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

页码：5327 / 5332

页数：6

共 50 条

[21] Discrete-Time State Feedback Control Design for Linear Systems
Krokavec, D.
Filasova, A.
[J]. PROCEEDINGS OF THE 2015 20TH INTERNATIONAL CONFERENCE ON PROCESS CONTROL (PC), 2015, : 7 - 12
[22] Nonovershooting and nonundershooting linear multivariable state-feedback tracking controllers for discrete-time systems
Schmid, Robert
[J]. 2012 IEEE 51ST ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC), 2012, : 3833 - 3838
[23] Finite frequency memory output feedback controller design for discrete-time systems with state multiplicative noises
Wang, Meng
Qiu, Jianbin
Feng, Gang
[J]. ASIAN JOURNAL OF CONTROL, 2022, 24 (02) : 997 - 1001
[24] Asynchronous switching output feedback control of discrete-time switched linear systems
Yuan, Chengzhi
Wu, Fen
[J]. INTERNATIONAL JOURNAL OF CONTROL, 2015, 88 (09) : 1766 - 1774
[25] The Detectability of Discrete-Time Stochastic Linear Systems with Markovian Jump and Multiplicative Noises
Liu, Wenhui
Deng, Feiqi
Yan, Xuekui
Zhao, Yinwei
[J]. 26TH CHINESE CONTROL AND DECISION CONFERENCE (2014 CCDC), 2014, : 1755 - 1758
[26] Linear quadratic regulation for discrete-time systems with multiplicative noises and input delays
Zhang, Huanshui
Xie, Lihua
[J]. 2006 AMERICAN CONTROL CONFERENCE, VOLS 1-12, 2006, 1-12 : 1718 - +
[27] State estimation for discrete-time Markov jump linear systems with multiplicative noises and delayed mode measurements
Liu, Wei
Hu, Guangzhen
[J]. DIGITAL SIGNAL PROCESSING, 2014, 30 : 27 - 36
[28] H∞-filtering and state feedback control for discrete-time switched descriptor systems
Koenig, D.
Marx, B.
[J]. IET CONTROL THEORY AND APPLICATIONS, 2009, 3 (06): : 661 - 670
[29] Discrete-time H2 state-feedback control of polytopic LPV systems
Pereira, Renan L.
de Oliveira, Matheus S.
Kienitz, Karl H.
[J]. OPTIMAL CONTROL APPLICATIONS & METHODS, 2021, 42 (04): : 1016 - 1029
[30] Passivity and feedback passification of switched discrete-time linear systems
Li, Jiao
Zhao, Jun
[J]. SYSTEMS & CONTROL LETTERS, 2013, 62 (11) : 1073 - 1081

← 1 2 3 4 5 →