A note on guaranteed cost control for nonlinear stochastic systems with input saturation and mixed time‐delays. (28th March 2017)

• Record Type: Journal Article
• Authors: Ma, Lifeng; Wang, Zidong; Liu, Yurong; Alsaadi, Fuad E.
• Is Part Of: International journal of robust and nonlinear control. Volume 27:Number 18(2017)
• Page Start: 4443
• Page End: 4456
• Publication Date: 2017-03-28
• Subjects: nonlinear Itô stochastic systems -- guaranteed cost control -- input saturation -- mixed time‐delays -- Hamilton–Jacobi inequality; Automatic control -- Periodicals; Control theory -- Periodicals; Nonlinear systems -- Periodicals; 629.836
• DOI: 10.1002/rnc.3809
• Languages: English
• ISSNs: 1049-8923

Abstract

Summary: ThisIn the system under investigation, the control input is subject to the saturation constraint, and both discrete and distributed time‐delays are taken into consideration. The objective of the addressed problem is to design a state feedback controller such that the resulting closed‐loop system is asymptotically stable in probability and an upper bound is guaranteed on a prespecified quadratic cost function. Sufficient conditions are established for the existence of the desired guaranteed cost control strategy in terms of the solvability of certain Hamilton–Jacobi inequalities. Simulation results demonstrate the correctness and applicability of the proposed control scheme. Copyright © 2017 John Wiley & Sons, Ltd.