• 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