds for different , which guarantee the asymptotical stability of the system (30), are listed in Tables 3 and 4, respectively. It can be seen from Tables 3 and 4 that the stability results obtained in this paper are less conservative than those in [14, 16, 17, 22, 27, 28].

5. Conclusion
In this paper, the problem of stochastic stability for a class of Markovian jump systems has been investigated. By using the convex combination technique and the improved integral inequality, some less conservative delaydependent stability criteria are established in terms of linear matrix inequalities. The numerical examples demonstrate the effectiveness and superiority of the presented results.
Conflict of Interests
The authors declare that there is no conflict of interests regarding the publication of this paper.
Acknowledgment
This work was supported by the Doctoral Research Foundation of Southwest University of Science and Technology (Grant no. 13zx7141).
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Copyright © 2014 Yucai Ding et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.