Regional pole placement control with H∞ norm and variance constraints for linear discrete systems

This paper addresses the problem of dynamic controller design with individual variance constraints, H∞ norm constraints and regional pole constraints for the linear discrete system. The H∞ norm constraint is enforced by replacing the covariance Lyapunov equation by a Riccati like equation whose solution gives an upper bound on state covariance matrix. Assigning an appropriate upper bound covariance matrix, the present approach provides the conditions and solutions for the dynamic controllers which can achieve the above three performance requirements, simultaneously.