Reduced order modelling, complex systems

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Reduced order modelling, complex systems

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Information Sciences

journal homepage: www.elsevier.com/locate/ins

systems with pre-speciﬁed performanceR

Xiaojie Su a,b,∗, Xinxin Liu a,b, Yong-Duan Song a,b, Hak Keung Lam c, Lei Wang a,b

a

Key Laboratory of Dependable Service Computing in Cyber Physical Society of Ministry of Education, Chongqing University, Chongqing

400044, China

b

College of Automation, Chongqing University, Chongqing 400044, China

c

Department of Informatics, King’s College London, Strand, London WC2R 2LS, U.K

a r t i c l e i n f o a b s t r a c t

Article history: The reduced-order model approximation problem for discrete-time hybrid switched non-

Received 28 January 2016 linear systems is addressed via Takagi-Sugeno (T-S) fuzzy modelling in this paper. For

Revised 5 July 2016

a high-dimension hybrid switched nonlinear system, our aim is on how to construct a

Accepted 6 August 2016

reduced-dimension hybrid switched model, approximating its original high-order model

Available online 8 August 2016

well with a pre-speciﬁed system performance level. Firstly, the mean-square exponential

Keywords: stability analysis is provided, in which it guarantees the given weighted H∞ system perfor-

Model reduction mance level for the augmented error dynamic system by the average dwell time analysis

Model approximation approach and the hybrid switched Lyapunov stability theory. The solution of correspond-

Reduced-order systems ing model reduction problem with pre-speciﬁed performance is given by using the pro-

Switched systems jection Lemma. The algorithm of the reduced-order hybrid switched model parameters is

Hybrid systems designed by the cone complementary linearization technique. Finally, the advantage and

effectiveness of the proposed reduced-order model approximation approach are shown by

the simulation result.

© 2016 Elsevier Inc. All rights reserved.

1. Introduction

A ﬁnite number of independent control subsystems, including discrete-time or continuous-time dynamics, and a switch-

ing signal governing the activation of these concerned subsystems, form hybrid stochastic switched systems, which are a

signiﬁcant component of stochastic jump systems in [25–28]. A large class of practical systems and processes, including

advanced transportation managements systems, automated highway systems, communication systems and network control

systems [40,41], can be characterized as hybrid stochastic switched systems. Moreover, there are some intelligent control

strategies with the idea of introducing hybrid switching controllers, which break the limitations of the traditionally adopted

single controller effectively and greatly improve the resulted closed-loop control system performance level. By this, the cor-

responding closed-loop control systems are translated into typical hybrid stochastic switched systems. Considerable efforts

R

This work was partially supported by the National Natural Science Foundation of China (61403048), the National Key Basic Research Program (973),

China (2014CB249200), the Frontier and Applied Basic Research Projects Funded by Chongqing Science and Technology Commission (cstc2015jcyjA40 0 05,

cstc2014jcyjA90 0 05), and the Fundamental Research Funds for the Central Universities (106112016CDJZR175509, 106112015CDJXY170 0 01,CDJZR175501).

∗

Corresponding author.

E-mail addresses: suxiaojie@cqu.edu.cn (X. Su), liuxinxin@cqu.edu.cn (X. Liu), ydsong@cqu.edu.cn (Y.-D. Song), hak-keung.lam@kcl.ac.uk (H.K. Lam),

leiwang08@cqu.edu.cn (L. Wang).

http://dx.doi.org/10.1016/j.ins.2016.08.012

0020-0255/© 2016 Elsevier Inc. All rights reserved.

X. Su et al. / Information Sciences 370–371 (2016) 538–550 539

have been put on the hybrid stochastic switched systems recently, and many great achievements have been made in this

research ﬁeld. For example, the switched controller design problems of hybrid switched systems are addressed in [20,35,43],

the model reduction/approximation approach for stochastic switched time delay systems is proposed in [36], the mixed H∞

and passive ﬁltering issues are investigated in [29], and stability analysis and stabilization problems for switched linear

systems are discussed in [24,38].

Systems with complex nonlinear dynamics [6,14,22,23] impose signiﬁcant diﬃculty in theoretical analysis in the tradi-

tional way. The key point is how to ﬁnd a credible solution to handle this sort of nonlinear dynamic systems. As fuzzy

logic control systems progressed, T-S fuzzy modelling is proved to be an effective approach to represent these complex

dynamic systems. By introducing IF-THEN logical statement, the resulted complex dynamic systems are converted into a

number of local linear subsystems [8,15,19,39]. Since the nonlinear system can be modelled as a weighted total of com-

bined linear sub-models via T-S fuzzy modelling, researchers have put a great deal of efforts into T-S fuzzy systems and

numerous achievements have been obtained in this research ﬁeld. To mention a few, the receding horizon disturbance at-

tenuation analysis and dynamic decoupling are studied in [2,7], the fuzzy controllers are designed for nonlinear systems in

[16,32,34,42], the fault detection and H∞ synchronization problems are solved in [17,30], the fuzzy-rule-dependent stabil-

ity analysis and control problems are studied in [11–13,18], and the fuzzy ﬁltering problems with the given pre-speciﬁed

performance are investigated in [1,44].

