Static output feedback H2/H∞ control with spectrum constraints for stochastic systems subject to multiplicative noises. Issue 3 (21st September 2018)

• Record Type: Journal Article
• Authors: Ma, Pingping; Zhu, Zhengmao; Sheng, Li
• Is Part Of: Systems science & control engineering. Volume 6:Issue 3(2018)
• Page Start: 118
• Page End: 125
• Publication Date: 2018-09-21
• Subjects: Stochastic systems -- D(−β, −α) stability -- static output feedback H2/H∞ control -- spectrum constraints linear matrix inequalities; System theory -- Periodicals; Automatic control -- Periodicals; 003.05
• DOI: 10.1080/21642583.2018.1537862
• Languages: English
• ISSNs: 2164-2583

Abstract

ABSTRACT: This paper investigates the problem of static output feedbackH 2 / H ∞ control with spectrum constraints for linear continuous-time stochastic systems with state dependent noises. By using the spectrum technique, the notion ofD ( − β, − α ) stability for continuous-time stochastic systems is proposed. Subsequently, the design method of the static output feedback controller is presented by solving a set of linear matrix inequalities. UnderD ( − β, − α ) stability, a sufficient condition for the existence of stochasticH 2 / H ∞ control is derived, which transforms the problem ofH 2 / H ∞ control into a convex optimization problem. Finally, a numerical example is given to show the effectiveness of the obtained results.