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Stabilization analysis for Markov jump systems with multiplicative noise and indefinite weight costs

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Science China(Information Sciences) 2021年第5期64卷 111-120页

作者： Hongdan LI Chunyan HAN Huanshui ZHANG School of Control Science and Engineering Shandong University School of Electrical Engineering University of Jinan

This paper mainly discusses the stabilization problem for discrete-time Markov jump linear systems(MJLSs) involving multiplicative noise with an infinite horizon. The cost weighting matrices are generalized to be indefinite. To the best of our knowledge, this paper is novel and unlike most previous studies, it provides the necessary and sufficient conditions that stabilize the MJLSs in the mean square sense with indefinite weighting matrices.

关键词： stabilization indefinite multiplicative noise Markov jump linear system

Fault detection filter design for linear discrete time-varying systems with multiplicative noise

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Journal of Systems Engineering and Electronics 2011年第6期22卷 982-990页

作者： Yueyang Li Maiying Zhong School of Control Science and Engineering Shandong University Jinan 250061 R R. China Science and Technology on Inertial Laboratory Beihang University Beijing 100191 E R. China

The problem of fault detection for linear discrete timevarying systems with multiplicative noise is dealt *** using an observer-based robust fault detection filter（FDF） as a residual generator,the design of the FDF is formulated in the framework of H ∞ filtering for a class of stochastic time-varying systems.A sufficient condition for the existence of the FDF is derived in terms of a Riccati *** determination of the parameter matrices of the filter is converted into a quadratic optimization problem,and an analytical solution of the parameter matrices is obtained by solving the Riccati *** examples are given to illustrate the effectiveness of the proposed method.

关键词： fault detection filter(FDF) linear discrete time-varying(LDTV) system multiplicative noise Riccati equation.

ON THE OBSERVABILITY AND DETECTABILITY OF LINEAR STOCHASTIC SYSTEMS WITH MARKOV JUMPS AND multiplicative noise

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Journal of Systems Science & Complexity 2010年第1期23卷 102-115页

作者： Yuanhua NI Weihai ZHANG Haitao FANG Key Laboratory of Systems and Control Institute of Systems Science Academy of Mathematics and Systems Science Chinese Academy of Sciences Beijing 100190 China. College of Information and Electrical Engineering Shandong University of Science and Technology Qingdao China.

This paper presents the notions of exact observability and exact detectability for Markov jump linear stochastic systems of Ito type with multiplieative noise （for short, MJLSS）. Stochastic Popov-Belevith-Hautus （PBH） Criterions for exact observability and exact detectability are respectively obtained. As an application, stochastic H2/H∞ control for such MJLSS is discussed under exact detectability.

关键词： Exact detectability exact observability Markov jump systems multiplicative noise PBH Criterion stochastic H2/H∞ control.

Adaptive cubature Kalman filter with the estimation of correlation between multiplicative noise and additive measurement noise

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Chinese Journal of Aeronautics 2022年第5期35卷 40-52页

作者： Quanbo GE Zhongcheng MA Jinglan LI Qinmin YANG Zhenyu LU Hong LI School of Electronics and Information Engineering Tongji UniversityShanghai 201804China Institute of Systems Science and Control Engineering School of AutomationHangzhou Dianzi UniversityHangzhou 310018China State Key Laboratory of Industrial Control Technology and the College of Control Science and EngineeringZhejiang UniversityHangzhou 310027China Jiangsu Key Laboratory of Meteorological Observation and Information Processing Nanjing University of Information Science and TechnologyNanjing 210044China Chinese Flight Test Establishment Xi’an 710089China

Mobile robots are often subject to multiplicative noise in the target tracking tasks,where the multiplicative measurement noise is correlated with additive measurement *** this paper,first,a correlation multiplicative measurement noise model is *** is able to more accurately represent the measurement error caused by the distance sensor dependence ***,the estimated performance mismatch problem of Cubature Kalman Filter(CKF)under multiplicative noise is *** improved Gaussian filter algorithm is introduced to help obtain the CKF algorithm with correlated multiplicative *** practice,the model parameters are unknown or inaccurate,especially the correlation of noise is difficult to obtain,which can lead to a decrease in filtering accuracy or even *** address this,an adaptive CKF algorithm is further provided to achieve reliable state estimation for the unknown noise correlation coefficient and thus the application of the CKF algorithm is ***,the estimated performance is analyzed theoretically,and the simulation study is conducted to validate the effectiveness of the proposed algorithm.