On another research front line, the vast majority of real-time physical systems and complex industrial processes including

2-D dynamic systems [3–5], result in rather sophisticated high-order mathematical analysis model. It poses great challenge

on system performance analysis and the corresponding control system design. Thus, how to get a suitable lower-dimension

model to approximate the high-dimension one with minimum sacriﬁce of accuracy is a highly desirable solution to simplify

the original high-order system. Extensive attention has been paid on this issue of reduced-order model approximation to

simplify these models while achieve a pre-speciﬁed performance level. A sequence of effective approaches and strategies on

the issue of model reduction have been proposed, such as the H∞ performance technique [33], the optimal Hankel-norm

performance technique [31], the L2 − L∞ performance technique [37] and the optimal H2 performance technique [45].

However, to the best of our knowledge, there are few reports in the literature on how to construct reduced-order mod-

elling with a pre-speciﬁed performance level for discrete-time nonlinear hybrid switched systems via T-S fuzzy modelling

framework. In fact, some challenging technology hinder the development of this area, and it raises numerous crucial issues

in implementing model reduction problem. For instance, 1) it is not easy to construct an appropriate reduced-order hybrid

switched model, which could substitute for the original complex nonlinear hybrid switched model effectively, 2) how to ﬁnd

a feasible piecewise Lyapunov function, in which the parameter-dependent technique and the average dwell time research

method can be applied to such nonlinear dynamic system effectively, and 3) how to further reduce the conservativeness in-

troduced by reduced-order matrix constraints and release these constraints as far as possible. Based on the above discussion

and the motivation, this work is carried out to solve the theoretical and practical diﬃculties on model reduction problem.

Motivated by the recognition that fuzzy modelling can describe a dynamic nonlinear system effectively, in this paper, the

reduced-order model approximation problem with a pre-speciﬁed performance level will be investigated for discrete-time

nonlinear complex hybrid switched systems, which can be modelled as hybrid stochastic switched systems via T-S fuzzy

modelling. Since hybrid switched systems, as well as T-S fuzzy stochastic systems, are involved in the concerned dynamic

complex systems, how to tackle the resulted model approximation issue should be interesting yet challenging. It should be

emphasised that, heretofore, only limited works concern on different operation modes in the T-S fuzzy systems.

The main contributions of the proposed results are summarized as follows:

1. In the framework of linear matrix inequality techniques, the reduced-order model under a pre-speciﬁed error system

performance level has been constructed.

2. For the nonlinear hybrid stochastic switched systems, the problem of reduced-order model approximation has been

settled by the usage of the project technique and the conversion on cone complementary linearization algorithm.

3. To further reduce the conservativeness degree of the proposed model approximation problem, the piecewisely blend-

ing quadratic Lyapunov functional is constructed to the corresponding nonlinear hybrid stochastic switched systems.

2. System description

N

x (k + 1 ) = ρ j (k ) C j x ( k ), ω ( k ) + G j x ( k ), ω ( k ) (k ) , (1a)

j=1

N

y (k ) = ρ j (k ) H j x(k ), ω (k ) + J j x(k ), ω (t ) (k ) , (1b)

j=1

input which belongs to 2 [0, ∞]; The ex-

∞

ogenous disturbance ω(•) is assumed to be energy bounded, that is, ω (• )2 k=0 ω (• )ω (• ); y (• ) ∈ R is the measure

T p

output; ϖ(•) is a stochastic process on a probability space (, F, P ) relating to an increasing family (Fk )k∈N of σ -algerbras

540 X. Su et al. / Information Sciences 370–371 (2016) 538–550

Fk ⊂ F generated by (k ) . The stochastic process ϖ(•) is independent satisfying E{ (k )} = 0 and E{ (k )2 } = μ; N is

k∈N

the positive integer, which denotes the number of sub-models;

N

ρ j (k ) : [0, ∞ ) → {0, 1}, and ρ j (k ) = 1, k ∈ [1, ∞ ), j ∈ N = {1, 2, . . . , N},

j=1

is the stochastic switching signal which implies which sub-model is accessible at the switching time, we use ρ j for simplic-

ity; C j (• ), G j (• ), H j (• ) and J j (• ) are a range of nonlinear regular functions.

At a discrete sampling time k, the value of ρ j (k), may be built by k or x(•), or both, or depend on any other hybrid

scheme. As is mentioned in [21], here assume that the real-time value of ρ j is accessible. For the switching signal ρ j , the

switching sequence

( j0 , k0 ), ( j1 , k1 ), . . . , ( jκ , kκ ), . . . , | jκ ∈ N , κ = 0, 1, . . . with k0 = 0,

The high-dimension complex nonlinear model with a T-S fuzzy modelling is given here, and T-S fuzzy modelling is used

here to handle the reduced-order model approximation for the nonlinear hybrid stochastic switched system.

