Stability radii of discrete-time stochastic systems with respect to blockdiagonal perturbations

被引:1
|
作者
El Bouhtouri, A
Hinrichsen, D
Pritchard, AJ [1 ]
机构
[1] Univ Warwick, Inst Math, Coventry CV4 7AL, W Midlands, England
[2] Univ Bremen, Inst Dynam Syst, D-28334 Bremen, Germany
[3] Univ Chouaib Doukkali, Fac Sci, El Jadida, Morocco
关键词
stability radius; discrete-time stochastic systems; state-dependent noise; mu-analysis; scaling; linear matrix inequalities;
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
We consider stochastic discrete-time systems with multiplicative noise which are controlled by dynamic output feedback and subjected to blockdiagonal stochastic parameter perturbations. Stability radii for these systems are characterized via scaling techniques and it is shown that for real data, the real and the complex stability radii coincide. In a second part of the paper we investigate the problem of maximizing the stability radii by dynamic output feedback. Necessary and sufficient conditions are derived for the existence of a stabilizing compensator which ensures that the stability radius is above a prespecified level. These conditions consist of parametrized matrix inequalities and a coupling condition. (C) 2000 Elsevier Science Ltd. All rights reserved.
引用
收藏
页码:1033 / 1040
页数:8
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