Title :
Output linear feedback tracking for discrete-time stochastic model using robust attractive ellipsoid method with LMI application
Author :
Alazki, Hussain ; Poznyak, Alex
Author_Institution :
CINVESTAV-IPN, Mexico City, Mexico
Abstract :
We study the behavior of stochastic discrete-time models controlled by an output linear feedback during a tracking process. The controlled system is assumed to be nonlinear satisfying the global "quasi-Lipschitz" condition and subjected to stochastic input and output disturbances. Two gain matrices (in a feedback and in an observer) define an ellipsoid in the tracking-error space where all system\´s trajectories arrive "in average". The selection of the "best" gain matrices is realized numerically by application of the robust attractive ellipsoid method (RAEM) with the linear matrix inequality (LMI) technique application. The suggested approach is illustrated by designing of a robust tracking controller for a benchmark example in the presence of stochastic noises in the state dynamics as well as in the output observations.
Keywords :
control system synthesis; discrete time systems; feedback; linear matrix inequalities; linear systems; nonlinear control systems; robust control; stochastic systems; tracking; LMI; control design; discrete-time stochastic model; gain matrix; global quasiLipschitz condition; linear matrix inequality; nonlinear system; output disturbance; output linear feedback tracking; robust attractive ellipsoid method; state dynamics; stochastic noise; tracking-error space; Control systems; Ellipsoids; Linear feedback control systems; Linear matrix inequalities; Noise robustness; Nonlinear control systems; Output feedback; Process control; Stochastic processes; Stochastic systems; Linear Matrix Inequalities; Robust Attractive Ellipsoid Method; Robust feedback control; Stochastic models;
Conference_Titel :
Electrical Engineering, Computing Science and Automatic Control,CCE,2009 6th International Conference on
Conference_Location :
Toluca
Print_ISBN :
978-1-4244-4688-9
Electronic_ISBN :
978-1-4244-4689-6
DOI :
10.1109/ICEEE.2009.5393429