Fuzzy Rule Ri : IF ϑ1 (k ) is Mi1 and ϑ2 (k ) is Mi2 and and ϑ p (k ) is Mip , THEN

[ j] [ j] [ j] [ j] [ j] [ j] [ j]

y(k ) = Ci[ j] x(k ) + D[i j] ω (k ),

where i = 1, 2, . . . , r, and r denotes the number of IF-THEN rules; Mi1 , . . . , Mip are the fuzzy sets; ϑ1 (• ),ϑ2 (• ), . . . ,

[ j] [ j] [ j] [ j]

[ j] [ j] [ j] [ j] [ j] [ j]

is a family of matrices parameterized by

= {1, 2, . . . , N }, and Ai , Bi , Ci , Di and Ei are known matrices.

[ j] [ j] [ j] [ j] [ j]

an index set N

Assume that the premise variables are independent on the disturbance input ω(•). Given a couple of (x(•), ω(•)), the

ultimate output of the corresponding hybrid switched fuzzy models is presented here:

N

r

x (k + 1 ) = ρj h[i j] ϑ [ j] A[i j] x(k ) + B[i j] ω (k ) + Ei[ j] x(k ) (k ) , (2a)

j=1 i=1

N

r

y (k ) = ρj h[i j] ϑ [ j] Ci[ j] x(k ) + D[i j] ω (k ) , (2b)

j=1 i=1

[ j] r

p

where hi

[ j]

ϑ = Mi ϑ [ j] /

[ j]

Mi ϑ [ j] , Mi (ϑ[j] ) =

[ j] [ j]

Mil ϑl

[ j] [ j]

, and Mil ϑl

[ j] [ j]

is the grade of membership of

i=1 l=1

[ j]

r

ϑl[ j] in

[ j]

Mil . Suppose

[ j]

Mi ϑ 0, i = 1, 2, . . . , r, Mi ϑ [ j] > 0 for all k. Therefore, hi (ϑ[j] ) ≥ 0 for i = 1, 2, . . . , r

[ j] [ j]

i=1

r

and

[ j]

hi ϑ [ j] = 1 for all k.

i=1

In our work, for the nonlinear hybrid switched model shown in (2), we shall approximate the high-order system by the

following reduced-order system represented by

N

x˜(k + 1 ) = ρ j A˜ [r j] x˜(k ) + B˜[r j] ω (k ) + E˜r[ j] x(k ) (k ) , (3a)

j=1

N

y˜(k ) = ρ j C˜r[ j] x˜(k ) + D˜ [r j] ω (k ) , (3b)

j=1

where x˜(k ) ∈ Rk is the desired reduced-order model’s state vector, and the resulted dimension k is less than n; y˜(k ) ∈ R p is

[ j] [ j] [ j] [ j] [ j]

the desired reduced-order model’s output; A˜ r , B˜r , C˜r , D˜ r and E˜r are proper dimensioned matrices to be determined.

x (k )

Denote x̆(k ) = [ ], er (k ) y(k ) − y˜(k ), and augment the original nonlinear hybrid switched model of (2) to include

x˜(k )

the reduced-order state variables of (3), then the overall dynamics of corresponding error system is illustrated as

N

r

x̆(k + 1 ) = ρj h[i j] ϑ [ j] Ă[i j] x̆(k ) + B̆[i j] ω (k ) + Ĕi[ j] x̆(k ) (k ) , (4a)

j=1 i=1

X. Su et al. / Information Sciences 370–371 (2016) 538–550 541

N

r

er ( k ) = ρj h[i j] ϑ [ j] C̆i[ j] x̆(k ) + D̆[i j] ω (k ) , (4b)

j=1 i=1

where

⎧ [ j] [ j] [ j]

⎪

⎨Ă[i j] Ai 0

, ˜[ j] Bi , Ĕ [ j] Ei

B

0

,

0 A˜ [r j] i

B˜[r j] i

0 E˜r[ j]

⎪ (5)

⎩C̆ [ j] C [ j] − C˜r[ j] , D̆[ j] D[ j] − D˜ [r j] .

i i i i

Deﬁnition 1. The error dynamic system in (4) with the exogenous disturbance ω(k) equalling 0 is said to be mean-square

exponentially stable under ρ j (k) if its solution x̆(k ) satisﬁes

for parameters η ≥ 1 and 0 < < 1.

