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Robust H ∞ output‐feedback control of retarded state‐multiplicative stochastic systems
Author(s) -
Gershon E.,
Shaked U.
Publication year - 2010
Publication title -
international journal of robust and nonlinear control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.361
H-Index - 106
eISSN - 1099-1239
pISSN - 1049-8923
DOI - 10.1002/rnc.1646
Subject(s) - multiplicative function , bounded function , norm (philosophy) , mathematics , control theory (sociology) , robust control , state (computer science) , stochastic control , linear matrix inequality , state space , simple (philosophy) , multiplicative noise , mathematical optimization , optimal control , computer science , control (management) , control system , algorithm , engineering , transmission (telecommunications) , mathematical analysis , philosophy , signal transfer function , artificial intelligence , analog signal , law , telecommunications , epistemology , political science , statistics , electrical engineering
Abstract Linear, state‐delayed, continuous‐time systems are considered with both stochastic and norm‐bounded deterministic uncertainties in the state–space model. The problem of robust dynamic H ∞ output‐feedback control is solved, for the stationary case, via the input–output approach where the system is replaced by a nonretarded system with additional deterministic norm‐bounded uncertainties. A delay‐dependent result is obtained which involves the solution of a simple linear matrix inequality. In this problem, a cost function is defined which is the expected value of the standard H ∞ performance cost with respect to the stochastic parameters. A practical example taken from the field of guidance control is given that demonstrates the applicability of the theory. Copyright © 2010 John Wiley & Sons, Ltd.