State feedback synthesis for discrete-time linear systems with stochastic parameters guaranteeing deterministic H2 performance and stochastic stability

Keishi Niwa, Kenichi Hattaha, Masayuki Sato, Shuichi Adachi

Research output: Contribution to journalConference article

Abstract

In this paper, we propose a design method of state feedback controllers for discrete-time linear systems whose state-space matrices contain stochastic parameters. For such systems, if the parameters fluctuate according to the normal distribution, it is impossible to strictly guarantee the “conventional deterministic control performance” due to the unlimited parameter variations. Then, in our problem setup, we consider incorporating the “stochastic stability” into the conventional deterministic H2 performance. We derive a design condition on state feedback controllers which achieve deterministic H2 performance and stochastic stability simultaneously in terms of linear matrix inequalities (LMIs) via extended LMI. The effectiveness of the proposed method is illustrated through a numerical example.

Original languageEnglish
Pages (from-to)664-669
Number of pages6
JournalIFAC-PapersOnLine
Volume52
Issue number16
DOIs
Publication statusPublished - 2019 Sep
Event11th IFAC Symposium on Nonlinear Control Systems, NOLCOS 2019 - Vienna, Austria
Duration: 2019 Sep 42019 Sep 6

Keywords

  • Discrete-time linear systems
  • H control
  • Linear matrix inequality (LMI)
  • Robust control
  • State feedback controller
  • Stochastic systems

ASJC Scopus subject areas

  • Control and Systems Engineering

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