Finite-time Guaranteed Cost Control for Linear Stochastic Systems

被引：0

作者：

Yan Zhiguo ^{[1
]}

Zhang Guoshan ^{[1
]}

Wang Jiankui ^{[1
]}

机构：

[1] Tianjin Univ, Sch Elect Engn & Automat, Tianjin 300072, Peoples R China

来源：

2011 30TH CHINESE CONTROL CONFERENCE (CCC) | 2011年

关键词：

Stochastic Systems; Finite-Time; Guaranteed Cost Control; Matrix Inequality; STABILITY;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper deals with finite-time guaranteed cost control for continuous-time linear stochastic systems. First, a novel definition on finite-time guaranteed cost control for linear stochastic systems is given. Second, a sufficient condition for the existence of state feedback controller is derived in terms of linear matrix inequalities(LMIs). Third, finite-time guaranteed cost control with delta-stability constraint is investigated and a sufficient condition is obtained. Furthermore, the related optimization problem is also offered to minimize the guaranteed cost performance bound. Finally, an illustrative example is presented to show the validity of the proposed method.

引用

页码：1389 / 1394

页数：6

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