Title :
Constant feedback H2 control of systems with statistical uncertainty
Author :
Boers, Y. ; Weiland, S. ; Damen, A.A.H.
Author_Institution :
Dept. of Electr. Eng., Eindhoven Univ. of Technol., Netherlands
Abstract :
The problem of average H2 control by static (output) feedback is discussed. An uncertain system is controlled, where the system uncertainty is reflected by a probability density function over a set of candidate systems. Necessary conditions for optimality are derived in terms of a feedback and coupled Lyapunov equations. In an example we solve the average performance control problem and compare the resulting average performance controller to worst case types of controllers. Furthermore, in the example we illustrate the dependence of the controller on the probability density
Keywords :
Lyapunov methods; optimal control; probability; robust control; state feedback; statistical analysis; uncertain systems; H2 control; Lyapunov equations; necessary conditions; probability density function; stabilisation; state feedback; statistical uncertainty; uncertain system; Control systems; Eigenvalues and eigenfunctions; Optimal control; Output feedback; Probability density function; Robust control; State feedback; Stochastic systems; Uncertain systems; Uncertainty;
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location :
Tampa, FL
Print_ISBN :
0-7803-4394-8
DOI :
10.1109/CDC.1998.758214
