✦ LIBER ✦

Guaranteed-cost stabilization of non-linear stochastic systems

✍ Scribed by Edwin Engin Yaz

Publisher: John Wiley and Sons
Year: 1998
Tongue: English
Weight: 245 KB
Volume: 19
Category: Article
ISSN: 0143-2087
DOI: 10.1002/(sici)1099-1514(199801/02)19:1<41::aid-oca619>3.0.co;2-v

No coin nor oath required. For personal study only.

✦ Synopsis

The control of uncertain non-linear discrete-time systems having stochastic cone-bounded non-linearities is considered. First, a quadratic performance bound and a guaranteed-cost optimal state feedback controller are derived. Then, an auxiliary system is introduced. It is shown that the quadratic optimal control for this auxiliary system is the same as the guaranteed-cost control for the original system, and, therefore, the existence of the infinite-horizon guaranteed-cost controller can be based on the stabilizability and observability properties of the auxiliary system. Finally, the stochastic boundedness of the controlled uncertain system is proved based on the properties of the auxiliary system.

📜 SIMILAR VOLUMES

Optimal guaranteed cost control of discr

Optimal guaranteed cost control of discrete-time uncertain linear systems

✍ Ian R. Petersen; Duncan C. McFarlane; Mario A. Rotea 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 100 KB 👁 2 views

This paper considers the problem of constructing a controller which quadratically stabilizes an uncertain system and minimizes a guaranteed cost bound on a quadratic cost function. The solution is obtained via a parameter-dependent linear matrix inequality problem.

Stochastic stability and guaranteed cost

Stochastic stability and guaranteed cost control of discrete-time uncertain systems with Markovian jumping parameters

✍ El-Kébir Boukas; Peng Shi 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 126 KB 👁 2 views

In this paper, we first study the problems of robust quadratic mean-square stability and stabilization for a class of uncertain discrete-time linear systems with both Markovian jumping parameters and Frobenius norm-bounded parametric uncertainities. Necessary and sufficient conditions for the above

Asymptotic stability of interconnected p

Asymptotic stability of interconnected passive non-linear systems

✍ A. Isidori; S. M. Joshi; A. G. Kelkar 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 116 KB 👁 2 views

This paper addresses the problem of stabilization of a class of internally passive non-linear time-invariant dynamic systems. A class of non-linear marginally strictly passive (MSP) systems is defined, which is less restrictive than input-strictly passive systems. It is shown that the interconnectio

Adaptive control of a stochastic non-lin

Adaptive control of a stochastic non-linear system: An example

✍ Björn Wittenmark 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 499 KB 👁 2 views

Componentwise stability of linear system

Componentwise stability of linear systems: a non-symmetrical case

✍ A. Hmamed; A. Benzaouia 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 238 KB 👁 1 views

In this paper, we present an extension of the concept of componentwise asymptotic (exponential) stability of linear systems in the non-symmetrical case. The main motivation for these results is the need for a more detailed evaluation of the dynamical behaviour of linear systems in electrical enginee

Global guidance stabilization of linear

Global guidance stabilization of linear control systems

✍ Georgi V. Smirnov 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 124 KB 👁 2 views

A global stabilization problem for linear control systems with constrained controls is considered. First an auxiliary control system with a full-dimensional set of controls is studied. A global stabilizer for such a system can be found in a simple analytical form. Then using local stabilization tech