Semi-Markov Process

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Guangdeng Zong - One of the best experts on this subject based on the ideXlab platform.

  • Adaptive Event-Triggered SMC for Stochastic Switching Systems With Semi-Markov Process and Application to Boost Converter Circuit Model
    IEEE Transactions on Circuits and Systems I: Regular Papers, 2021
    Co-Authors: Guangdeng Zong, Wei Xing Zheng
    Abstract:

    In this article, the sliding mode control (SMC) design is studied for a class of stochastic switching systems subject to Semi-Markov Process via an adaptive event-triggered mechanism. Network-induced communication constraints, Semi-Markov switching parameters, and uncertain parameters are considered in a unified framework for the SMC design. Due to the constraint of measuring transducers, the system states always appear with unmeasurable characteristic. Compared with the traditional event-triggered mechanism, the adaptive event-triggered mechanism can effectively reduce the number of triggering than the static event-triggered mechanism. During the data transmission of network communication systems, network-induced delays are characterized from the event trigger to the zero-order holder. The aim of this work is to design an appropriate SMC law based on an adaptive event-triggered communication scheme such that the resulting closed-loop system could realize stochastic stability and reduce communication burden. By introducing the stochastic Semi-Markov Lyapunov functional, sojourn-time-dependent sufficient conditions are established for stochastic stability. Then, a suitable SMC law is designed such that the system state can be driven onto the specified sliding surface in a finite-time region. Finally, the simulation study on boost converter circuit model (BCCM) illustrates the effectiveness of the theoretical findings.

  • mathscr l _ infty control for positive delay systems with semi markov Process and application to a communication network model
    IEEE Transactions on Industrial Electronics, 2019
    Co-Authors: Guangdeng Zong, Hamid Reza Karimi
    Abstract:

    This paper deals with the problem of $\mathscr {L}_\infty$ control for positive delay systems with Semi-Markov Process. The system is subjected to a Semi-Markov Process that is time-varying, dependent on the sojourn time, and related to Weibull distribution. The main motivation for this paper is that the practical systems such as the communication network model (CNM) described by positive Semi-Markov jump systems (S-MJSs) always need to consider the sudden change in the operating Process. To deal with the corresponding problem, some criteria about stochastic stability and $\mathscr {L}_\infty$ boundedness are presented for the open-loop positive S-MJSs. Further, some necessary and sufficient conditions for state-feedback controller satisfying $\mathscr {L}_\infty$ boundedness and positivity of the resulting closed-loop system is established in standard linear programming. Finally, the practical system about the CNM is given to verify the validity of the proposed method.

  • observer based adaptive smc for nonlinear uncertain singular semi markov jump systems with applications to dc motor
    IEEE Transactions on Circuits and Systems I-regular Papers, 2018
    Co-Authors: Guangdeng Zong, Hamid Reza Karim
    Abstract:

    This paper deals with the observer-based adaptive sliding mode control (OBASMC) design for nonlinear uncertain singular Semi-Markov jump systems. The system satisfies the singular property and follows a stochastic Semi-Markov Process related to Weibull distribution. Due to the influence of sensor factors in practical systems, the state vectors are not always known. Additionally, the unavoidable measurement errors in the actual system always lead to the model uncertainties and the unknown nonlinearity. Our attention is to design the OBASMC law for such a class of complex systems. First, by the use of the Lyapunov–Krasovskii functional, sufficient conditions are given, such that the sliding mode dynamics are stochastically admissible. Then, the OBASMC law is proposed to guarantee the reachability in a finite-time region. Finally, the practical system about dc motor model is given to verify the validity.

Lingfeng Wang - One of the best experts on this subject based on the ideXlab platform.

  • power system reliability analysis with intrusion tolerance in scada systems
    IEEE Transactions on Smart Grid, 2016
    Co-Authors: Yichi Zhang, Lingfeng Wang, Yingmeng Xiang
    Abstract:

    By intruding on the substations and control center of the supervisory control and data acquisition system, trip commands can be sent to intelligent electronic devices that control the power system breakers. Reliability of the power system can be impacted through the cyberattacks. In this paper, a modified Semi-Markov Process (SMP) model is used to describe the procedures of normal and penetration attacks against the intrusion tolerant system. By modeling the transition probabilities between the SMP states and sojourn time of each SMP state, the mean times to compromise the normal and penetration attacks are calculated. With increased probabilities of breaker trips resulted from the cyberattacks, the loss of load probabilities are evaluated based on IEEE reliability test system 79. When the level of attack increases or the level of defense in the system decreases, the simulation results demonstrate that the power system becomes less reliable.

