时滞系统的方差约束控制及其滤波器设计
详细信息    本馆镜像全文|  推荐本文 |  |   获取CNKI官网全文
摘要
时滞是工程实际系统中普遍存在的现象,且是导致系统不稳定的一个主要因素,从而成为控制理论界广泛关注和近年来研究的重点之一。特别地,中立型时滞系统已逐渐成为控制领域的一个热点,并且日益受到人们的关注;此类时滞系统不但包含过去的运动状态,还包含过去运动状态的微分信息。然而对中立型系统的研究相对滞后,这主要是由于中立型泛函微分方程中差分算子较难处理,致使此类方程解的形式十分复杂。鉴于中立型系统是一类广泛存在于工程实践中的时滞系统,因此对其研究具有重要的理论需求和应用价值。本文着重探讨了不确定中立型系统的反馈控制与滤波问题;同时也研究了不确定离散时滞系统鲁棒控制问题。
     本文主要利用Lyapunov第二方法及协方差控制理论,基于运用Matlab中LMI工具箱求解线性矩阵不等式,针对不同类型的时滞系统,考虑其方差约束控制及其滤波问题,最终给出了控制器和滤波器的存在条件。全文主要分为两个部分,具体内容如下:
     第一部分主要研究不同类型时滞系统的鲁棒方差约束控制问题。首先,研究了线性中立型具有参数不确定性时滞系统的鲁棒方差约束控制问题,得到了一个时滞无关的充分条件,满足这一条件的反馈控制器将保证闭环系统是一致渐进稳定的,同时满足给定的方差约束;在此基础上,基于线性矩阵不等式给出了控制器的设计方法,同时给出一个数值算例以验证所提出算法的有效性。其次,研究了非线性中立型时滞系统的方差约束控制问题。该系统中的非线性是以扰动的形式出现的,最终得到的反馈控制器将保证系统是一致渐进稳定的,同时满足给定的方差约束。最后,研究了非线性离散具有参数不确定性时滞系统的鲁棒方差约束控制问题,得到了一个时滞无关的充分条件,满足这一条件的反馈控制器将保证系统是一致渐进稳定的,同时满足给定的方差约束。
     第二部分主要研究中立型时滞系统的鲁棒滤波问题。针对不确定中立型时滞系统的Kalman滤波问题,所得的Kalman滤波器,将保证增广系统是一致渐进稳定的,同时满足给定的方差约束。在此基础上,基于线性矩阵不等式,给出了滤波器的设计方法,同时给出了一个数值算例,来验证该算法的有效性。
Time-delays are frequently encountered in the behavior of many physical processes and very often are the main cause for poor performance and instability of control systems. In view of this, the control issue of time-delay systems is a topic of great practical importance which has attracted a great deal of interest for recent years. Specially, neutral delay systems have come to a hotspot of control field and are increasingly highlighted for special attention, which concern not only previous dynamic states but also their differential states. However, the development of neutral systems is relatively slow and the references are fewer. The main reason is that difference operator of the neutral system is so difficult to deal with that the properties of the solutions to neutral systems are more complicated than those normal delay systems. Neutral delay systems extensively exist in practical engineering, so the relative investigation is quite necessary for theoretical requirement and application. And this thesis mainly investigates feedback control and filtering problem of neutral delay systems and discrete delay systems.
     The thesis principally applies Liapunov's second method and the variance control theory on the base of LMI in Matlab to a variety of delay-time systems, taking variance constrained and filtering into account and finally derives the existence conditions of such controllers and filters. The whole thesis mostly consists of two parts and details as follows:
     The first part mainly investigates robust variance constrained control for various delay-time systems. On the one hand, the problem of robust variance control for neutral systems, taking parameter uncertainties and time-delay into account, is researched. The delay-independent sufficient condition that guarantees the system to meet the variance-constrained and asymptotically stable is obtained. Based on it, linear matrix inequality technology is adopted to obtained controller. Furthermore, a numerical example is given to illustrate the effectiveness of the proposed approach. On the other hand, this thesis works over the problem of robust variance control for neutral systems, taking parameter uncertainties and nonlinearities into account. The purpose of this considered problem is to design a static state feedback controller, such that not only the steady-state variance of each state is not more than the individual pre-specified value but also the resulting closed-loop system is asymptotically stable simultaneously. And also, this thesis studies the problem of robust variance control for discrete systems, taking parameter uncertainties and nonlinearities into account. The purpose of this considered problem is to design a static state feedback controller, such that not only the steady-state variance of each state is not more than the individual pre-specified value but also the resulting closed-loop system is asymptotically stable simultaneously.
