H∞-type control for discrete-time stochastic systems

被引:3
|
作者
El Bouhtouri, A
Hinrichsen, D [1 ]
Pritchard, AJ
机构
[1] Univ Bremen, Inst Dynam Syst, D-28334 Bremen, Germany
[2] Univ Chouaib Doukkali, Fac Sci, El Jadida, Morocco
[3] Univ Warwick, Inst Math, Coventry CV4 7AL, W Midlands, England
关键词
stochastic systems; discrete time; multiplicative noise; H-infinity-control; bounded real lemma; matrix inequalities;
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 discrete-time, linear stochastic systems with random state and input matrices which are subjected to stochastic disturbances and controlled by dynamic output feedback. The aim is to develop an H-infinity-type theory for such systems. For this class of systems a stochastic bounded real lemma is derived which provides the basis for a linear matrix inequality (LMI) approach similar to, but more general than the one presented in Reference 1. for stochastic differential systems. Necessary and sufficient conditions are derived for the existence of a stabilizing controller which reduces the norm of the closed-loop perturbation operator to a level below a given threshold gamma. These conditions take the form of coupled nonlinear matrix inequalities. In the absence of the stochastic terms they get reduced to the linear matrix inequalities of deterministic H-infinity-theory for discrete time systems. Copyright (C) 1999 John Wiley & Sons, Ltd.
引用
收藏
页码:923 / 948
页数:26
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