State Feedback Synthesis for Discrete-time Linear Systems with Stochastic Parameters Guaranteeing Deterministic H2 Performance and Stochastic Stability

被引：1

作者：

Niwa, Keishi ^{[1
]}

Hattaha, Kenichi ^{[1
]}

Sato, Masayuki ^{[2
]}

Adachi, Shuichi ^{[1
]}

机构：

[1] Keio Univ, Fac Sci & Technol, Yokohama, Kanagawa, Japan

[2] Japan Aerosp Explorat Agcy, Tokyo, Japan

来源：

IFAC PAPERSONLINE | 2019年 / 52卷 / 16期

关键词：

Stochastic systems; discrete-time linear systems; H-2; control; robust control; state feedback controller; linear matrix inequality (LMI); FLIGHT;

D O I：

10.1016/j.ifacol.2019.12.038

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, we propose a design method of state feedback controllers for discrete-time linear systems whose state-space matrices contain stochastic parameters. For such systems, if the parameters fluctuate according to the normal distribution, it is impossible to strictly guarantee the "conventional deterministic control performance" due to the unlimited parameter variations. Then, in our problem setup, we consider incorporating the "stochastic stability" into the conventional deterministic H-2 performance. We derive a design condition on state feedback controllers which achieve deterministic H-2 performance and stochastic stability simultaneously in terms of linear matrix inequalities (LMIs) via extended LMI. The effectiveness of the proposed method is illustrated through a numerical example. (C) 2019, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.

引用

页码：664 / 669

页数：6

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