Title :
Dissipative control for stochastic systems with state delay
Author :
Lu, Renquan ; Han, Fuzhou ; Xue, Anke
Author_Institution :
Inst. of Inf. & Control, Hangzhou Dianzi Univ., Hangzhou, China
Abstract :
This paper deals with the problem of dissipative control for a class of Ito-type stochastic systems with time varying delays. We consider the design of a state-feedback dissipative controller based on Lyapunov-Krasovskii functional approach such that the closed-loop systems is exponentially stable in the mean square and strictly (Q, S,R)-dissipative. The sufficient conditions are obtained by using linear matrix inequality (LMI). Finally, a numerical example is provided to demonstrate the effectiveness of the proposed approach.
Keywords :
Lyapunov methods; asymptotic stability; closed loop systems; control system synthesis; delays; linear matrix inequalities; state feedback; stochastic systems; Lyapunov-Krasovskii functional approach; closed-loop system; exponential stability; linear matrix inequality; state delay; state-feedback dissipative controller design; stochastic system; time varying delay; Control system synthesis; Control systems; Delay systems; Linear matrix inequalities; Robust control; Stability analysis; State feedback; Stochastic systems; Sufficient conditions; Time varying systems; Itô-type stochastic delayed systems; dissipative control; exponential stability; linear matrix inequality (LMI);
Conference_Titel :
Asian Control Conference, 2009. ASCC 2009. 7th
Conference_Location :
Hong Kong
Print_ISBN :
978-89-956056-2-2
Electronic_ISBN :
978-89-956056-9-1
