4.8 Article

Multiobjective H2/H∞ Control Design of the Nonlinear Mean-Field Stochastic Jump-Diffusion Systems via Fuzzy Approach

期刊

IEEE TRANSACTIONS ON FUZZY SYSTEMS
卷 27, 期 4, 页码 686-700

出版社

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TFUZZ.2018.2866823

关键词

Fronts-squeezing linear matrix inequality (LMI) constrained multiobjective evolutionary algorithm (MOEA); mean field jump diffusion (MFSJD) system; multiobjective H-2/H-infinity control; Pareto optimization; Takagi-Sugeno (T-S) fuzzy model

资金

  1. Ministry of Science and Technology of the Republic of China [MOST-104-2221-E-007-124-MY3]

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In this study, the multiobjective H-2/H-infinity fuzzy control design is investigated for nonlinear mean-field jump diffusion (MFSJD) systems for concurrently minimizing both H-2 and H-infinity performance. Since H-2 and H-infinity performance usually conflict with one another, the optimization problem that concurrently minimizes H-2 and H-infinity performance can be regarded as a dynamically constrained multiobjective optimization problem (MOP). Because Hamilton-Jacobi inequalities of the nonlinear MFSJD systems are difficult to derive, multiobjective H-2/H-infinity control design problems of nonlinear MFSJD system are difficult to solve. The Takagi-Sugeno fuzzy interpolation scheme and an indirect method are introduced to help transform the dynamically constrained MOP into linear matrix inequalities (LMIs) constrained MOP. Thus, one can accomplish the multiobjective H-2/H-infinity fuzzy control design via LMI-constrained multiobjective evolutionary algorithms (MOEAs). To efficiently solve the multiobjective H-2/H-infinity control design problem, we propose a novel LMI-constrained MOEA called fronts-squeezing. The fronts-squeezing LMI-constrained MOEA can concurrently search Pareto front from both sides of feasible and infeasible regions and narrow the search region down to increase efficiency. Finally, we present a simulation example about the multiobjective regulation of nonlinear MFSJD financial system to illustrate the design procedure and verify the proposed theories.

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