Robust stabilization of a class of time-delay nonlinear systems

with
Markovian
jump
Qian
Wang12,
Zhongfeng
Wang1,
Ligang
Li1,Jianlong
Huang1,Fudong
Wang1
1. Shenyang Institute of Automation Chinese Academy of Sciences, Shenyang, 110016, China
E-mail: wangqian@sia.cn
2. University of Chinese Academy of Sciences,Beijing 100049 China

Abstract: The problem of robust stabilization of time-delay nonlinear systems with Markovian jump with a triangular structure is
studied. Based on backstepping method, we prove that the closed system is almost surely asymptotically stable and the controller
and the associated Lyapunov function is independent of the generator of the Markov process.

Key Words: Backstepping method, time-delay nonlinear systems, Markovian jump

1 Introduction
There have been several examples showing the importance
of dynamic systems subject to abrupt changes in their struc-
tures or parameers. This is in part due to the fact that very
often dynamic systems are inherently vulnerable to compo-
nent failures or repairs, sudden environmental disturbances,
changing subsystem interconnections, abrupt variations of
the operating point of a nonlinear plant, etc.. In many situa-
tions, Markovian jump systems comprise an important class
of stochastic dynamic hybrird systems which can model the
above problems. The theory of stability and control theorey
has recently received a lot of attention, for example, in [9],
[10], [11], [12], [1], [8] and the references therein.
It is well-known that time-delay cannot be avoid in prac-
tice, such as electrical networks, turbojet engines, mi-
crowave oscillators, nuclear reactors, hydraulic systems, and
so on, and it often results in instability and poor perfor-
mance. So far, the stability analysis and robust control for
these dynamic time-delay systems have attracted a number
of researchers over the past years, see,for example, [13],
[14], [15], [16]. Similar to Markovian jump systems, more
attentions are paid to linear time-delay systems and the re-
sults are often obtained in the form of linear matrix inequal-
ities [17], [18]. Backstepping method can be used to con-
struct both feedback control laws and associated Lyapunov
functions systematically. S. K. Nguang [2] and Y. Fu [3] s-
tudied the state feedbak stabilization of a class of time-delay
nonlinear systems using backstepping method. C. Hua [5]
and Y. Fu [4] studied the output feedback stabilization of a
class of time-delay nonlinear systems.
In this paper, we investigate the robust stabilization of a
class of time-delay nonlinear systems with Markovian jump.
The system considered is in the strict-feedback form which is
more general than [14] and [3]. We show that the controller
and associated Lyapunov function obtained are independent
of the generator of the Markov process and the closed-loop
system is almost surely asymptotically stable.
N otations : The notation used in this paper is quite stan-
dard. We use Rn to denote the n dimensional Euclidean
space, |A| to denote the 2-norm of a vector A, and AT
to denote the transpose of a matrix A. If A is square,
This
work
is
supported
by
National
Natural
Science
Foundation

(NNS-F)
of
China
under
Grant
"4.
we use T r(A) to denote its trace. And let C 2,1 (Rn ×
[−τ, ∞) × S; R+ ) denote the family of all nonnegative func-
tions V (x, t, i) on Rn × [−τ, ∞) × S which are contin-
uously twice differentiable in x and once differentiable in
t, where S = {1, 2, · · · , N } and N is a positive inte-
ger. Let (Ω, F , {Ft }t≥0 , P) be a complete probability s-
pace with a filtration {Ft }t≥0 satisfying the usual condi-
tions (i.e. it is increasing and right continuous while F0
contains all P-null sets), where P is the probability measure
defined on the algebra of events F , and we use E to de-
note the expectation operator. Let τ > 0 and C([−τ, 0]; Rn )
denote the family of all continuous Rn -valued function-
s ξ on [−τ, 0] with the norm ξ = sup{|ξ(s)|, −τ ≤
s ≤ 0}. Let CF b
([−τ, 0]; Rn ) denote the family of al-
0
l F0 -measurable bounded C([−τ, 0]; Rn )-valued random
variables ξ = {ξ(s), −τ ≤ s ≤ 0}. Sometimes, the ar-
guments of a function will be omitted in the analysis when
no confusion can arise.
2 Preliminaries
Consider the Markovian jump time-delay nonlinear sys-
tems
dx = f (x(t), x(t − d(t)), t, r(t))dt
(1)
+g(x(t), x(t − d(t)), t, r(t))dw, t ≥ 0
where x ∈ Rn is the state with initial data x0 = ξ ∈
CFb
([−τ, 0]; Rn ) for −τ ≤ t ≤ 0, d(t) ∈ R+ is the
0
˙
time-varying time-delay which satisfy d(t) ≤ η < 1 and
d(0) = τ > 0. r(t), t ≥ 0 is a right-continuous Markov
chain on the probability space (Ω, F , {Ft }t≥0 , P) taking
values in finite state space S. w(t) is m-dimensional Wiener
process defined on the same probability space which is in-
dependent of the Markov chain r(t). f and g are locally
Lipschitz continuous functions with proper dimensions with
f (0, 0, t, i) = 0 and g(0, 0, t, i) = 0 for all t ≥ 0 and
i = 1, 2, · · · , N , so the equation admits a trivial solution
x(t; 0) = 0.
The generator of the Markov process rt is Π = (πij )N ×N
given by

