Title :
Stability Robustness Measures for Stochastic Parameter Control Systems
Author_Institution :
Electrical Engineering Department, University of Arkansas, Fayetteville, AR 72701
Abstract :
This work is an investigation of the effects on closed loop system stability of modelling errors resulting from over- or under-estimating the statistical characteristics of linear discrete time stochastic parameter systems. Both infinite and moving horizon controllers designed using erroneous parameter characteristics which can preserve the mean square and almost sure asymptotic stability of the closed loop system are considered. Quantitative measures of robustness are incorporated.
Keywords :
Asymptotic stability; Closed loop systems; Control system synthesis; Control systems; Infinite horizon; Optimal control; Robust control; Robust stability; Stochastic resonance; Stochastic systems;
Conference_Titel :
American Control Conference, 1988
Conference_Location :
Atlanta, Ga, USA
