Control design for discrete-time state-multiplicative noise stochastic systems

12th European Workshop on Advanced Control and Diagnosis

Krokavec, Duan^1 ; Filasová, Anna^1

Department of Cybernetics and Artificial Intelligence, Faculty of Electrical Engineering and Informatics, Technical University of Koice, Letná 9, Koice

042 00, Slovakia^1

关键词: Bounded real lemma;    Control design;    Design condition;    Discrete time;    Discrete-time stochastic systems;    Linear state feedback control;    Multiplicative noise;    Polytopic uncertainties;   

Others  :  https://iopscience.iop.org/article/10.1088/1742-6596/659/1/012002/pdf
DOI  :  10.1088/1742-6596/659/1/012002

来源: IOP

【 摘 要 】

Design conditions for existence of the H∞linear state feedback control for discretetime stochastic systems with state-multiplicative noise and polytopic uncertainties are presented in the paper. Using an enhanced form of the bounded real lemma for discrete-time stochastic systems with state-multiplicative noise, the LMI-based procedure is provided for computation of the gains of linear, as well as nonlinear, state control law. The approach is illustrated on an example demonstrating the validity of the proposed method.