H∞ dynamic output-feedback control of retarded state-multiplicative discrete time systems

Author

Gershon, Eli ; Shaked, Uri

Author_Institution

Fac. of Electr. Eng., Holon Inst. of Technol. (HIT), Holon, Israel

fYear

2014

fDate

16-19 June 2014

Firstpage

1547

Lastpage

1552

Abstract

The problem of dynamic output-feedback control is solved for linear retarded discrete-time state multiplicative stochastic systems. The stochastic white noise sequences multiply both the delayed and the non-delayed states and the input signal of the systems. The problem is solved, for the stationary case, for both nominal and uncertain polytopic systems, via the input-output approach by which the system is replaced by a nonretarded system with deterministic norm-bounded uncertainties. In both cases, a cost function is defined which is the expected value of the standard H_∞ performance index with respect to the uncertain parameters.

Keywords

H^∞ control; discrete time systems; feedback; linear systems; performance index; stochastic systems; uncertain systems; white noise; H_∞ dynamic output-feedback control; cost function; delayed states; deterministic norm-bounded uncertainties; input-output approach; linear stochastic systems; nominal systems; nondelayed states; nonretarded system; retarded state-multiplicative discrete time systems; standard performance index; stationary case; stochastic white noise sequences; uncertain polytopic systems; Delays; Noise; Noise measurement; Stability criteria; Stochastic processes; Uncertainty;

fLanguage

English

Publisher

ieee

Conference_Titel

Control and Automation (MED), 2014 22nd Mediterranean Conference of

Conference_Location

Palermo

Print_ISBN

978-1-4799-5900-6

Type

conf

DOI

10.1109/MED.2014.6961595

Filename

6961595