State-feedback H∞-type control of linear systems with time-varying parameter uncertainty

被引：0
|
作者：
Damm, Tobias [1 ]
机构：
[1] Zentrum Mathematik, Technische Universitaet München, München,80333, Germany
来源：
Linear Algebra and Its Applications | 2002年 / 351-352卷
关键词：
State feedback - Stochastic control systems - Stochastic systems - Linear systems - Normal distribution - Riccati equations - Newton-Raphson method - Matrix algebra - Uncertainty analysis;
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摘要：
This paper is concerned with stabilisation and disturbance attenuation problems for linear systems with uncertain parameters. We consider the case, where the uncertainties are possibly unbounded but have a certain normal distribution and the case, where the uncertainties are arbitrary but bounded. Criteria for the solvability of the disturbance attenuation problem are presented in terms of generalized Riccati-type matrix inequalities and equations. The main part of the paper is devoted to the analysis and solution of these equations. A numerical example is given to illustrate our results. © 2001 Elsevier Science Inc. All rights reserved.
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页码：185 / 210
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