MIXED H2/PASSIVITY PERFORMANCES CONTROL OF DISCRETE-TIME LINEAR STOCHASTIC SYSTEMS

A mixed performance control problem of discrete-time linear stochastic systems is discussed and investigated subject to H-2 and passivity perforHances in this paper. Based on Ito modeling approach, stochastic systems can be represented as deterministic difference equation with multiplicative noise term. For the stochastic systems, H2 minimization problem and passivity constraint are simultaneously considered to achieve minimum output energy and attenuation performance. Applying Lyapunov theory, some sufficient conditions are derived into extended Linear Matrix Inequality (LMI) form to apply convex optimization algorithm. Moreover, a mixed H-2/Passivity performance controller can be designed such that asymptotical stability and required performances of closed-loop system are guaranteed in the mean square. Finally, some simulations are proposed to demonstrate effectiveness and applicability of the proposed design method.