Variance-Constrained Control for Stochastic Systems with Multiplicative Noises

被引：0
|
作者：
Zhang Ling [1 ]
Quan Zhao-Yu [1 ]
Wang Hong-Du [1 ]
机构：
[1] Ocean Univ, Engn Coll, Qingdao, Peoples R China
来源：
PROCEEDINGS OF THE 30TH CHINESE CONTROL AND DECISION CONFERENCE (2018 CCDC) | 2018年
基金：
中国博士后科学基金;
关键词：
Multiplicative noises; Mean square stability; Variance-constrained control; Linear matrix inequality; H-INFINITY CONTROL; PERFORMANCE ASSESSMENT;
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, a problem of variance -constrained control s studied for a class of stochastic systems with multiplicative noises, which affect both the system state and control input. The purpose of this paper is to seek a state feedback controller such that the closed -loop system is mean square stable while satisfying the given variance constraints. A design method of variance -constrained state feedback control is proposed in terms of linear matrix inequalities (I,MIs). Finally, a numerical example is provided to illustrate the effectiveness of the proposed method.
引用
收藏
页码：6167 / 6171
页数：5
相关论文
共 50 条
  • [1] Robust variance-constrained H∞ control for stochastic systems with multiplicative noises
    Wang, Zidong
    Yang, Fuwen
    Ho, Daniel W. C.
    Liu, Xiaohui
    [J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2007, 328 (01) : 487 - 502
  • [2] Variance-constrained control for uncertain stochastic systems with missing measurements
    Wang, ZD
    Ho, DWC
    Liu, XH
    [J]. IEEE TRANSACTIONS ON SYSTEMS MAN AND CYBERNETICS PART A-SYSTEMS AND HUMANS, 2005, 35 (05): : 746 - 753
  • [3] Variance-Constrained Risk Sharing in Stochastic Systems
    Yang, Insoon
    Callaway, Duncan S.
    Tomlin, Claire J.
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2017, 62 (04) : 1865 - 1879
  • [4] Variance-Constrained Multiobjective Control and Filtering for Nonlinear Stochastic Systems: A Survey
    Ma, Lifeng
    Wang, Zidong
    Dong, Hongli
    Wei, Guoliang
    [J]. ABSTRACT AND APPLIED ANALYSIS, 2013,
  • [5] Robust Variance-constrained H∞ Output Feedback Control for Stochastic Systems
    Du, Zhiyong
    Di, Wenhui
    Wang, Xianfang
    [J]. 2009 INTERNATIONAL CONFERENCE ON INDUSTRIAL AND INFORMATION SYSTEMS, PROCEEDINGS, 2009, : 384 - +
  • [6] Variance-Constrained Control for Uncertain Stochastic Systems via Disturbance Observers
    Liu, Yunlong
    Zhou, Ping
    Liu, Mingzhi
    [J]. PROCEEDINGS OF THE 36TH CHINESE CONTROL CONFERENCE (CCC 2017), 2017, : 1932 - 1936
  • [7] Variance-Constrained Distributed Filtering for Time-Varying Systems With Multiplicative Noises and Deception Attacks Over Sensor Networks
    Ma, Lifeng
    Wang, Zidong
    Han, Qing-Long
    Lam, Hak-Keung
    [J]. IEEE SENSORS JOURNAL, 2017, 17 (07) : 2279 - 2288
  • [8] Variance-constrained filtering for uncertain stochastic systems with missing measurements
    Wang, ZD
    Ho, DWC
    Liu, XH
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2003, 48 (07) : 1254 - 1258
  • [9] Variance and Passivity Constrained Fuzzy Control for Continuous Perturbed Fuzzy Systems with Multiplicative Noises
    Chang, Wen-Jer
    Huang, Bo-Jyun
    [J]. 2014 IEEE INTERNATIONAL CONFERENCE ON FUZZY SYSTEMS (FUZZ-IEEE), 2014, : 670 - 675
  • [10] Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises
    Barbieri, Fabio
    Costa, Oswaldo L. V.
    [J]. INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2018, 49 (06) : 1178 - 1187
12345