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Stochastic H infinity
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UNSPECIFIED (1998) Stochastic H infinity. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 36 (5). pp. 1604-1638. ISSN 0363-0129.
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Abstract
We consider stochastic linear plants which are controlled by dynamic output feedback and subjected to both deterministic and stochastic perturbations. Our objective is to develop an H-infinity-type theory for such systems. We prove a bounded real lemma for stochastic systems with deterministic and stochastic perturbations. This enables us to obtain necessary and sufficient conditions for the existence of a stabilizing compensator which keeps the effect of the perturbations on the to-be-controlled output below a given threshhold gamma > 0. In the deterministic case, the analogous conditions involve two uncoupled linear matrix inequalities, but in the stochastic setting we obtain coupled nonlinear matrix inequalities instead. The connection between H-infinity theory and stability radii is discussed and leads to a lower bound for the radii, which is shown to be tight in some special cases.
Item Type: | Journal Article | ||||
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Subjects: | T Technology > TL Motor vehicles. Aeronautics. Astronautics Q Science > QA Mathematics |
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Journal or Publication Title: | SIAM JOURNAL ON CONTROL AND OPTIMIZATION | ||||
Publisher: | SIAM PUBLICATIONS | ||||
ISSN: | 0363-0129 | ||||
Official Date: | September 1998 | ||||
Dates: |
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Volume: | 36 | ||||
Number: | 5 | ||||
Number of Pages: | 35 | ||||
Page Range: | pp. 1604-1638 | ||||
Publication Status: | Published |
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