DocumentCode
326799
Title
Stability and performance measures of stochastic system with uncertainties
Author
Liu, Jun ; Fadali, M.S.
Author_Institution
Sch. of Electr. & Electron. Eng., Nanyang Technol. Inst., Singapore
Volume
6
fYear
1998
fDate
21-26 Jun 1998
Firstpage
3889
Abstract
In this paper, a new approach is proposed to design the stable closed loop stochastic system with uncertainties to satisfy the predefined performance constraint. The relationship between uncertainties and the performance of the system is established. The disturbance from the outside of the system is modeled as noise input. Thus, we solve the robust control problem in the setting of stochastic system
Keywords
closed loop systems; control system synthesis; feedback; linear systems; performance index; robust control; stochastic systems; uncertain systems; closed loop systems; feedback; linear time invariant systems; performance constraint; robust control; stability; stochastic systems; uncertain systems; Closed loop systems; Cost function; Feedback; Riccati equations; Stability; Stochastic systems; Symmetric matrices; Uncertain systems; Uncertainty; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1998. Proceedings of the 1998
Conference_Location
Philadelphia, PA
ISSN
0743-1619
Print_ISBN
0-7803-4530-4
Type
conf
DOI
10.1109/ACC.1998.703380
Filename
703380
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