  • Inclusion of SCADA Cyber Vulnerability in Power System Reliability Assessment Considering Optimal Resources Allocation
    IEEE Transactions on Power Systems, 2016
    Co-Authors: Yichi Zhang, Lingfeng Wang, Yingmeng Xiang, Chee Wooi Ten
    Abstract:

    With sufficient resources, attackers might be able to intrude into multiple substation-level networks of the supervisory control and data acquisition (SCADA) system and send fabricated commands to the local field devices. In this paper, cyberattacks against the SCADA system in the substations of the power system are modeled by a modified Semi-Markov Process (SMP). The optimal allocation of offensive and defensive resources is modeled as a Colonel Blotto game, and the probabilities of successful cyberattacks on 24 substations are calculated. With the optimal allocated resources, the mean time-to-compromise (MTTCs) of cyberattacks on each substation are calculated, and the loss of load probabilities (LOLP) and expected energy not supplied (EENS) are estimated with the IEEE reliability test system 79 (RTS79). When more offensive or less defensive resources are allocated to the targets, the probabilities of breaker trips resulted by the cyber attacks are increased, less MTTCs are needed on each substation and the power system becomes less reliable.

  • An Actuarial Framework for Power System Reliability Considering Cybersecurity Threats
    IEEE Transactions on Power Systems, 2024
    Co-Authors: Lingfeng Wang
    Abstract:

    Cybersecurity has become an emerging issue for the secure operation of power systems. Besides hardening the power system to improve its cybersecurity, cyber insurance is emerging as a promising tool in cyber risk management. In this paper, an actuarial framework is established to capture and reduce the riskiness raised by interdependence among cyber risks, with the aim to enhance cyber insurance market for power systems. Absorbing Semi-Markov Process (SMP) is proposed to model the cyberattacks on the power grid. Also a stochastic model is developed to reflect the correlation of cyber risks across the power system. A sequential Monte Carlo simulations (MCS) framework is developed to evaluate the interruptions of the power system considering both the physical failures of the components and malicious cyberattacks. Then, the detailed insurance schemes are designed to manage the risks of the power system considering the financial consequences of cybersecurity threats. Case studies are conducted on a test system based on the IEEE Reliability Test System (RTS-79) to illustrate the application of the proposed insurance pricing schemes.

Hao Shen - One of the best experts on this subject based on the ideXlab platform.

  • fuzzy model based nonfragile control for nonlinear singularly perturbed systems with semi markov jump parameters
    IEEE Transactions on Fuzzy Systems, 2018
    Co-Authors: Hao Shen, Ju H Park, Victor Sreeram
    Abstract:

    This paper is concerned with the fuzzy-model-based nonfragile control problem for discrete-time nonlinear singularly perturbed systems with stochastic jumping parameters. The stochastic parameters are generated from the Semi-Markov Process. The memory property of the transition probabilities among subsystems is fully considered in the investigated systems. Consequently, the restriction that the transition probabilities are memoryless in widely used discrete-time Markov jump model can be removed. Based on the T-S fuzzy model approach and Semi-Markov kernel concept, several criteria ensuring $\delta$ -error mean square stability of the underlying closed-loop system are established. With the help of those criteria, the designed procedures which could well deal with the fragility problem in the implementation of the proposed fuzzy-model-based controller are presented. A technique is developed to estimate the permissible maximum value of singularly perturbed parameter for discrete-time nonlinear Semi-Markov jump singularly perturbed systems. Finally, the validity of the established theoretical results is illustrated by a numerical example and a modified tunnel diode circuit model.

