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
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