引用本文:徐萌,张成科,曹铭.转移概率一般有界的Markov跳变系统有限时间保成本控制[J].控制理论与应用,2025,42(4):749~756.[点击复制]
XUmeng,XUmeng,Caoming.Finite-time guaranteed cost control for stochastic Markov jump system with genernally bounded transition probabilities[J].Control Theory & Applications,2025,42(4):749~756.[点击复制]
转移概率一般有界的Markov跳变系统有限时间保成本控制
Finite-time guaranteed cost control for stochastic Markov jump system with genernally bounded transition probabilities
摘要点击 5  全文点击 1  投稿时间:2023-10-28  修订日期:2025-03-15
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DOI编号  10.7641/CTA.2024.30704
  2025,42(4):749-756
中文关键词  Markov跳变系统  转移概率一般有界  有限时间随机稳定  保成本控制
英文关键词  Markovjumpsystem  generally bounded transition probabilities  finite-time stochastic stability  guaranteed cost control
基金项目  国家自然科学基金项目(7157053),国家社科基金项目(21FGYB205),广东基础及应用基础研究基金项目(2023A1515012335)资助.
作者单位E-mail
徐萌 广东工业大学管理学院 1112008001@mail2.gdut.edu.cn 
张成科* 广东工业大学经济学院 zck000373@163.com 
曹铭 广东金融学院经济贸易学院  
中文摘要
      针对系统信息不完全,本文研究了转移概率一般有界的随机Markov跳变系统有限时间控制问题.一般有界 涵盖了部分未知、有界不确定和一般不确定3种不完全转移概率的情况.首先,研究该系统有限时间随机稳定问题, 引入自由连接权矩阵分离未知转移概率信息,给出开环系统有限时间稳定的充分性判据;其次,借助Lyapunov方法 和完全平方技术,得到了实现系统有限时间保成本控制的充分条件,给出了控制增益的设计方式以及性能指标的精 确上界;最后,以太阳能锅炉控制系统为实例进行数值仿真,说明本研究结果的有效性和实用性.
英文摘要
      Aiming at the issue of incomplete system information, this paper investigates the finite-time guaranteed cost control theory for stochastic Markov jump system with generally bounded transition probabilities, which is composed of three scenarios of incomplete transition probabilities: partially unknown, bounded uncertainties, and general uncertainties. Firstly, the finite-time stochastic stability problem is explored. By introducing a free connection weight matrix to decouple the unknown transition probability information, a sufficient criterion for the finite-time stability of the open-loop system is derived. Secondly, with the help of Lyapunov method and complete square technique, the sufficient conditions for realizing the finite-time guaranteed cost control of the system are obtained, and the design method of control gain and the exact upper bound of performance index are given. Finally, numerical simulations based on a solar boiler control system are conducted to demonstrate the validity and practicality of the research findings.