A γ-attenuation problem for discrete-time time-varying stochastic systems with multiplicative noise

Author

Dragan, V. ; Stoica, A.

Author_Institution

Inst. of Math., Romanian Acad., Bucharest, Romania

Volume

1

fYear

1998

fDate

1998

Firstpage

796

Abstract

The aim of this paper is to develop an H_∞-type theory for discrete time time-varying systems with multiplicative noise. Based on a version of the bounded real lemma corresponding to this class of systems, necessary and sufficient conditions for the existence of a stabilizing deterministic controller ensuring an imposed level of attenuation are derived in terms of the solutions of two linear matrix inequalities (LMI) satisfying a complementary rank condition. Moreover, explicit formulae for such controller are obtained in the case when some additional conditions are assumed. As a particular case, we consider the same problem for discrete-time time-varying periodic systems with multiplicative noise, for which it is shown that a periodic γ-attenuating controller may be computed as function of a certain extended LMI system

Keywords

H^∞ control; MIMO systems; discrete time systems; matrix algebra; noise; robust control; time-varying systems; H_∞ control; MIMO systems; deterministic controller; discrete time systems; disturbance attenuation; linear matrix inequality; multiplicative noise; stochastic systems; time-varying systems; Aerospace engineering; Attenuation; Binary search trees; Control systems; Feedback; Linear matrix inequalities; Mathematics; Stochastic systems; Sufficient conditions; Time varying systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1998. Proceedings of the 37th IEEE Conference on

Conference_Location

Tampa, FL

ISSN

0191-2216

Print_ISBN

0-7803-4394-8

Type

conf

DOI

10.1109/CDC.1998.760785

Filename

760785