Deﬁnition 2. For γ > 0 and 0 < β < 1, the error dynamic system in (4) is said to guarantee the pre-speciﬁed H∞ per-

formance level (γ , β ) if it is mean-square exponentially stable with the exogenous disturbance ω(k) equalling 0 and, under

x(k ) = 0, then the following holds for all nonzero ω(k) ∈ 2 [0, ∞):

∞

∞

E β s T

er ( s )er ( s ) < γ 2 ω T ( s )ω ( s ). (6)

s=k0 s=k0

Therefore, the model reduction problem with the pre-speciﬁed performance proposed in our work can be formulated as

follows: given the high-order nonlinear hybrid switched system described in (2) and 0 < β < 1, γ > 0, our aim is on how

to construct a desired reduced-dimension hybrid switched model in (3) to ensure that the corresponding error dynamic

system in (4) is satisﬁed to the pre-scribed H∞ performance.

3. Main results

In this section, the proposed stability analysis problem will be solved by introducing the parameter-dependent matrix

technique, and the suﬃcient condition of the weighted H∞ system performance will be given for the considered error

dynamic system (4).

Theorem 1. For given positive scalars 0 < β < 1, γ > 0 and σ ≥ 1, suppose that there exist matrix P [ j] ∈ R(n+k )×(n+k ) and P[j]

> 0 such that for j ∈ N , i = 1, 2, . . . , r,

⎡ T T T ⎤

−β P [ j] 0 Ă[i j] C̆i[ j] Ĕi[ j]

⎢ T T ⎥

⎢ ⎥

⎢ −γ 2 I B̆[i j] D̆[i j] 0 ⎥

⎢ −1 ⎥

[i j] ⎢

⎢ − P [ j] 0 0

⎥ < 0,

⎥ (7)

⎢ ⎥

⎢ −I

[ j] −1 ⎥

0

⎣ ⎦

− μP

then, the hybrid switched error dynamic system in (4) has a weighted H∞ error system performance level (γ , β ) with mean-

square exponential stability for any stochastic switching signal with average dwell time satisfying Ta > Ta = lnβσ , where σ ≥ 1

satisﬁes

P [ j] σ P [s] , ∀ j, s ∈ N . (8)

In addition, an upper bound of the estimate function of the state decay is shown as

where

1 b

βσ , η

Ta , a min λmin P [ j] , b max λmax P [ j] . (10)

a ∀ j∈N ∀ j∈N

542 X. Su et al. / Information Sciences 370–371 (2016) 538–550

Proof. Based on the fuzzy rule basis functions and the stochastic switching signal ρ j (k), from (7) we get

N

r

ρj h[i j] ϑ [ j] [i j] < 0. (11)

j=1 i=1

N

V x̆(k ), ρ j x̆ (k )

T

ρ jP [ j]

x̆(k ), (12)

j=1

P [ j] > 0, j ∈ N are to be designed. For k ∈ [kl , kl+1 ), we deﬁne

N

r T T

= ρj h[i j] ϑ [ j] x̆T (k ) Ă[i j] P[ j] Ă[i j] − P[ j] + μ Ĕi[ j] P[ j] Ĕi[ j] x̆(k ).

j=1 i=1

E V x̆(k ), ρ j + E (1 − β )V x̆(k ), ρ j

N

r T T

= ρj h[i j] ϑ [ j] x̆T (k ) Ă[i j] P[ j] Ă[i j] − β P[ j] + μ Ĕi[ j] P[ j] Ĕi[ j] x̆(k ). (13)

j=1 i=1

By (11), it follows

represent the piecewise transition points of ρ j over the time interval (0, k). As mentioned earlier, the jl th sub-model is

triggered when k ∈ [kl , kl+1 ). Therefore, for k ∈ [kl , kl+1 ), it suggests from (14) that

k−k0

Therefore, it concludes from (15) and (16) and the correlation Na (k0 , k ) Ta that

1

It is noted from (12) that it is feasible to ﬁnd two positive scalars a and b, and a ≤ b, which are given in (10)), then

1

b 1

E x̆(k )2 E V x̆(k ), ρ j (βσ Ta )k−k0 x̆(k0 )2 .

a a

1

Deﬁning βσ Ta , we obtain

b k−k0

E x̆(k ) x̆(k0 ).

a

X. Su et al. / Information Sciences 370–371 (2016) 538–550 543

By Deﬁnition 1, we can get that if 0 < ϱ < 1, on the other words, Ta > Ta = ceil (− ln σ ), the considered error dynamic

ln β

system in (4) with ω (k ) = 0 is mean-square exponentially stable, where the function ceil(f) shows rounding real scalar f to

the nearest integer greater than or equal to f.

Now, the weighted H∞ system performance level (γ , β ), which is deﬁned in (6), is established as follows. Give an index

of the form:

!