πij t + o(t), if i = j
P{r(t + s) = j|r(s) = i} =
1 + πii + o(t), if i = j

978-1-5090-4657-7/17/$31.00 2017
c IEEE 3736
for any s, t ≥ 0. Here πij ≥ 0 is the transition rate from i to with α0 ≡ 0 and αi are continuous functions to be deter-
j if i = j while mined later. Because gij (0) = 0, hij (0) = 0, it is re-
quired that αi vanish at x̃i = 0 as well as z̃i = 0, where

N
z̃i = [z1 , · · · , zi ]. Thus, we can have the following decom-
πii = − πij . positions
j=1,j=i

If V ∈ C 2,1 (Rn ×[−τ, ∞)×S; R+ ), introduce the infinites-

imal generator for the system (1) by

i
LV (x, t, p) = Vt (x, t, p) + Vx (x, t, p)f (x(t), x(t − d(t)), t, p) αi (x̃i ) = zj αij (x̃j ),

N
1
j=1
+ πpq V (x, t, q) + T r[g T (x(t), x(t − d(t)), t, p) 
i
q=1
2 ḡi (x̃i ) = zj ḡij (x̃j ),
∗Vxx (x, t, p)g(x(t), x(t − d(t)), t, p)] j=1


i
where h̄i (x̃i ) = zj h̄ij (x̃j )
j=1
∂V (x, t, p)
Vt (x, t, p) = , 
i
∂t Gik (x̃i ) = zj Gijk (x̃j ),
∂V (x, t, p) ∂V (x, t, p)
Vx (x, t, p) = ( ,··· , ), j=1
∂x1 ∂xn
  
i
∂ 2 V (x, t, p) Hik (x̃i ) = zj Hijk (x̃j ),
Vxx (x, t, p) = . j=1
∂xi xj n×n
k = 1, 2
1 [8] The trivial solution of (1) is said to be almost surely
asymptotically stable if for all ξ ∈ CF b
0
([−τ, 0]; Rn ) and
i0 ∈ S

P{ lim x(t; ξ) = 0} = 1.
t→∞ According to Itô’s differential rule, we have
3 State Feedback Control
In this section, we consider the following Markovian jump
time-delay nonlinear systems
dzi = d(xi − αi−1 (x̃i−1 ))
dxi = (xi+1 + gi1 (x̃i , r(t)) + gi2 (x̃i , x̃i (t − d(t)), r(t))dt = (xi+1 + gi1 + gi2
+(hi1 (x̃i , r(t)) + hi2 (x̃i , x̃i (t − d(t)), r(t)))T dw, 1  ∂ 2 αi−1
i−1
− (hj1 + hj2 )T (hk1 + hk2 ).
2 ∂xj ∂xk
j,k=1
dxn = (u + gn1 (x̃n , r(t)) + gn2 (x̃n , x̃n (t − d(t)), t, r(t))dt 
i−1
∂αi−1
+(hn1 (x̃n , r(t)) + hi2 (x̃n , x̃n (t − d(t)), r(t))T dw (2) − (xj + gj1 + gj2 ))dt
j=1
∂xj
where i = 1, 2, ..., n − 1, x = (x1 , x2 , · · · , xn )T ∈ Rn is ⎛ ⎞

