Switched State-Feedback Control of Discrete-Time Linear Systems with Multiplicative Noises

被引：0
|
作者：
Gonzaga, C. A. C. [1 ]
Costa, O. L. V. [1 ]
机构：
[1] Univ Sao Paulo, Escola Politecn, Dept Engn Telecomunicacoes & Controle, BR-05508900 Sao Paulo, Brazil
来源：
2013 IEEE 52ND ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC) | 2013年
关键词：
LYAPUNOV FUNCTIONS; RICCATI-EQUATIONS; OUTPUT-FEEDBACK; TRACKING ERROR; MARKOV JUMP; LQ CONTROL; 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：
In this paper we consider the switched stochastic control problem of discrete-time linear systems with multiplicative noises. The control strategy is composed by a state-feedback switched component combined with a linear state-feedback part. We present a sufficient condition to derive the state feedback gains and the switching rule jointly so that the closed loop system is stochastic stable and a performance cost is bounded above by a constant value. The case without the linear state-feedback part is also considered. This sufficient condition is based on the so-called Lyapunov-Metzler inequalities. The results are illustrated with a portfolio tracking control problem.
引用
收藏
页码：5327 / 5332
页数：6
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