N

r T [ j]

[ j]

x̆ ( k ) x̆(k )

J (k ) = ρj h[i j] ϑ [ j] 11i 12i

,

ω (k ) [22j]i ω (k )

j=1 i=1

where

T T T

[11j]i Ă[i j] P[ j] Ă[i j] + C̆i[ j] C̆i[ j] + μ Ĕi[ j] P[ j] Ĕi[ j] − β P[ j] ,

T T T T

[12j]i Ă[i j] P[ j] B̆[i j] + C̆i[ j] D̆[i j] , [22j]i B̆[i j] P[ j] B̆[i j] + D̆[i j] D̆[i j] − γ 2 I.

Considering (11) and Schur’s complement, for k ∈ [kl , kl+1 ), we obtain J (k ) < 0. Let (k ) eTr (k )er (k ) − γ 2 ωT (k )ω (k ),

then

k−1

s=kl

k−1

s=kl

..

.

k

1 −1

s=k0

k−k0

Thus, based on the inequalities presented above and the relationship Na (k0 , k ) Ta we obtain

k−1

E V x̆(k ), ρ j < β k−k0 σ Na (k0 ,k) E V x̆(k0 ), ρ j (k0 ) − E β k−1−s σ Na (s,k) (s ) . (21)

s=k0

k−1

s=k0

k−1

s=k0

544 X. Su et al. / Information Sciences 370–371 (2016) 538–550

and Ta > − ln σ , we have N (0, s ) −s ln β . Thus, (22) implies

Ta ln β a ln σ

k−1

ln β

k−1

s=k0 s=k0

∞

∞

s=k0 s=k0

By Deﬁnition 2, we get that the hybrid switched error system in (4) has a weighted H∞ error performance level (γ , β ) with

mean-square exponential stability. Thus, the proof is completed.

Remark 1. By applying the piecewisely blending quadratic Lyapunov functions technique and the average dwell time analy-

sis approach, a novel suﬃcient condition of pre-speciﬁed performance analysis is obtained for discrete-time nonlinear hybrid

stochastic switched systems in T-S fuzzy modelling. The presented parameter-basis-dependent result for nonlinear switched

systems further reduces the conservation caused by the piecewisely blending quadratic Lyapunov functions which contains

the parameter-basis-independent information as a typical form. Next, it shows that the proposed reduced-order model ap-

proximation problem can be resolved as sequential minimization algorithm that can be computed for the feasible solution

very eﬃciently.

Now, the solution of the reduced-order approximation problem for the corresponding nonlinear hybrid switched systems

is presented by projection technique.

Theorem 2. Consider the corresponding hybrid switched error system in (4). For given scalars 0 < β < 1, γ > 0 and σ ≥ 1,

suppose there exist matrices 0 < P [ j] ∈ R(n+k )×(n+k ) and 0 < P [ j] ∈ R(n+k )×(n+k ) such that for j, s ∈ N , i = 1, 2, . . . , r,

⎡ T T ⎤

−β P [ j] 0 Ă[i0j] H T

Ĕi[0j] H T

⎢ T ⎥

⎢ ⎥

⎢ −γ I 2

B̆[i0j] H T

0 ⎥

¯ [ j] ⎢

⎥ < 0, (23a)

i ⎢ ⎥

⎢ −H P H T [ j]

0 ⎥

⎣ − H PH T ⎦

1

μ

⎡ T T T ⎤

−β H P [ j] H T H Ăi0

[ j]

H C̆i0

[ j]

H Ĕi0

[ j]

⎢ ⎥

⎢ −P [ j] 0 0 ⎥

ˆ [ j] ⎢

⎥ < 0, (23b)

i ⎢ −I 0 ⎥

⎣ − μ1 P [ j]

⎦

P [ j] σ P [s] , (23c)

P [ j] P [ j] = I, (23d)

then, the hybrid switched error dynamic system in (4) has a weighted H∞ error performance level (γ , β ) with mean-square

exponential stability. In addition, the system matrices of an available weighted H∞ reduced-order model in (3) are shown by

⎧ ⎡ [ j] ⎤

⎪

⎪ D˜ r C˜r[ j] 1

⎪

⎪G [ j] ⎣ B˜[r j] A˜ [r j] ⎦ = −−1U T [ j]V T V [ j]V T −1 + −1 [ j] 2 L V [ j]V T −1/2 ,

⎪

⎨

E˜r[ j]

⎪[ j] = U −1U T − W [ j] −1 > 0,

(24)

⎪

⎪

⎪

⎩[ j] = − U T [ j] − [ j]V T V [ j]V T −1V [ j] U > 0,

⎪

X. Su et al. / Information Sciences 370–371 (2016) 538–550 545

where > 0 and L < 1 are any proper dimensioned matrices, and

⎧ ⎡ T T T ⎤

⎪

⎪ − β P [ j]

0 Ă [ j]

C̆ [ j]

Ĕi[0j]

⎪

⎪ ⎢ i0 i0

⎥

⎪

⎪ ⎢ ⎥

⎪

⎪ ⎢ −γ 2 I B̆[i0j]

T

D̆[i0j]