i−1
∂αi−1
the state vector, and x̃i = (x1 , · · · , xi )T , i = 1, · · · , n. u ∈ + ⎝(hi1 + hi2 ) − T
(hj1 + hj2 ) T⎠
dw
R is the input of the system. Nonlinear uncertain functions j=1
∂xj
gij , hij , i = 1, · · · , n, j = 1, 2 are assumed to satisfy the
following conditions [2].
Assumption 1: |gi1 (y, p)| ≤ ḡi (y), |hi1 (y, p)| ≤
h̄i (y), i = 1 · · · , n, p = 1 · · · , N where ḡi , h̄i are known
smooth nonlinear functions with ḡi (0) = 0, h̄i (0) = 0. where xn+1 = u. We employ a Lyapunov function of the
Assumption 2: |gi2 (y1 , y2 , p)| ≤ Gi1 (y1 ) + form
Gi2 (y2 ), |hi2 (y1 , y2 , p)| ≤ Hi1 (y1 ) + Hi2 (y2 ),
i = 1 · · · , n, p = 1 · · · , N where Gi1 , Gi2 , Hi1 , Hi2
are known smooth nonlinear functions with Gij (0) =

1 4
n
0, Hij (0) = 0, j = 1, 2. t
V = z + q(z(s))ds
Under Assumptions 1 and 2, we shall deal with a state 4 i=1 i t−d(t)
feedback stabilizing problem for the Markovian jump time-
delay nonlinear systems (2). In the backstepping design, the
error variables zi are give by

zi = xi − αi−1 (x̃i−1 ), i = 1, · · · , n where q(z) is a positive function to be determined. Along

2017 29th Chinese Control And Decision Conference (CCDC) 3737

 the trajectories of (2), we have By the assumption and Young’s inequalities, we have

 
 
 i
 3i  4/3  i
1 4
zi3 gi1 ≤ |zi3 ||ḡi | = |zi3 |  zj ḡij  ≤ zi4 ḡij + z
 j=1  4 j=1
4 j
⎛ ⎞
i 
i
zi3 gi2 ≤ |zi3 |(Gi1 + Gi2 ) = |zi3 | ⎝ zj Gij1 + zj Gij2 ⎠
j=1 j=1
i 
 

n−1
3i 4 4/3 4/3 1 4
i
LV = zi3 (xi+1 + gi1 + gi2 ≤ zi Gij1 + Gij2 + z
4 j=1 j=1
2 j
i=1

1  ∂ 2 αi−1
i−1 3 4 1 4
− (hj1 + hj2 )T (hk1 + hk2 ) zi3 zi+1 ≤ z + zi+1
2 ∂xj ∂xk 4 i 4
j,k=1


i−1
∂αi−1
− (xj + gj1 + gj2 ))dt and
j=1
∂xj
⎛
1  ∂ 2 αn−1 
n−1 i−1
1 ∂ 2 αi−1
+ zn3 ⎝− (hj1 + hj2 )T (hk1 + hk2 ) − zi3 (hj1 + hj2 )T (hk1 + hk2 )
2 ∂xj ∂xk 2 ∂xj ∂xk
j,k=1 j,k=1
⎞  
 ∂αn−1
n−1 
i−1
 3 ∂ 2 αi−1  T
≤ zi 
(xj + gj1 + gj2 ) + u + gn1 + gn2 ⎠  ∂xj ∂xk  (hj1 hj1 + hk2 hk2 )
T
−
j=1
∂xj j,k=1
⎛ ⎞T i−1 



j
 3 ∂ 2 αi−1 
3  2⎝
n  ∂αi−1 i−1
≤ zi  (h̄j |zj ||h̄jl |
+ z (hi1 + hi2 )T − (hj1 + hj2 )T ⎠  ∂xj ∂xk 
2 i=1 i j=1
∂xj j,k=1 l=1


k 
k

i−1
∂αi−1 + 2Hk1 |zk ||Hkl1 | + 2Hk2 |zk ||Hkl2 |)
× ((hi1 + hi2 )T − (hj1 + hj2 )T ) l=1 l=1
∂xj
j=1  4/3