     The second part primarily focuses on robust filtering for neutral delay systems with norm-bounded parameter uncertainty. The addressed problem is to design a Kalman filter such that the resultant error system is asymptotically stable and the effect of the noise on the estimation error is attenuated to a prescribed level. Sufficient conditions for the solvability of the robust Kalman filtering problem are obtained in terms of LMIs. Furthermore, a numerical example is given to illustrate effectiveness of the proposed algorithm.
引文
[1]李宏飞.中立型时滞系统的稳定性及其反馈控制[博士论文].西安:西北工业大学. 2004.
    [2] Brayton R., Willoughby R.A. On the numerical integration of a symmetric system of differential difference equations of neutral type[J]. Journal of Mathematical Analysis and Applications. 1967, 18: 182-279.
    [3]李宏飞.中立型时滞系统的鲁棒控制.西安:西北工业大学出版社. 2006.
    [4]王德进. H2和H∞优化控制理论.哈尔滨:哈尔滨工业大学出版社. 2001.
    [5]俞立.鲁棒控制线型矩阵不等式处理方法.北京:清华大学出版社. 2002.
    [6]王子栋.多目标函数下的随机控制理论的研究[博士论文].南京:南京理工大学. 1994.
    [7] Yaz E., Skelton R.E. Continuous and discrete state estimation with error covariance assignment[C]. Proceedings of the IEEE Conference on Decision and Control. 1991, 3: 3091-3092.
    [8] Collins E., Skelton R.E. Theory of state variance assignment for discrete systems[J]. IEEE Transactions on Automatic Control. 1987, 32(1): 35-41.
    [9] Hotz A., Skelton R.E. Covariance control theory[J]. International Journal of Control. 1987, 46:13-32.
    [10] Goh K.C., Safonov M.G. Robust analysis, sectors, and quadratic functionals[C]. Proceeding of the IEEE Conference on Decision and Control. 1995, 2: 1988-1993.
    [11] Li X., De Souza C.E. Delay-dependent robust stability and stabilization of uncertain linear delay systems: a linear matrix inequality approach[J]. IEEE Transactions on Automatic Control. 1997, 42(8): 1144-1148.
    [12]阳开良.时延系统的方差约束控制研究[硕士论文].上海:上海交通大学. 2008.
    [13] Gu Y., Wang S., Li Q., Cheng Z., Qian J. On delay-dependent stability and decay estimate for uncertain systems with time-varying delay[J]. Automatica. 1998, 34(8): 1035-1039.
    [14] Cao Y., Sun Y., Lam J. Delay-dependent robust H∞control for uncertain systems with time-varying delays[J]. IEE Proceedings: Control Theory and Applications. 1998, 145(3): 338-344.
    [15] Oya H., Hagino K. Robust stabilization for a class of uncertain switched linear systems via variable gain controllers[J]. Electronics and Communications in Japan. 2009, 92(6): 12-20.
    [16] Cao Y., Sun Y. Robust stabilization of uncertain systems with time-varying multiple delay[J]. IEEE Transactions on Automatic Control. 1998, 43(10): 1484-1488.
    [17] Mahmoud M.S., Stanoje B. Robust design of stabilizing controllers of interconnected time-delay systems[J]. Automatica. 1998, 34(6): 795-800.
    [18] Wu H. Eigen structure assignment-based robust stability conditions for uncertain systems with multiple time-varing delays[J]. Automatica. 1997, 33(l): 97-102.
