Quadratic stabilizability and H_∞ control of linear discrete-time stochastic uncertain systems

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• 作者：Xiushan Jiang ; Xuemin Tian ; Tianliang Zhang and Weihai Zhang
• 刊名：Asian Journal of Control
• 出版年：2017
• 出版时间：January 2017
• 年：2017
• 卷：19
• 期：1
• 页码：35-46
• 全文大小：582K
• ISSN：1934-6093

文摘

This paper considers quadratic stabilizability and H_∞ feedback control for stochastic discrete-time uncertain systems with state- and control-dependent noise. Specifically, the uncertain parameters considered are norm-bounded and external disturbance is an l²-square summable stochastic process. Firstly, both quadratic stability and quadratic stabilization criteria are presented in the form of linear matrix inequalities (LMIs). Then we design the robust H_∞ state and output feedback H_∞ controllers such that the system with admissible uncertainties is not only quadratically internally stable but also robust H_∞ controllable. Sufficient conditions for the existence of the desired robust H_∞ controllers are obtained via LMIs. Finally, some examples are supplied to illustrate the effectiveness of our results.