i−1
15  ∂ 2 αi−1 
+ ˙
q(z(t)) − (1 − d(t))q(z(t − d(t))) ≤ ( zi4 
4 ∂xj ∂xk 

n−1 j,k=1
= zi3 (αi + gi1 + gi2
1 4 4 4 1 4 4 1 4 4
j k k
i=1 + zj h̄jl h̄j + zk Hkl1 Hk41 + zk Hkl2 Hk42
4 2 2
1  ∂ 2 αi−1
i−1 l=1 l=1 l=1
− (hj1 + hj2 )T (hk1 + hk2 ) i−1  4/3
2 ∂xj ∂xk 15 4   ∂ 2 αi−1 
j,k=1 = z  ∂xj ∂xk 
4 i

i−1
∂αi−1
j,k=1
 j 
− (xj + gj1 + gj2 ))dt 
i−1  
∂xj 1 4 4 4 4 4 4 4
j=1 + (i − 1) zj h̄jl h̄j + 2Hjl1 Hj1 + 2Hjl2 Hj2
4
1  ∂ 2 αn−1
n−1 j=1 l=1
+ zn3 (− (hj1 + hj2 )T (hk1 + hk2 )
2 ∂xj ∂xk
j,k=1
⎞
 ∂αn−1
n−1
and
− (xj + gj1 + gj2 ) + u + gn1 + gn2 ⎠
j=1
∂xj


n−1 
i−1
∂αi−1
+ zi3 zi+1 −zi3 (gj1 + gj2 )
j=1
∂xj
i=1
⎛ ⎞T   
i−1
 ∂αi−1 
3  2⎝  |zi3 |   (ḡj + Gj1 + Gj2 )
n i−1
∂α ≤ 
(hj1 + hj2 )T ⎠
i−1
+ z (hi1 + hi2 )T − ∂x j
2 i=1 i j=1
∂x j j=1

⎛ ⎞  1   4  4/3  4/3
i−1 i−1 j
9(i − 1) 4/3

i−1
∂α ≤ zi4 + zj ḡjk + Gjk1 + Gjk2
× ⎝(hi1 + hi2 ) −
T i−1
(hj1 + hj2 ) ⎠
T
j=1
4 4 j=1
k=1
j=1
∂xj

+ ˙
q(z(t)) − (1 − d(t))q(z(t − d(t))).
and

3738 2017 29th Chinese Control And Decision Conference (CCDC)

 ⎛
i  
3i 4/3 3i  4/3 1 4/3
⎛ ⎞T αi = −zi ⎝ci + ḡij + Gij1 + Gij2
4 4 j=1 1−η

i−1
∂αi−1
zi2 ⎝(hi1 + hi2 )T − (hj1 + hj2 ) T⎠
i−1  4/3
∂xj 15   ∂ 2 αi−1  9
j=1 +  ∂xj ∂xk  + (i − 1)(n − 1)+ 1
⎛ ⎞ 4 4
j,k=1

i−1
∂αi−1
× ⎝(hi1 + hi2 )T − (hj1 + hj2 ) T⎠ 3
∂xj + 20i(2n + 1 − 2i) + (n + 1 − i)
j=1 4
i  
≤ zi2 (4hTi1 hi1 + 4hTi2 hi2 1 2
+ (i − 1)(n − i) h̄4ij h̄4i + 2Hij1
4 4
Hi1 + 4
Hij2 4
Hi2
i−1 
 2 4 1−η
∂αi−1  T  j=1
+ 4hj1 hj1 + 4hTj2 hj2 ) i  
j=1
∂x j 1  4/3 4/3 1 4/3
⎛ ⎞2 ⎛ ⎞2 + (i − 1)(n − i) ḡij + Gij1 + Gij2
4 1−η
 i i j=1
≤ 4zi2 (⎝ zj h̄ij ⎠ + 2 ⎝ zj Hij1 ⎠ i 
 
2
j=1 j=1 + 4i(n + 1 − i) h̄4ij + 2Hij1
4
+ H4
⎛ ⎞2 j=1
1 − η ij2

i 
i−1  4 
+ 2⎝ zj Hij2 ⎠ )  ∂αi−1
j j
+ 4i(n − i) h̄4jk + 2 4
Hjk1
j=1 ∂x j
 j 2  j 2 j=1

k=1 k=1

i−1
∂αi−1 2    j
+ 4zi2 ( ) ( zk h̄jk +2 zk Hjk1 2 4
∂xj + Hjk2
j=1 k=1 k=1 1−η
k=1
 j 2