    [19] Cao Y., Sun Y., Cheng C. Delay-dependent robust stabilization of uncertain systems with multiple state delays[J]. IEEE Transactions on Automatic Control. 1998, 43(11): 1680-1611.
    [20] Zheng F., Frank P.M. Robust control of uncertain distributed delay systems with application to the stabilization of combustion in rocket motor chambers[J]. Automatica. 2002, 38(3): 487-497.
    [21] Xu L.D., Cheng C., Tang B. A linear matrix inequality approach for robust control of systems with delayed states[J]. European Journal of Operational Research. 2000, 124(2): 332-341.
    [22] Jeung E.T., Oh D.C., Kim J.H., Park H.B. Robust controller design for uncertain systems with time delays: LMI approach[J]. Automatica. 1996, 32(8): 229-233.
    [23] Sun Y. Global stabilization of uncertain systems with time-varying delay via dynamic observer-based output feedback[J]. Linear Algebra and its Applications. 2002, 353(1-3): 91-105.
    [24] Chou C.H., Cheng C.C. Design of adaptive variable structure controllers for perturbed time-varying state delay systems[J]. Journal of the Franklin Institute. 2001, 338(1): 35-46.
    [25] Roh Y.H., Oh J.H. Robust stabilization of uncertain input-delay systems by sliding mode control with delay compensation[J]. Automatica. 1999, 35(11): 1861-1865.
    [26] Kwon S.J. Robust Kalman filtering with perturbation estimation process for uncertain systems[J]. IEE Proceedings: Control Theory and Applications. 2006, 153(5): 600-606.
    [27] Mahmoud M.S. Control of uncertain state-delay systems: guaranteed cost approach[J]. IMA Journal of Mathematical Control and Information. 2001, 18(1): 109-128.
    [28] Park J.H. Robust guaranteed cost control for uncertain linear differential systems of neural type[J]. Applied Mathematics and Computation. 2003, 140(2-3): 523-535.
    [29] Chen Y.P., Zhang Q.L., Xu T.Q. Robust guaranteed cost control for a class of uncertain nonlinear neutral time-delay system[J]. Advances in Modelling and Analysis C. 2004, 59(1-2): 59-73.
    [30] Pila A.W., Shaked U., De Souza C.E. H∞filtering for continuous-time linear systems with delay[J]. IEEE Transactions on Automatic Control. 1999, 44(7): 1412–1417.
    [31] Fattouh A., Sename O., Dion J.M. H∞observer design for time-delay systems[C]. Proceedings of the IEEE Conference on Decision and Control. 1998, 4: 4545-4546.
    [32] De Souza C.E., Palhares R.M., Peres P.L.D. Robust H∞filter design for uncertain linear systems with multiple time-varying state delay[J]. IEEE Transactions on Signal Processing. 2001,49(3): 569-576.
    [33] Wang Z., Huang B., Unbehauen H. Robust H∞observer design of linear time-delay systems with parametric uncertainty[J]. Systems Control Letters. 2001, 42(4): 303-312.
    [34] Park J.H., Kwon O., Won S. LMI approach to robust H∞filtering for neutral delay differential systems[J]. Applied Mathematics and Computation. 2004, 150(1): 235-244.
    [35] Shao H. Robust H∞Filtering for Neutral Delay Systems[C]. Proceedings of the World Congress on Intelligent Control and Automation. 2006, 1: 2165-2169.
    [36] Fridman E., shaked U. An improved delay dependent H∞filtering of linear neutral systems[J]. IEEE Transactions on Signal Processing. 2004, 52(3): 668-673.
    [37] Park J.H., Kwon O., Lee S., Won S. On robust H∞filter design for uncertain neural systems: LMI optimization approach[J]. Applied Mathematics and Computation. 2004, 159(3): 625-639.
    [38] Li H., Yang C. Robust H∞filtering for uncertain linear neutral delay systems[C]. Proceedings of the American Control Conference. 2006: 2251-2255.
