Control design for discrete-time state-multiplicative noise stochastic systems. (November 2015)

• Record Type: Journal Article
• Authors: Krokavec, Dušan; Filasová, Anna
• Is Part Of: Journal of physics. Number 659(2015)
• Publication Date: 2015-11
• Subjects: Physics -- Congresses; 530.5
• DOI: 10.1088/1742-6596/659/1/012002
• Languages: English
• ISSNs: 1742-6588

Abstract

Abstract: Design conditions for existence of the H∞ linear state feedback control for discretetime stochastic systems with state-multiplicative noise and polytopic uncertainties are presented in the paper. Using an enhanced form of the bounded real lemma for discrete-time stochastic systems with state-multiplicative noise, the LMI-based procedure is provided for computation of the gains of linear, as well as nonlinear, state control law. The approach is illustrated on an example demonstrating the validity of the proposed method.