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

fYear

2009

Firstpage

402

Lastpage

407

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);

fLanguage

English

Publisher

ieee

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

Type

conf

Filename

5276250