    [39] Park J.H. Delay-dependent guaranteed cost stabilization criterion for neutral delay-differential systems: matrix inequality approach[J]. Computers and Mathematics with Applications. 2004, 47(10-11): 1507-1515.
    [40] Park J.H., Kwon O. On new stability criterion for delay-differential systems of neutral type[J]. Applied Mathematics and Computation. 2005, 162(2):627-637.
    [41] Park J.H. Design of robust H∞filter for a class of neutral systems: LMI optimization approach[J]. Mathematics and Computers in Simulation. 2005, 70(2): 99-109.
    [42] Garcia G., Tarbouriech S., Peres P.L.D. Robust Kalman Filtering for Uncertain Discrete-Time Linear Systems[J]. International Journal of Robust and Nonlinear Control. 2003, 13(13): 1225-1238.
    [43] Mahmoud M.S., Xie L. Guaranteed Cost Control of Uncertain Discrete Systems with Delays[J]. International Journal of Control. 2000, 73(2): 105-114.
    [44] Chen S.J., Lin J.L. Robust Stability of Discrete Time-Delay Uncertain Singular Systems[J]. IEE Proceedings: Control Theory and Applications. 2004,151(1): 45-52.
    [45] Zhang D.W, Gao J.L. Robust control for linear neutral systems with uncertainties[J]. Dianji yu Kongzhi Xuebao/Electric Machines and Control. 2007, 11(6): 666-671.
    [46] Li H., Zhou J. Feedback Stabilization for a Class of Linear Systems with Structure Disturbances Based on LMI Method[J]. Chinese Journal of Engineering Mathematics. 2006, 23(4): 663-670.
    [47] Han Q. Robust stability of uncertain delay-differential systems of neutral type[J]. Automatica. 2002, 38(4): 719-723.
    [48] Wu L., Wang Z. Guaranteed cost control of switched systems with neutral delay via dynamic output feedback[J]. International Journal of Systems Science. 2009, 40(7): 717-728.
    [49] Moezzi K., Aghdam A.G. Adaptive robust control of uncertain neutral time-delay systems[C]. Proceedings of the American Control Conference. 2008: 5162-5167.
    [50] Xu D.Y. Robust stability of neutral delay differential systems[J]. Automatica. 1994, 30(4): 703-706.
    [51] Souza F.O., Palhares R.M., Leite V.J.S. Improved robust H∞control for neutral systems via discretised Lyapunov-Krasovskii functional[J]. International Journal of Control. 2008, 81(9): 1462-1474.
    [52] Fridman E. On robust stability of linear neutral systems with time-varying delays[J]. IMA Journal of Mathematical Control and Information. 2008, 25(4): 393-407.
    [53] Pan S.T, Chen C.F, Fan K.K. Robust stability for a class of two-time-scale time-delay neutral systems[C]. Proceedings of the IEEE International Conference on Systems, Man and Cybernetics. 2003, 4: 3153-3158.
    [54] Ismail A., Mahmoud M.S. LMI approach to robust stability and H∞control of uncertain neutral jumping systems[J]. IMA Journal of Mathematical Control and Information. 2004, 21(2): 115-141.
    [55] Rodrìguez S.A., Dion J.M., Dugard L. Robust stability analysis of neutral systems under model transformation[C]. Proceedings of the IEEE Conference on Decision and Control. 2002, 2: 1850-1855.
    [56] Liu X.G, Wu M., Martin R., Tang M.L. Stability analysis for neutral systems with mixed delays[J]. Journal of Computational and Applied Mathematics. 2007, 202(2): 478-497.
    [57] Verriest E.I. Robust stability and adaptive control of time-varying neutral systems[C]. Proceedings of the IEEE Conference on Decision and Control. 1999, 5: 4690-4695.
    [58] Han Q. On robust stability of neutral systems with time-varying discrete delay and norm-bounded uncertainty[J]. Automatica. 2004, 40(6): 1087-1092.
    [59] Zhang J., Shi P., Qiu J. Robust stability criteria for uncertain neutral system with time delay and nonlinear uncertainties[J]. Chaos, Solitons and Fractals. 2008, 38(1): 160-167.
