New robustness bounds for discrete systems with random perturbations

Author

Yaz, Engin ; Niu, Xiaoru

Author_Institution

Dept. of Electr. Eng., Arkansas Univ., Fayetteville, AR, USA

Volume

38

Issue

12

fYear

1993

fDate

12/1/1993 12:00:00 AM

Firstpage

1866

Lastpage

1870

Abstract

Some new stochastic stability robustness bounds for state-space models are reported. Nominally exponentially stable discrete-time systems are assumed to be subject to random parameter perturbations and novel bounds are obtained on the maximum variances of these random perturbations to maintain stability robustness. The methods employed in the analysis are the existing ones used in the deterministic framework after transforming the stochastic robustness problem to a deterministic one. The results are compared with each other and with the exact stability region in an example

Keywords

control system synthesis; discrete systems; stability; state-space methods; discrete systems; discrete-time systems; exact stability region; random parameter perturbations; random perturbations; robustness bounds; state-space models; stochastic stability robustness bounds; Additive noise; Chemical reactors; Covariance matrix; Eigenvalues and eigenfunctions; Macroeconomics; Noise robustness; Random sequences; Robust stability; Satellites; Upper bound;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/9.250568

Filename

250568