Abstract
This study proposes the multiobjective \(H_{2}/H_{{\infty }}\) fuzzy control design for a nonlinear stochastic chaotic system via concurrently optimizing \(H_{2}\) and \(H_{{\infty }}\) performance indices in a Pareto optimal sense. Using the Takagi–Sugeno fuzzy model to approximate the nonlinear stochastic chaotic system, the multiobjective \(H_{2}/H_{{\infty}}\) fuzzy control design problem can be transformed into a linear matrix inequalities (LMIs)-constrained multiobjective optimization problem (an LMIs-constrained MOP). By the help of the LMIs-constrained multiobjective evolution algorithm (LMIs-constrained MOEA), one can obtain the Pareto optimal controller. However, the existing LMIs-constrained MOEA usually couples with a heavy computational load. This study proposes the front-squeezing LMIs-constrained MOEA to resolve such a computational cost problem. Finally, a simulation example is presented to verify the effectiveness of the proposed theories.
Similar content being viewed by others
Explore related subjects
Discover the latest articles, news and stories from top researchers in related subjects.References
Tanaka, K., Wang, H.O.: Fuzzy Control Systems Design and Analysis: A Linear Matrix Inequality Approach. Wiley, Hoboken (2004)
Sung, H.C., Kim, D.W., Park, J.B., Joo, Y.H.: Robust digital control of fuzzy systems with parametric uncertainties: LMI-based digital redesign approach. Fuzzy Sets Syst. 161, 919–933 (2010)
Framstad, N.C., Øksendal, B., Sulem, A.: Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs. J. Math. Econ. 35, 233–257 (2001)
Chen, W.H., Chen, H.B.S.: Robust stabilization design for nonlinear stochastic system with poisson noise via fuzzy interpolation method. Fuzzy Sets Syst. 217, 41–61 (2013)
Wu, C.F., Chen, B.S.: Multiobjective control for nonlinear stochastic jump diffusion system. SICE Annu. Conf. 2014, 1890–1895 (2014)
Chen, B.S., Tseng, C.S., Uang, H.J.: Mixed H2/H∞ fuzzy output feedback control design for nonlinear dynamic systems: an LMI approach. IEEE Trans. Fuzzy Syst. 8, 249–265 (2000)
Chiu, W.Y.: Multiobjective controller design by solving a multiobjective matrix inequality problem. IET Control Theory Appl. 8, 1656–1665 (2014)
Chen, B.S., Lee, H.C., Wu, C.F.: Pareto optimal filter design for nonlinear stochastic fuzzy systems via multiobjective H2/H∞ optimization. IEEE Trans. Fuzzy Syst. 23(2), 387–399 (2015)
Pan, I., Das, S., Das, S.: Multi-objective active control policy design for commensurate and incommensurate fractional order chaotic financial systems. Appl. Math. Model. 39, 500–514 (2015)
Engwerda, J.: LQ Dynamic Optimization and Differential Games. Wiley, Hoboken (2005)
Wu, C.F., Chen, B.S.: Multiobjective H2/H∞ control for nonlinear stochastic Poisson jump systems via polytopic linear model and Pareto optimal approach. Fuzzy Sets Syst. 385, 148–168 (2020)
Ma, J.H., Chen, Y.S.: Study for the bifurcation topological structure and the global complicated character of a kind of nonlinear finance system (I). Appl. Math. Mech. 22, 1240–1251 (2001)
Ma, J.H., Chen, Y.S.: Study for the bifurcation topological structure and the global complicated character of a kind of nonlinear finance system (II). Appl. Math. Mech. 22, 1240–1251 (2001)
Strogatz, S.H.: Nonlinear Dynamics and Chaos: With Applications to Physics, Biology, Chemistry, and Engineering. Addison-Wesley, Reading (1994)
Lorenz, H.W.: Nonlinear Economic Dynamics and Chaotic Motion. Springer, New York (1993)
Liu, G.P., Yang, J.B., Whidborne, J.F.: Multiobjective Optimisation and Control. RSP Ltd., Hertfordshire (2002)
Li, H., Zhang, Q.: Multiobjective optimization problems with complicated Pareto sets, MOEA/D and NSGA-II. IEEE Trans. Evol. Comput. 13, 284–302 (2009)
Chiu, W.Y., Chen, B.S., Poor, H.V.: A multiobjective approach for source estimation in fuzzy networked systems. IEEE Trans. Circuits Syst. I(60), 1890–1900 (2013)
Chen, B.S., Chen, W.Y., Young, C.T., Yan, Z.: Noncooperative game strategy in cyber-financial systems with Wiener and Poisson random fluctuations: LMIs-constrained MOEA approach. IEEE Trans. Cybern. 48, 3323–3336 (2018)
Øksendal, B., Sulem, A.: Applied Stochastic Control of Jump Diffusions, 2nd edn. Springer, Berlin (2007)
Cont, R., Tankov, P.: Financial Modelling with Jump Processes. CRC Press, Boca Raton (2004)
Khasminskii, R., Milstein, G.N.: Stochastic Stability of Differential Equations, 2nd edn. Springer, Berlin (2011)
Boyd, S., El Ghaoui, L., Feron, E., Balakrishnan, V.:Linear Matrix Inequalities in System and Control Theory. SIAM, Philadelphia (1994)
Haupt, R.L., Haupt, S.E.: Practical Genetic Algorithms 2. Wiley, New York (2004)
Deb, K., Pratap, A., Agarwal, S., Meyarivan, T.: A fast and elitist multiobjective genetic algorithm: NSGA-II. IEEE Trans. Evol. Comput. 6, 182–197 (2002)
Wu, C.F., Chen, B.S., Zhang, W.: Multiobjective H2/H∞ control design of the nonlinear mean-field stochastic jump-diffusion systems via fuzzy approach. IEEE Trans. Fuzzy Syst. 27, 686–700 (2019)
Acknowledgements
The authors appreciate the partial financial support from the Ministry of Science and Technology of Republic of China under Grant MOST 108-2221-E-032-039-MY2 and Grant MOST 109-2222-E-032-003.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Wu, CF., Hsu, CF. & Hwang, CK. Multiobjective H2/H∞ Control Design for Nonlinear Stochastic Chaotic Systems via a Front-Squeezing LMIs-Constrained MOEA. Int. J. Fuzzy Syst. 23, 2371–2383 (2021). https://doi.org/10.1007/s40815-021-01149-z
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s40815-021-01149-z