3
Optimal SMC of Markovian Jump Singular Systems with Time Delay

3.1 Introduction

It is recognized that the sliding mode of an SMC system is invariant to system perturbations and external disturbances, only if the perturbations/disturbances satisfy the so-called ‘matching condition’. Although many researchers have paid considerable attention to the mismatched uncertainties in SMC design, the obtained results are very conservative. If the undesired uncertainties/disturbances can not be eliminated in the sliding mode, it is possible to attenuate its effect on the system performance. In this chapter, we will consider the disturbance attenuation problem in sliding mode with performance. For this purpose, we design an integral switching function. The plant considered in this chapter is the Markovian jump singular time-delay system, which is a typical kind of hybrid systems of high complexity (including system parameter jumping, time delay in states, and singularity). How to establish a less conservative stability condition is a key issue in SMC design. As is well known, the slack matrix technique [228, 243], usually combined with the Lyapunov–Krasovskii approach, has been proved to be an effective tool to establish less conservative stability conditions for time-delay systems. Unfortunately, little progress has been made in dealing with singular time-delay systems by this technique, probably due to the particularity and complexity caused by the singular matrix E, thus it is difficult to choose a suitable Lyapunov–Krasovskii function.

In this chapter, we will pay particular attention to the singular matrix E in the design of an integral-type switching function, which leads to a full-order Markovian jump singular time-delay system for describing the sliding mode dynamics. We will then apply the slack matrix technique combining with the Lyapunov–Krasovskii approach to derive a delay-dependent sufficient condition, which guarantees that the sliding mode dynamics is stochastically stable with a bounded gain performance. In addition, the analysis result and the solvability condition for the desired switching function are both established. All the obtained results are in terms of strict LMI, which can be solved by efficient interior-point algorithms [25]. Finally, a discontinuous SMC law is designed to drive the system state trajectories onto the predefined sliding surface in a finite time.

3.2 System Description and Preliminaries

Consider a Markovian jump singular time-delay system described by

(3.1b)numbered Display Equation

where {rt, t ≥ 0} is a continuous-time Markov process on the probability space which has been defined in (2.2) of Chapter 2, and x(t) ∈ Rn is the system state vector; u(t) ∈ Rm is the control input; z(t) ∈ Rp is the controlled output; ω(t) ∈ Rq is the exogenous input (which represents either the exogenous disturbance input or the exogenous reference input) belonging to . Matrix ERn × n may be singular, and it is assumed that rank(E) = r ≤ n. A( · ), B( · ), C( · ), Ad( · ), Cd( · ), Bw( · ) and Dw( · ) are known real matrices with appropriate dimensions. d represents the constant time-delay and is a compatible vector-valued initial function. In addition, f(x(t), t) ∈ Rm is an unknown nonlinear function (which represents the unmodeled dynamics of a physical plant), and there exists a known constant η > 0 such that

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For each , A(rt) = Ai, B(rt) = Bi, C(rt) = Ci, Ad(rt) = Adi, Cd(rt) = Cdi, Bw(rt) = Bwi, and Dw(rt) = Dwi. Then, system (3.1a)(3.1c) can be described by

Assumption 3.1 For each , the pair (Ai, Bi) in (3.2a) is controllable, and matrix Bi is full column rank.

Before proceeding, we first consider the unforced system of (3.2a)(3.2c), that is,

We introduce the following definition for the Markovian jump singular time-delay system in (3.3a)(3.3b).

Definition 3.2.1

  • I. The Markovian jump singular time-delay system in (3.3a)(3.3b) is said to be regular and impulse free if the pairs (E, Ai) and (E, Ai + Adi) are regular and impulse free for each .
  • II. The Markovian jump singular time-delay system in (3.3a)(3.3b) is said to be stochastically stable if for any x0Rn and , there exists a positive scalar T(x0, φ( · )) such that
    numbered Display Equation
  • III. The Markovian jump singular time-delay system in (3.3a)(3.3b) is said to be stochastically admissible if it is regular, impulse free and stochastically stable.

In addition, we introduce the following definition for the Markovian jump singular time-delay system of

(3.4b)numbered Display Equation

Definition 3.2.2 Given a scalar γ > 0, the Markovian jump singular time-delay system in (3.4a)(3.4c) is said to be stochastically admissible with a bounded gain performance γ, if the system (3.4a)(3.4c) with ω(t) ≡ 0 is stochastically admissible, and under zero condition, for nonzero , it holds that

3.3 Bounded Gain Performance Analysis

This section is concerned with the bounded gain performance analysis for the Markovian jump singular time-delay system in (3.4a)(3.4c) in the sense of Definition 3.2.2, and we give the following theorem.