T

⎥

⎪

⎪ ⎢

0

⎥

⎪

⎪ ⎢ [ j] −1 ⎥,

⎪

⎪ W [ j]

⎢ − ⎥

⎪

⎪ ⎢

P 0 0

⎥

⎪

⎪ ⎢ [ j] −1 ⎥

⎪ −I 0

⎪

⎪ ⎣ ⎦

⎪

⎪ − μP

⎪

⎪

⎪

⎪

⎪

⎪ ⎡0 ⎤

⎪

⎨ (n+k )×( p+2k ) 0n×p 0n×k 0n×k

X1 ,

⎢ 0m×( p+2k) ⎥ 0k×p Ik×k 0k×k (25)

⎪ U ⎢ X ⎥ ,

⎪

⎪ ⎣ 1

⎦

⎪

⎪ X2 X3

0n×p 0n×k 0n×k

,

⎪

⎪ X 0k×p 0k×k Ik×k

⎪

⎪ " 3 #

⎪

⎪ V Y1 Y2 0(m+k )×(n+k ) 0(m+k )×p 0(m+k )×(n+k ) ,

⎪

⎪

⎪

⎪ " #

⎪

⎪ 0m×n 0m×k Im×m

⎪

⎪ Y , Y , C̆i[0j] Ci[ j] 0 p×k ,

⎪

⎪

1

0 ×n I ×k

2

0 ×m

⎪

⎪ " k k

# k

" #

⎪

⎪ X2 −I p×p 0 p×k 0 p×k , H In×n 0n×k , D̆[i0j] D[i j] ,

⎪

⎪

⎪

⎪ [ j]

⎪

⎩ Ă[i0j] Ai 0n×k ˜[ j] B[i j] [ j] Ei[ j] 0n×k

, Bi0 , Ĕi0 .

0k×n 0k×k 0k×m 0k×n 0k×k

[ j] [ j] [ j] [ j] [ j]

Proof. Rewrite Ăi , B̆i , C̆i , D̆i and Ĕi in the following form:

⎧ [ j]

⎪ [ j] [ j] [ j] [ j]

⎨Ăi Ăi0 + X1 G Y1 , B̆i B̆i0 + X1 G Y2 ,

[ j]

⎪

⎩

Ĕi[ j] Ĕi[0j] + X3 G [ j]

Y1 ,

[ j] [ j] [ j] [ j] [ j]

where G [ j] , Ăi0 , B̆i0 , C̆i0 , D̆i0 , Ĕi0 , X1 , X2 , X3 , Y1 and Y2 are deﬁned in (24) and (25). With (26), the proposed condition

(7) in Theorem 1 can be transformed into

T

W [ j] + U G [ j]V + U G [ j]V < 0, (27)

⎡ ⎤ ⎡ ⎤

H 0 0 0 0 I 0 0 0 0

⎢0 0 I 0 0⎥ ⊥ ⎢0 I 0 0 0 ⎥

V T⊥ ⎣

0⎦

,U ⎣ ⎦,

0 0 0 I 0 0 H 0 0

0 0 0 0 I 0 0 0 0 H

where H is shown in (25). Then, by projection Lemma, inequality (27) is feasible for G [ j] if and only if

U ⊥ W U T ⊥ < 0, V T ⊥ W V ⊥ < 0,

⎡ T T ⎤

−β P [ j] 0 Ă[i0j] H T

Ĕi[0j] H T

⎢ T ⎥

⎢ ⎥

⎢ −γ I 2

B̆[i0j] H T

0 ⎥

⎢ ⎥ < 0, (28a)

⎢

[ j] −1

⎥

⎣ −H P H T

0 ⎦

−1

−H μP[ j] H T

⎡ T T T ⎤

−β H P [ j] H T H Ăi0

[ j]

H C˜i0

[ j]

H Ĕi0

[ j]

⎢ −1 ⎥

⎢ − P [ j] ⎥

⎢ 0 0 ⎥ < 0, (28b)

⎣ −I 0 ⎦

−1

− μP[ j]

546 X. Su et al. / Information Sciences 370–371 (2016) 538–550

By noting P [ j] (P [ j] )−1 , it follows that (28a) and (28b) imply respectively (23a) and (23b). In addition, when the in-

equalities in (23) are satisﬁed, the reduced-order model parametrization in (24) corresponding to an available solution can

be obtained by using projection technique. Thus, it completes the proof.

Remark 2. The proposed suﬃcient conditions in Theorem 2 are not all in linear matrix inequalities form because of the

equation in (23d). Here, to solve this diﬃculty, we introduce the cone complementarity linearization algorithm as follows.

From the above discussion, the solution of the resulted nonconvex feasibility problem can be provided via the formulation

of the following sequential optimization problem [9].