  • reliable mixed h passive control for t s fuzzy delayed systems based on a semi markov jump model approach
    Fuzzy Sets and Systems, 2017
    Co-Authors: Hao Shen, Ju H Park
    Abstract:

    Abstract This paper investigates the problem of the reliable mixed H ∞ /passive control for Takagi–Sugeno (T–S) fuzzy delayed systems based on a Semi-Markov jump model (SMJM) approach. The focus is to design a fuzzy fault-tolerant controller such that the resulting closed-loop system is stochastically stable with a prescribed mixed H ∞ /passive performance level even if the actuator failures appear. A Semi-Markov Process is employed to describe the encountered failures of the actuator. By applying the Lyapunov–Krasovskii method, in combination with some novel inequalities, some conditions on the performance analysis are established, where some negative quadratic terms are fully considered to reduce the conservatism. Based on the conditions, an explicit expression for the desired controller is given. Three numerical examples are presented to show the effectiveness and reduced conservatism of the proposed method.

  • finite time h synchronization for complex networks with semi markov jump topology
    Communications in Nonlinear Science and Numerical Simulation, 2015
    Co-Authors: Hao Shen, Ju H Park, Zhengqiang Zhang
    Abstract:

    Abstract This paper investigates the problem of finite-time H ∞ synchronization for complex networks with time-varying delays and Semi-Markov jump topology. The network topologies are assumed to switch from one to another at different instants. Such a switching is governed by a Semi-Markov Process which are time-varying and dependent on the sojourn-time h. Attention is focused on proposing some synchronization criteria guaranteeing the underlying network is stochastically finite-time H ∞ synchronized. By using the properties of Kronecker product combined with the Lyapunov–Krasovskii method, the solutions to the finite-time H ∞ synchronization problem are formulated in the form of low-dimensional linear matrix inequalities. Finally, a numerical example is given to demonstrate the effectiveness of our proposed approach.

Ju H Park - One of the best experts on this subject based on the ideXlab platform.

  • fuzzy model based nonfragile control for nonlinear singularly perturbed systems with semi markov jump parameters
    IEEE Transactions on Fuzzy Systems, 2018
    Co-Authors: Hao Shen, Ju H Park, Victor Sreeram
    Abstract:

    This paper is concerned with the fuzzy-model-based nonfragile control problem for discrete-time nonlinear singularly perturbed systems with stochastic jumping parameters. The stochastic parameters are generated from the Semi-Markov Process. The memory property of the transition probabilities among subsystems is fully considered in the investigated systems. Consequently, the restriction that the transition probabilities are memoryless in widely used discrete-time Markov jump model can be removed. Based on the T-S fuzzy model approach and Semi-Markov kernel concept, several criteria ensuring $\delta$ -error mean square stability of the underlying closed-loop system are established. With the help of those criteria, the designed procedures which could well deal with the fragility problem in the implementation of the proposed fuzzy-model-based controller are presented. A technique is developed to estimate the permissible maximum value of singularly perturbed parameter for discrete-time nonlinear Semi-Markov jump singularly perturbed systems. Finally, the validity of the established theoretical results is illustrated by a numerical example and a modified tunnel diode circuit model.

  • reliable mixed h passive control for t s fuzzy delayed systems based on a semi markov jump model approach
    Fuzzy Sets and Systems, 2017
    Co-Authors: Hao Shen, Ju H Park
    Abstract:

    Abstract This paper investigates the problem of the reliable mixed H ∞ /passive control for Takagi–Sugeno (T–S) fuzzy delayed systems based on a Semi-Markov jump model (SMJM) approach. The focus is to design a fuzzy fault-tolerant controller such that the resulting closed-loop system is stochastically stable with a prescribed mixed H ∞ /passive performance level even if the actuator failures appear. A Semi-Markov Process is employed to describe the encountered failures of the actuator. By applying the Lyapunov–Krasovskii method, in combination with some novel inequalities, some conditions on the performance analysis are established, where some negative quadratic terms are fully considered to reduce the conservatism. Based on the conditions, an explicit expression for the desired controller is given. Three numerical examples are presented to show the effectiveness and reduced conservatism of the proposed method.

