This paper is concerned with the analysis, in a stochastic sense, of systems described by linear differential equations with random disturbances, which often arise in the study of the variational behavior of an optimal control system along its nominal trajectory due to random disturbances in plant p
On invariant polyhedra of continuous-time systems subject to additive disturbances
✍ Scribed by Basílio E.A. Milani; Carlos E.T. Dórea
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 596 KB
- Volume
- 32
- Category
- Article
- ISSN
- 0005-1098
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✦ Synopsis
This paper presents new necessary and sufficient algebraic conditions on the existence of positively &@invariant polyhedra of continuous-time linear systems subject to additive disturbances.
In particular, for a convex unbounded polyhedron containing the origin in its interior, it is also shown that the positive !&invariance conditions can be split into two lower-dimensional sets of algebraic relations: the first corresponds to disturbance decoupling conditions and the second to positive g-invariance conditions for bounded polyhedra of a reduced-order system. The stability of the overall system is discussed as well. By exploring the results obtained, an LP approach is proposed for solution of a state-constrained regulator problem in the presence of additive disturbances.
📜 SIMILAR VOLUMES
A discrete-time method is developed for parameter estimation of continuous-time systems. The use of a linear integral filter overcomes the initial condition problem and simplifies the application of the results from discrete-time model identification in continuous-time system identification.