Reduced-order model approximation problem:

$ %

[ j] [ j]

min trace P P

j∈N

[ j]

P I

0. (29)

I P [ j]

Remark 3. Note that the simulation result of Theorem 2 is feasible, if the aforementioned problem of min trace ( P [ j] P [ j] )

j∈N

= 2Nk can be solved effectively. In the following example, iteration approach [10] is introduced to solve the proposed

reduced-order model approximation problem. The iteration of the proposed solving condition will be terminated, when

the matrices obtained satisfy the conditions of inequalities (23a)–(23c) with a pre-scribed performance level, or it reaches

the maximum number of iterations.

4. Illustrative example

In this part, simulation result is represented to show the feasibility of the presented reduced-order model approximation

approach.

Example 1. Consider the hybrid stochastic switched systems in (1) with N = 2 and the system parameters are shown here.

Subsystem 1.

⎡ ⎤ ⎡ ⎤

0.57 0.45 −0.42 0.86 0.70

⎢ 0.48 −0.32 0.54 −0.26⎥ ⎢−0.42⎥

A[1] =⎣ B[1]

−0.40⎦

=⎣

−0.42⎦

, ,

1 −0.34 −0.22 −0.38 1

⎡ ⎤ ⎡ ⎤

0.76 0.30 −0.42 0.82 0.62

⎢ 0.44 −0.32 0.56 −0.48⎥ ⎢ −0.76⎥

A[1] =⎣ B[1]

−0.36⎦

=⎣

−0.42⎦

, ,

2 −0.32 −0.28 −0.28 2

⎡ ⎤ ⎡ ⎤T

0.07 0.04 0.02 0.05 1.25

⎢0.02 0.06 0.08 0.10⎥ ⎢0.62⎥

E1[1] =⎣ C1[1]

0.02⎦

=⎣

1.32⎦

, ,

0.04 0.02 0.06

0.02 0.08 0.02 0.04 0.62

⎡ ⎤ ⎡ ⎤T

0.07 0.04 0.02 0.05 1.15

⎢0.08 0.06 0.04 0.10⎥ ⎢0.66⎥

E2[1] =⎣ C2[1]

0.08⎦

=⎣

1.36⎦

, ,

0.04 0.02 0.06

0.01 0.02 0.01 0.02 0.64

D[1]

1

= 1.90, D[1]

2

= 1.50 (30)

Subsystem 2.

⎡ ⎤ ⎡ ⎤

0.56 0.30 −0.42 0.91 0.64

⎢ 0.46 −0.32 0.58 −0.57⎥ ⎢−0.46⎥

A[2] =⎣ B[2]

−0.40⎦

=⎣

−0.48⎦

, ,

1 −0.32 −0.22 −0.26 1

⎡ ⎤ ⎡ ⎤

0.52 0.12 −0.08 0.76 0.70

⎢ 0.48 −0.32 0.54 −0.24⎥ ⎢−0.68⎥

A[2] =⎣ B[2]

−0.28⎦

=⎣

−0.40⎦

, ,

2 −0.30 −0.22 −0.24 2

X. Su et al. / Information Sciences 370–371 (2016) 538–550 547

⎡ ⎤ ⎡ ⎤T

0.07 0.04 0.02 0.05 1.15

⎢0.08 0.06 0.04 0.10⎥ ⎢0.52⎥

E1[2] =⎣ C1[2]

0.05⎦

=⎣

1.34⎦

, ,

0.04 0.02 0.06

0.02 0.04 0.02 0.05 0.64

⎡ ⎤ ⎡ ⎤T

0.07 0.04 0.02 0.06 1.16

⎢0.02 0.06 0.08 0.10⎥ ⎢0.54⎥

E2[2] =⎣ C2[2]

0.02⎦

=⎣

1.30⎦

, ,

0.04 0.08 0.06

0.02 0.04 0.02 0.08 0.68

D[2]

1

= 1.90, D[2]

2

= 1.50, (31)

and β = 0.8. Set σ = 1.02, it is easy to prove, from Theorem 1, that the concerned nonlinear hybrid stochastic switched

system has mean-square exponential stability.

Here, the aim is to search for reduced-order hybrid switched systems in (3), that is, Case 1: k = 1; Case 2: k = 2; Case 3:

k = 3, to simplify the above high-order system in the weighted H∞ error performance sense. Solve the sequential optimiza-

tion problem in Theorem 2 by using the cone complementarity linearization algorithm, the different reduced-order model

parameters are presented in the following.