    [60] Tsai J.S., Lu C.Y, Su T.J. Robust H∞control for uncertain nonlinear stochastic neutral systems with state delays[C]. Proceedings of the IEEE International Conference on Systems, Man and Cybernetics. 2003, 4: 3164-3169.
    [61] Wang L.Y., Zhan W. Robust disturbance attenuation with stability for linear systems with norm-bounded nonlinear uncertainties[J]. IEEE Transactions on Automatic Control. 1996, 41(6): 886-888.
    [62] Wang Z., Lam J., Bumham K.J. Stability analysis and observer design for neutral delay systems[J]. IEEE Transactions on Automatic Control. 2002, 47(3): 478-483.
    [63] Chen Y., Wang J., Bi W. New delay-dependent guaranteed cost control for uncertain neutral systems with time delays[C]. Proceedings of the 27th Chinese Control Conference. 2008: 781-785.
    [64] Qu S., Gong M., Wang X., Qu H. Sliding mode control for linear neutral time-delay systems[J]. Chinese Control and Decision Conference. 2008: 4984-4987.
    [65] Alpaslan P. Robust delay-dependent guaranteed cost controller design for uncertain neutral systems[J]. Applied Mathematics and Computation. 2009, 215(8): 2936-2949.
    [66] Lu X., Zhang H., Wang H., Wang W., Xie L. Kalman filtering for continuous-time systems with multiple delayed measurements[J]. IET Signal Processing. 2008, 2(1): 37-46.
    [67] Lien C.H. Delay-dependent and delay-independent guaranteed cost control for uncertain neutral systems with time-varying delays via LMI approach[J]. Chaos, Solitons and Fractals. 2007, 33(3): 1017-1027.
    [68] Liu C. Optimal control for nonlinear dynamical system of microbial fed-batch culture[J]. Journal of Computational and Applied Mathematics. 2009, 232(2): 252-261.
    [69] Yang K., Lu J.G. Robust Variance-constrained Control for A Class of Continuous Time-delay Systems with Parameter Uncertainties[J]. Chaos, Solitons and Fractals. 2009, 39 (5): 2179-2187.
    [70] Zhang H., Wang Y., Liu D. Delay-dependent guaranteed cost control for uncertain stochastic fuzzy systems with multiple time delays[J]. IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics. 2008, 38(1): 126-140.
    [71] He Y., Wu M. Delay-dependent robust stability for uncertain neutral systems[J]. Journal of Systems Engineering and Electronics. 2005, 16(2): 351-355.
    [72] Tian J., Xiong L., Liu J., Xie X. Novel delay-dependent robust stability criteria for uncertain neutral systems with time-varying delay[J]. Chaos, Solitons and Fractals. 2009, 40(4): 1858-1866.
    [73] Xie L., De Souza C.E., Wang Y. Robust control of discrete time uncertain dynamical systems[J]. Automatica. 1993, 29(4): 1133-1137.
    [74] Liu Y., Wang J., Yang G.H., Soh C.B. Reliable nonlinear control system design using duplicated control elements[J]. International Journal of Robust and Nonlinear Control. 1997, 7(12): 1103-1122.
    [75] Stipanovic D.M., Siljak D.D. Robust stability of discrete-time non-linear system: the LMI approach[J]. International Journal of Control. 2001, 74(9): 873-879.
    [76] Serra G.L., Bottura C.P. Fuzzy instrumental variable approach for nonlinear discrete-time systems identification in a noisy environment[J]. Fuzzy Sets and Systems. 2009, 160(4): 500-520.
    [77] Veluvolu K.C., Soh Y.C., Cao W. Robust discrete-time nonlinear sliding mode state estimation of uncertain nonlinear systems[J]. International Journal of Robust and Nonlinear Control. 2007, 17(9): 803-828.
    [78] Xie L., Soh Y.C. Robust control of linear system with generalized positive real uncertainty[J]. Automatica. 1997, 33(5): 963-967.