H∞ stabilisation of switched linear stochastic systems under dwell time constraints

被引:5
作者
Huang, Ran [1 ]
Lin, Yan [1 ]
Ge, Shuzhi Sam [2 ]
Lin, Zhongwei [3 ]
机构
[1] Bejing Univ Aeronaut & Aeronaut, Sch Automat, Beijing 100191, Peoples R China
[2] Univ Elect Sci & Technol China, Sch Comp Sci & Engn, Inst Intelligent Syst & Informat Technol, Chengdu 611731, Peoples R China
[3] N China Elect Power Univ, State Key Lab Alternate Elect Power Syst Renewabl, Beijing 102206, Peoples R China
基金
中国国家自然科学基金;
关键词
switched systems; Wiener process; H-infinity control; dwell time; STABILITY;
D O I
10.1080/00207179.2012.680914
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Based on the determination of a minimum dwell time, this article addresses the problem of characterising a switching strategy for H-infinity stabilisation of switched linear stochastic systems with adapted external inputs. Sufficient conditions that assure exponential mean square stability and an H-infinity performance index are established by analysing the time evolution of the second-order moment of the state and a recursive dynamic programming inequality, respectively. Alternative conditions are derived for numerical implementations. The proposed method is illustrated by numerical simulations.
引用
收藏
页码:1209 / 1217
页数:9
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