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

页码：6167 / 6171

页数：5

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