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
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;
Conference_Titel :
American Control Conference, 1998. Proceedings of the 1998
Conference_Location :
Philadelphia, PA
Print_ISBN :
0-7803-4530-4
DOI :
10.1109/ACC.1998.703380