Case 1. with k = 1, the minimized feasible error system performance level is 0.1391 and

⎡ ⎤ ⎡ ⎤

1.5974 −0.6204 1.4117 −0.6318

G [1] = ⎣−1.0057 0.4770⎦, G [2] = ⎣−1.2455 −0.2945⎦. (32)

0.0556 0.0015

Case 2. with k = 2, the minimized feasible error system performance level is 0.1166 and

⎡ ⎤ ⎡ ⎤

1.4902 −0.5756 −0.4607 1.5044 −0.5850 −0.5215

⎢−0.5435 0.2649 0.0866⎥ ⎢ −0.7510 0.0602 −0.5025 ⎥

⎢ ⎥ ⎢ ⎥

G [1] = ⎢−0.6248 0.3817 0.3742⎥, G [2] = ⎢ −0.4039 0.1989 0.1270 ⎥. (33)

⎣ ⎦ ⎣ ⎦

0.0987 0.0549 0.0576 −0.0283

0.0313 0.0270 0.0234 0.0202

Case 3. with k = 3, the minimized feasible error system performance level is 0.0836 and

⎧ ⎡ ⎤

⎪ 1.4711 −0.5484 −0.4326 −0.1501

⎪

⎪

⎪

⎪ ⎢ −0.0262⎥

⎪

⎪ ⎢−0.5445 0.2717 0.0053 ⎥

⎪

⎪ ⎢ −0.5441 0.4005 0.3705 0.1318⎥

⎪

⎪ ⎢ ⎥

⎪G [1] = ⎢ −0.2047 0.1658 0.1751 0.0758⎥,

⎪

⎪ ⎢ ⎥

⎪

⎪ ⎢ 0.1070 0.0493 0.0122⎥

⎪ ⎣

⎪

⎪

⎪ 0.0236 0.0229 0.0085⎦

⎨ −0.0 0 03 0.0057 0.0028

⎡ ⎤ (34)

⎪

⎪ 1.5189 −0.5718 −0.4762 −0.1687

⎪

⎪ ⎢−0.7023

⎪

⎪ ⎢ 0.1416 −0.5328 −0.2735⎥

⎥

⎪

⎪ ⎢−0.3596 0.0449⎥

⎪

⎪ ⎢

0.2357 0.1545

⎥

⎪

⎪G [2]

= ⎢−0.0977 0.10 0 0 0.1292 0.0607⎥.

⎪

⎪ ⎢ ⎥

⎪

⎪ ⎢ 0.0708 −0.0287 −0.0217⎥

⎪

⎪ ⎣

⎪

⎪

⎩ 0.0193 0.0207 0.0080⎦

0.0016 0.0132 0.0062

Additionally, to show the effectiveness of the weighted H∞ error performance for the designed reduced-order hybrid

switched model, set x̆(0 ) = 0 (x(0 ) = 0, x˜(0 ) = 0), and the membership functions is selected as

⎧

⎪

⎪ 1−sin x2 (k )

⎪

⎨h[ j] x[ j] (k )

1 2 2

,

⎪

⎪ [ j] [ j]

⎪

⎩

1+sin x2 (k )

h2 x2 ( k ) 2

.

ω (k ) = exp (−0.1k ) sin(0.9k ), k > 0.

Fig. 1 depicts a hybrid stochastic switching signal, which is activated arbitrarily for different modes. The parameters of verti-

cal axis, ‘1’ and ‘2’, represent the ﬁrst and the second nonlinear stochastic submode, respectively. It can be easily seen from

548 X. Su et al. / Information Sciences 370–371 (2016) 538–550

Fig. 1. Stochastic switching signal with the average dwell time Ta ≥ 0.1 .

Fig. 2. Outputs of the original nonlinear hybrid switched system and the reduced-order hybrid switched models .

Fig. 1 that the average dwell time Ta lnβσ = ln01..802 = 0.0248. Fig. 2 shows that the measured outputs of the original hybrid

switched system (30) and (31), the third-dimension hybrid switched model (34), the second-dimension hybrid switched

model (33) and the ﬁrst-dimension hybrid switched model (32), while the output errors between the original nonlinear

hybrid switched system and the reduced-order hybrid switched models are described in Fig. 3.

5. Conclusion

This paper investigates the reduced-order model approximation problem with a pre-speciﬁed system performance level

for nonlinear hybrid stochastic switched systems in T-S fuzzy modelling. The steps of the proposed model reduction tech-

nique are: 1) given the high-order nonlinear hybrid switched system, construct a reduced-order hybrid switched model to

approximate; 2) by applying the average dwell time analysis approach and the piecewisely blending quadratic Lyapunov

X. Su et al. / Information Sciences 370–371 (2016) 538–550 549

Fig. 3. Output errors between the original nonlinear hybrid switched system and the reduced-order hybrid switched models .

function technique, the corresponding augmented error dynamic system is guaranteed to be mean-square exponentially sta-

ble with a given error performance level. Moreover, the establishment of the resulted feasibility condition for the reduced-

order hybrid stochastic switched systems is shown by the projection technique. Combining with the cone complementary

linearization algorithm, the parameters of the reduced-order hybrid switched models can be expressed as getting a feasible

solution for a sequential minimization problem, which are represented in linear matrix inequality form. Finally, simulation

results illustrate the effectiveness of the presented model reduction technique.

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