Robust stability and performance of stochastic uncertain systems on an infinite time interval

被引：0

作者：

Ugrinovskii, VA ^{[1
]}

Petersen, IR ^{[1
]}

机构：

[1] Australian Def Force Acad, Sch Elect Engn, Canberra, ACT 2600, Australia

来源：

PROCEEDINGS OF THE 39TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5 | 2000年

关键词：

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 a robust stability problem for continuous time stochastic uncertain systems. The uncertainty in the system is characterized in terms of an uncertain probability distribution on the noise input. This uncertainty is assumed to satisfy a certain relative entropy constraint. The solution to a specially parametrized risk-sensitive performance analysis problem is used to estimate the level of guaranteed performance for the stochastic uncertain system under consideration. This solution is obtained by solving an algebraic Riccati equation. The corresponding performance bound holds for all admissible uncertainties and is nonconservative.

引用

页码：217 / 221

页数：5

共 50 条

[1] Robust stability and performance of stochastic uncertain systems on an infinite time interval
Ugrinovskii, VA
Petersen, IR
[J]. SYSTEMS & CONTROL LETTERS, 2001, 44 (04) : 291 - 308
[2] Robust filtering of stochastic uncertain systems on an infinite time horizon
Ugrinovskii, VA
Petersen, IR
[J]. INTERNATIONAL JOURNAL OF CONTROL, 2002, 75 (08) : 614 - 626
[3] Robust stability of uncertain stochastic systems with time delays
Wang, F
[J]. DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES A-MATHEMATICAL ANALYSIS, 2006, 13 : 906 - 913
[4] Robust stochastic stability and H∞ performance for a class of uncertain impulsive stochastic systems
Dong, YW
Sun, JT
[J]. CHAOS SOLITONS & FRACTALS, 2005, 26 (05) : 1491 - 1498
[5] Delay partitioning approach to robust stability analysis for uncertain stochastic systems with interval time-varying delay
Wang, C.
Shen, Y.
[J]. IET CONTROL THEORY AND APPLICATIONS, 2012, 6 (07): : 875 - 883
[6] Robust Stability of a Class of Uncertain Discrete-Time Stochastic Systems
Yang, Fengwei
Dong, Yali
Wang, Yangang
[J]. PROCEEDINGS OF 2013 CHINESE INTELLIGENT AUTOMATION CONFERENCE: INTELLIGENT AUTOMATION, 2013, 254 : 495 - 501
[7] Robust stochastic stabilization and H∞ control of uncertain stochastic interval time-delay systems
Wang, Cheng
[J]. IMA JOURNAL OF MATHEMATICAL CONTROL AND INFORMATION, 2016, 33 (02) : 401 - 425
[8] Robust stability and stabilization of nonlinear uncertain stochastic switched discrete-time systems with interval time-varying delays
Rajchakit, G.
[J]. APPLIED MATHEMATICS & INFORMATION SCIENCES, 2012, 6 (03): : 555 - 565
[9] Robust Stability and Stabilization of a Class of Uncertain Nonlinear Discrete-Time Stochastic Systems with Interval Time-Varying Delays
Liang, Shuang
Dong, Yali
[J]. JOURNAL OF CONTROL SCIENCE AND ENGINEERING, 2016, 2016
[10] Robust stability for uncertain switched systems with interval time-varying delay
La-inchua, Teerapong
Niamsup, Piyapong
[J]. PROCEEDINGS OF THE 10TH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION (WCICA 2012), 2012, : 1305 - 1310

← 1 2 3 4 5 →