  • finite time h synchronization for complex networks with semi markov jump topology
    Communications in Nonlinear Science and Numerical Simulation, 2015
    Co-Authors: Hao Shen, Ju H Park, Zhengqiang Zhang
    Abstract:

    Abstract This paper investigates the problem of finite-time H ∞ synchronization for complex networks with time-varying delays and Semi-Markov jump topology. The network topologies are assumed to switch from one to another at different instants. Such a switching is governed by a Semi-Markov Process which are time-varying and dependent on the sojourn-time h. Attention is focused on proposing some synchronization criteria guaranteeing the underlying network is stochastically finite-time H ∞ synchronized. By using the properties of Kronecker product combined with the Lyapunov–Krasovskii method, the solutions to the finite-time H ∞ synchronization problem are formulated in the form of low-dimensional linear matrix inequalities. Finally, a numerical example is given to demonstrate the effectiveness of our proposed approach.

Attila Csenki - One of the best experts on this subject based on the ideXlab platform.

  • total cumulative work until failure of a system modelled by a finite semi markov Process
    International Journal of Systems Science, 1995
    Co-Authors: Attila Csenki
    Abstract:

    Abstract Let Y = (Yt , t ≥ 0) be a Semi-Markov reliability model of a system whose finite state space S is partitioned as S = W ∪ R ∪ F, where W, R and F stand for the sets of working, repair, and failed system states respectively. The system characteristic considered in this paper is the cumulative operational time until failure, C, defined as the time spent by Y in the set of working states W until failure, i.e. until absorption into F. A method is described here for the computation of the cumulative distribution function of C. It is based on approximating the continuous-time model by a discrete-parameter Semi-Markov Process for which the cumulative distribution function of the discrete-time counterpart of C can be computed by a recurrence relation. The reliability model of a two-unit parallel system with sequential preventive maintenance is examined numerically by the present method and a comparison is made with results from simulation.

  • The Number of Visits to a Subset of the State Space by an Irreducible Semi-Markov Process during a Finite Time Interval: The Probability Mass Function
    Dependability for Systems with a Partitioned State Space, 1994
    Co-Authors: Attila Csenki
    Abstract:

    This chapter is concerned with a method for the numerical evaluation of the probability mass function of \({M_{{A_1}}}(t)\) under the Semi-Markov assumption. The notation from Chapters 8 and 9 is retained here. The method considered here is based on explicit expressions for the Laplace transforms of the family of vector-valued functions defined in (9.12). In Section 10.1, which is devoted to the theory, the ‘generalised renewal argument’, already familiar in the Semi-Markov context from the previous two chapters, is used to arrive at a set of recursive integral equations for the family of functions in (9.12). These equations are then solved in the Laplace transform domain. In Section 10.2, the method which will be used later for the numerical inversion of the Laplace transforms and its NAG implementation are discussed. In Section 10.3, two reliability examples are considered. The first one is the Markov model of a two-unit system in a fluctuating environment, formulated as Model 1 in Section 1.2.1. This example allows the proposed method to be assessed in the light of the results by the closed form expressions for the Markov case from Section 5.2.1. The second example is the Semi-Markov model of a two- unit system of transformers, known from Section 1.2.2 as Model 7. The results for this case are validated by simulation. Section 10.4 is devoted to implementation issues. The language of implementation of the present method was FORTRAN 77 on the VAX mainframe using the commercially available, and in the U.K. very popular, numerical subroutine library NAG [NUM]. Some of the most important features of this library will be summarized. The alternative to using a software library is, of course, writing one’s own procedures. To corroborate MATLAB’s power and to discuss the notion and the use of what is termed a ‘function function’ we also provide a MATLAB implementation of the Laplace transform inversion algorithm used in this chapter; the MATLAB code will turn out to be very concise.

  • the number of visits to a subset of the state space by an irreducible semi markov Process during a finite time interval moment results
    1994
    Co-Authors: Attila Csenki
    Abstract:

    The present and the next chapter are devoted to the examination of the variable \({M_{{A_1}}}(t)\) from Chapter 5, now under the Semi-Markov assumption. The notation and the assumptions of Chapter 8 apply. We assume here that Y is irreducible and that the state space is partitioned into two subsets, i.e., S = A1 ∪ A2. Furthermore, we require that the holding time cumulative distribution functions satisfy \({F_{s,s'}}(0) < 1\) for all s, s’ ∈ S, s ≠ s’. As we want to concentrate here on the moments of \({M_{{A_1}}}(t)\), the following elementary lemma will prove useful.