Theorem 3.3.1 Given a scalar γ > 0, the Markovian jump singular time-delay system in (3.4a)(3.4c) is stochastically admissible with bounded gain performance γ, if there exist matrices Q > 0, R > 0, , (with 0 < P11iRr × r and W1iRn × r) such that for each ,

where

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Proof First, we consider the nominal case of (3.4a)(3.4c), that is, ω(t) = 0 in (3.4a)(3.4c). Without loss of generality, we assume that the matrix E and the state vector x(t) in (3.4a)(3.4c) have the form of

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where x1(t) ∈ Rr and x2(t) ∈ Rnr.

In the following, we will consider the stochastic stability of the system in (3.4a)(3.4c) with ω(t) ≡ 0. To this end, we choose a Lyapunov function as

where xtx(θ), θ ∈ [t − 2d, t], thus {(xt, rt), t ≥ d} is a Markov process with initial condition (φ( · ), r0). Matrices Q and R are positive definite, and

numbered Display Equation

with P11(rt) > 0 and P21(rt) = 0 (which can be found from ). Let be the weak infinitesimal generator of the random process {xt, rt}. Thus, for each possible value and td, we have

On the other hand, Newton–Leibniz formula gives

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Thus, for with W1iRn × r, it holds that

By (3.8)(3.9) and noting

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we have

where and

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with

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By Schur complement, LMI (3.6) implies Φi < 0. Moreover, noting that the last integral term in (3.10) is semi-positive, thus (3.10) implies that there exists a scalar ϵ > 0 such that for each ,

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The rest of the proof on stochastic stability can be found in [230, 231], and so we omit it here.

Moreover, (3.6) implies Ψ11i < 0. Now partition matrices Ai and Q as

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and then substituting them and Pi into Ψ11i < 0 yields

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which implies that A22i are nonsingular for , thus the pairs (E, Ai) are regular and impulse free for . Therefore, the system in (3.4a)(3.4c) with ω(t) = 0 is regular and impulse free.

Now, we establish the bounded gain performance of system (3.4a)(3.4c). Consider the Lyapunov function in (3.7) again and the following index:

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Then, under zero initial condition, it can be shown that for any nonzero ,

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where and

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By Schur complement, LMI (3.6) implies , thus J ≤ 0, and hence (3.5) is true for any nonzero . This completes the proof. ▀

Remark 3.1 It should be noted that Theorem 3.3.1 presents a delay-dependent sufficient condition of the stochastic admissibility with the bounded gain performance defined in Definition 3.2.2 for the Markovian jump singular time-delay system in (3.4a)(3.4c). Notice that the slack matrix variables Wi are introduced in the derivation of the delay-dependent result in Theorem 3.3.1, which avoids some conservativeness caused by the commonly used model transformation approach when dealing with time-delay systems. ♦

3.4 Main Results

3.4.1 Sliding Mode Dynamics Analysis

We design the following integral-type switching function:

where GiRm × n and KiRm × n are real matrices. In particular, the matrices Gi are to be chosen such that GiBi are nonsingular for . The solution of Ex(t) can be given by

It follows from (3.11) and (3.12) that

When the system state trajectories reach onto the sliding surface, it follows that s(t) = 0 and . Therefore, by , we get the equivalent control as

(3.14)numbered Display Equation

By substituting (3.21) into (3.2a)(3.2c), the sliding mode dynamics can be obtained as

For notational simplicity, we define

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Thus, the sliding mode dynamics in (3.15) and the controlled output equation in (3.2b) can be formulated as

The above analysis gives the first step of the SMC for the Markovian jump singular time-delay system in (3.1a)(3.1c). Specifically, we design an integral-type switching function as (3.11) so that the dynamics restricted to the sliding surface (i.e. the sliding mode dynamics) has the form of (3.16a)(3.16b). Thus, the remaining problems to be addressed in this chapter are as follows:

  • performance analysis of the sliding mode dynamics. Given all the system matrices in (3.1a)(3.1c) and the matrices Gi and Ki in the switching function of (3.11), determine under what condition the sliding mode dynamics in (3.16a)(3.16b) is stochastically admissible with a bounded gain performance defined in the sense of Definition 3.2.2.
  • SMC law synthesis. Synthesize an SMC law to drive the system state trajectories onto the predefined sliding surface s(t) = 0 in a finite time and maintain them there for all subsequent time.

