𝔖 Bobbio Scriptorium
✦   LIBER   ✦

H∞-type control for discrete-time stochastic systems

✍ Scribed by A. El Bouhtouri; D. Hinrichsen; A. J. Pritchard

Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
210 KB
Volume
9
Category
Article
ISSN
1049-8923

No coin nor oath required. For personal study only.

✦ Synopsis

In this paper we consider discrete-time, linear stochastic systems with random state and input matrices which are subjected to stochastic disturbances and controlled by dynamic output feedback. The aim is to develop an H-type theory for such systems. For this class of systems a stochastic bounded real lemma is derived which provides the basis for a linear matrix inequality (LMI) approach similar to, but more general than the one presented in Reference 1 for stochastic di!erential systems. Necessary and su$cient conditions are derived for the existence of a stabilizing controller which reduces the norm of the closed-loop perturbation operator to a level below a given threshold . These conditions take the form of coupled nonlinear matrix inequalities. In the absence of the stochastic terms they get reduced to the linear matrix inequalities of deterministic H-theory for discrete time systems.

📜 SIMILAR VOLUMES

Constrained control for uncertain discre
Constrained control for uncertain discrete-time linear systems
✍ Luca Benvenuti; Lorenzo Farina 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 141 KB 👁 2 views

In this paper the problem of stabilizing uncertain linear discrete-time systems under state and control linear constraints is studied. Many formulations of this problem have been given in the literature. Here we consider the case of finding a linear state feedback control law making a given polytope

State estimation of stochastic singularl
State estimation of stochastic singularly perturbed discrete-time systems
✍ Hisashi Kando 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 360 KB

Studies on discrete-time system analysis and design via singular perturbations and time-scale methods have been developed in recent years. Representative issues and results of modelling, analysis and control have been reviewed by Naidu et al. These studies can be classified into the slow-time-scale

H∞ Control of Discrete Time Linear Syste
H∞ Control of Discrete Time Linear Systems Subject to Input Saturation
✍ Xiong, Xuequan ;Xue, Anke ;Sun, Youxian 📂 Article 📅 2008 🏛 Curtin University of Technology 🌐 English ⚖ 329 KB

## Abstract In this paper, we consider the H~∞~ control problem of discrete‐time linear systems subject to input saturation. Some sufficient conditions are derived which make the closed‐loop system satisfy local asymptotically stability and the H~∞~ performance prior given. According to these suffi