+ 2 zk Hjk2 )
⎛
n  
k=1

i 
i 
i
⎝ 3n 4/3 3n  4/3 1 4/3
u = −zn cn + ḡ + Gnj1 + G
≤ 8izi2 ( zj2 h̄2ij + 2 zj2 Hij1
2
+2 zj2 Hij2
2
) 4 nj 4 j=1 1 − η nj2
j=1 j=1 j=1
n−1  4/3
 15   ∂ 2 αn−1  9
∂αi−1 2   2 2 
i−1 j j
+  ∂xj ∂xk  + (n − 1)2 + 20n
+ 8izi2 ( ) zk h̄jk + 2 zk2 Hjk1
2
4 4
∂x j j,k=1
j=1 k=1 k=1 ⎞
n  

j
 7 2 ⎠
+ 2 zk2 Hjk2
2 + + 4n h̄4nj + 2Hnj1
4
+ H4
4 j=1
1 − η nj2
k=1

i
  where ci > 0. We can see that αi is only related to
≤ 4i 5zj4 + zi4 h̄4ij + 2zi4 Hij1
4
+ 2zi4 Hij2
4
ḡj , h̄j , Gjk , Hjk , j = 1, · · · , i, k = 1, 2 and those are on-
j=1
ly related to αl , l = 1, · · · , i − 1. And thus we conclude
  4
i−1
 ∂αi−1 that the recursive design is effective. Then the infinitesimal
+ 4i 5jzj4 + zi4 generator of the closed-loop system is negative definite
j=1
∂xj
  
n

j 
j 
j
 LV ≤ − ci zi4 .
h̄4jk +2 4
Hjk1 +2 4
Hjk2 i=1
k=1 k=1 k=1
Therefore, the closed-loop system is almost surely asymp-
totically stable [8].
If we choose q, αi and u as
4 Example
⎛
1  ⎝ 3i 4  4/3
n i Now we give an example to show the result, we consider
q = zi G the following Markovian jump time-delay nonlinear system
1 − η i=1 4 j=1 ij2


i−1 
j  
1 dx1 = x1 + x21 × sinr(t) + x21 + (x1 × (t − d(t))2 + sin(t) d
+ (i − 1) zj4 4
2Hjl2 Hj42
4 j=1 + (x21 × sinr(t) + x21 + [x1 × (t − dt)]2 + sin(t))dw
l=1

1 
i−1 
j
4/3

i
+ zj4 Gjk2 + 4i 2zi4 Hij2
4
4 j=1 k=1 j=1 dx2 = (u + x21 × x22 × sinr(t) + (x1 + ×x2 )2
⎞

i−1  4 
j + (x1 × x2 × (t − d(t))2 ) + sinr(t))dt
+ 8i zi4
∂αi−1 4 ⎠  2
∂xj
Hjk2 + x1 × x22 × sinr(t) + (x1 × x2 )2
j=1 k=1 
+ (x1 × x2 × (t − d(t)))2 + sinr(t) dw (3)

2017 29th Chinese Control And Decision Conference (CCDC) 3739

 Let us suppose the state space of Markov process is 1, 2, 3
and the state transition problem matrix is
⎡ ⎤
0.7 0.2 0.1
⎣ 0.1 0.5 0.4 ⎦ (4)
0.05 0.35 0.6
it is easy to proof the system (3) satisfy Assumption 1
and Assumption 2. Through compute the system, we can
get the following result : from the figure F ig.1, we can know
the fact the state of the system x1 and x2 both become 0 after
15 seconds. Thus the system is asymptotically stable.
[11] S. Xu, T. Chen, and J. Lam, Robust H∞ filtering for uncertain
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Fig. 1: Example figure

5 Conclusion
In this paper, we discuss the problem of robust stabiliza-
tion of time-delay nonlinear systems with Markovian jump
with a triangular structure by a Lyapunov-base recursive de-
sign approach. We proved that the closed-loop system is al-
most surely asymptotically stable. The method in this note
can be extended to the output feedback stabilization of a sim-
ilar system.
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3740 2017 29th Chinese Control And Decision Conference (CCDC)