关键词： Adaptive CKF Correlated noise Estimation accuracy multiplicative noise Performance analysis Target tracking

RANDOM ATTRACTOR FOR A TWO-DIMENSIONAL INCOMPRESSIBLE NON-NEWTONIAN FLUID WITH multiplicative noise

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Acta Mathematica Scientia 2011年第2期31卷 567-575页

作者：赵才地李用声周盛凡 School of Mathematics and Statistics Huazhong University of Science and Technology Department of Mathematics and Information Science Wenzhou University School of Mathematical Sciences South China University of Technology Mathematics and Science College Shanghai Normal University

This article proves that the random dynamical system generated by a twodimensional incompressible non-Newtonian fluid with multiplicative noise has a global random attractor, which is a random compact set absorbing an... 详细信息

关键词： Random attractor multiplicative noise non-Newtonian fluid

H^2-regularity random attractors of stochastic non-Newtonian fluids with multiplicative noise

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Applied Mathematics and Mechanics(English Edition) 2014年第1期35卷 105-116页

作者：郭春晓郭柏灵杨慧 Department of Mathematics China University of Mining and Technology Beijing Institute of Applied Physics and Computational Mathematics College of Mathematics Yunnan Normal University

In this paper, the authors study the long time behavior of solutions to stochastic non-Newtonian fluids in a two-dimensional bounded domain, and prove the existence of H2-regularity random attractor.

关键词： random attractor non-Newtonian fluid multiplicative noise Stratonovichprocess

Robust stability analysis for Markovian jumping stochastic neural networks with mode-dependent time-varying interval delay and multiplicative noise

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Chinese Physics B 2009年第8期18卷 3325-3336页

作者：张化光浮洁马铁东佟绍成 Key Laboratory of Integrated Automation for the Process Industry Ministry of EducationNortheastern University School of Information Science and Engineering Northeastern University Department of Mathematics and Physics Liaoning University of Technology

This paper is concerned with the problem of robust stability for a class of Markovian jumping stochastic neural networks （MJSNNs） subject to mode-dependent time-varying interval delay and state-multiplicative noise. Based on the Lyapunov-Krasovskii functional and a stochastic analysis approach, some new delay-dependent sufficient conditions are obtained in the linear matrix inequality （LMI） format such that delayed MJSNNs are globally asymptotically stable in the mean-square sense for all admissible uncertainties. An important feature of the results is that the stability criteria are dependent on not only the lower bound and upper bound of delay for all modes but also the covariance matrix consisting of the correlation coefficient. Numerical examples are given to illustrate the effectiveness.

关键词： mode-dependent time-varying interval delay multiplicative noise covariance matrix correlation coefficient Markovian jumping stochastic neural networks

REGULARITY OF RANDOM ATTRACTORS FOR A STOCHASTIC DEGENERATE PARABOLIC EQUATIONS DRIVEN BY multiplicative noise

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Acta Mathematica Scientia 2016年第2期36卷 409-427页

作者：赵文强 School of Mathematics and Statistics Chongqing Technology and Business University

We study the regularity of random attractors for a class of degenerate parabolic equations with leading term div（o（x）↓△u） and multiplicative noises. Under some mild conditions on the diffusion variable o（x） and without any restriction on the upper growth p of nonlinearity, except that p 〉 2, we show the existences of random attractor in D0^1,2（DN, σ） space, where DN is an arbitrary （bounded or unbounded） domain in R^N N 〉 2. For this purpose, some abstract results based on the omega-limit compactness are established.

关键词： Random dynamical systems stochastic degenerate parabolic equation multiplicative noise random attractors Wiener process

New Splitting Algorithms for multiplicative noise Removal Based on Aubert-Aujol Model

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Numerical Mathematics(Theory,Methods and Applications) 2022年第2期15卷 415-441页

作者： Yu Gan Jie Zhang Huibin Chang School of Mathematical Sciences Tianjin Normal UniversityTianjinChina Department of Mathematics The University of Hong KongHong KongSARChina

In this paper,we propose new algorithms for multiplicative noise removal based on the Aubert-Aujol(AA)*** introducing a constraint from the forward model with an auxiliary variable for the noise,the NEMA(short for noise Estimate based multiplicative noise removal by alternating direction method of multipliers(ADMM))is firstly *** further reduce the computational cost,an additional proximal term is considered for the subproblem with regard to the original variable,the NEMA_(f)(short for a variant of NEMA with fully splitting form)is further *** conduct numerous experiments to show the convergence and performance of the proposed ***,the restoration results by the proposed algorithms are better in terms of SNRs for image deblurring than other compared methods including two popular algorithms for AA model and three algorithms of its convex variants.

关键词： Alternating direction method of multipliers image denoising and deblurring multiplicative noise total variation