Stability radii of infinite dimensional systems with stochastic uncertainty and their optimization

✍ Scribed by M. Kada; S. E. Rebiai

• Publisher: John Wiley and Sons
• Year: 2006
• Tongue: English
• Weight: 235 KB
• Volume: 16
• Category: Article
• ISSN: 1049-8923
• DOI: 10.1002/rnc.1092

✦ Synopsis

Abstract

In this paper we consider infinite dimensional systems which are subjected to stochastic structured multiperturbations. We first characterize the stability radii of these systems in terms of a Lyapunov equation and the corresponding Lyapunov inequalities. Then we investigate the problem of maximizing the stability radius by linear state feedback. We show that the supremal achievable stability radius can be determined via the resolution of a parametrized Riccati equation. Illustrative examples are included. Copyright © 2006 John Wiley & Sons, Ltd.