By Theorem 3.3.1, we have the following result for dynamics (3.16a)(3.16b).

Corollary 3.4.1 Given a scalar γ > 0, the sliding mode dynamics in (3.16a)(3.16b) is stochastically admissible with bounded gain performance γ, if there exist matrices , , (with ), such that for each ,

where

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The following theorem is devoted to solving the parameter Ki in the switching function of (3.11).

Theorem 3.4.2 Given a scalar γ > 0, the sliding mode dynamics in (3.16a)(3.16b) is stochastically admissible with bounded gain performance γ, if there exist matrices , , , (with ), and a scalar σ > 0 such that for each ,

where

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Moreover, if the above LMI conditions have a set of feasible solutions then the parametric matrices Ki in (3.11) can be computed by

Proof Letting , , and , and performing a congruence transformation on (3.17) by , we have

where

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and is defined in (3.18).

Also notice that

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which implies

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Similarly, we have

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Moreover, noting that , it follows that there exists a sufficient small scalar σ > 0 such that , where

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thus,

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Therefore, inequality (3.20) holds if

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where , , and are defined in (3.18), and

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Moreover, letting and by Schur complement, the above inequality is equivalent to (3.18). This completes the proof. ▀

Remark 3.2 Note that we introduced the term in the proof of Theorem 3.4.2. The reason is that is singular (and there is no inversion), while is nonsingular and thus it has inversion.♦

3.4.2 SMC Law Design

In this section, we shall synthesize a discontinuous SMC law, by which the state trajectories of the Markovian jump singular time-delay system in (3.2a)(3.2c) can be driven onto the predefined sliding surface s(t) = 0 in a finite time and then maintained there for all subsequent time.

Theorem 3.4.3 Consider the Markovian jump singular time-delay system in (3.2a)(3.2c). Suppose that the switching function is designed as (3.11) with Ki being solvable by (3.19), and matrices Gi in (3.11) are chosen such that GiBi are nonsingular. Then, the state trajectories of system (3.2a)(3.2c) can be driven onto the sliding surface s(t) = 0 in a finite time by the following SMC law:

where ϱ is a positive constant which is adjustable, and μ is a positive constant which satisfies

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Proof Suppose matrices Gi are chosen such that GiBi are nonsingular. Choose the following Lyapunov function:

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According to (3.13), we have

Thus, taking the derivative of W(t), and considering (3.22) and the SMC law designed in (3.21), we have

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Substituting (3.21) into (3.23) and noting ‖BTiGiTs(t)‖ ≤ |BTiGiTs(t)|, we have

where

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It can be seen from (3.24) that there exists a time such that W(t) = 0, and consequently s(t) = 0, for tt*. This means that the system state trajectories can reach onto the predefined sliding surface in a finite time, thereby completing the proof.

3.5 Illustrative Example

Example 3.5.1 Consider Markovian jump singular time-delay system (3.1a)(3.1c) with two operating modes, that is, N = 2 and the following parameters:

numbered Display Equation

In addition, f(x(t), t) = 0.78exp ( − t)sin (t)x1(t) (so η can be chosen as η = 0.78), the time delay d = 0.5, and the disturbance input ω(t) = 1/(1 + t2).

Our aim here is to verify the effectiveness of the proposed theoretical results in the previous sections. By solving the LMI condition (3.18) in Theorem 3.4.2 by using LMI-Toolbox in the Matlab environment and then considering (3.19), we have

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Here, parameters G1 and G2 in (3.11) are chosen as

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Thus, the switching function in (3.11) is

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Let ϱ = 0.7748, then the SMC law designed in (3.21) can be computed as

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where

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For a given initial condition of , t ∈ [ − 0.5, 0], the simulation results are given in Figures 3.13.2. Specifically, Figure 3.1 shows the states of the closed-loop system, and Figure 3.2 depicts the switching function s(t).

images

Figure 3.1 States of the closed-loop system

images

Figure 3.2 Switching function

3.6 Conclusion

In this chapter, we have investigated the problems of the bounded gain performance analysis and the SMC of continuous-time Markovian jump singular time-delay systems. The major theoretical findings are as follows. First, the delay-dependent sufficient condition in the form of LMI has been established so as to ensure that the sliding mode dynamics is stochastically admissible with a bounded gain performance. An integral-type switching function has been designed, and then the condition that enables us to solve the parameter in the switching function has been derived. Furthermore, it has been shown that, by synthesizing an SMC law, the system state trajectories can be driven onto the predefined sliding surface in a finite time. Finally, the usefulness of the proposed theory has been verified by the numerical results.

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