TY - GEN
T1 - Retarded linear systems with stochastic uncertainties - Robust reduced-order Η∞ output-feedback control
AU - Gershon, E.
AU - Shaked, U.
AU - Berman, N.
PY - 2010/9/29
Y1 - 2010/9/29
N2 - In this paper a method for designing a reduced-order output feedback controller for a linear time-invariant retarded system with stochastic state-multiplicative Wiener-type noise, that achieves a minimum bound on the Η∞ performance level, is introduced. The solution of the stochastic Η∞ reduced-order output-feedback control problem is solved, for the stationary case, via the input-output approach where the system is replaced by a non-retarded system that contain, instead, deterministic norm-bounded uncertainties. The stochastic uncertainties appear in the dynamic matrices, which correspond to the delayed and non-delayed states of the system. In this problem, a cost function is defined which is the expected value of the standard Η∞ performance cost with respect to the stochastic parameters. The results achieved for the nominal case are extended to the case where the system matrices reside in a given polytope.
AB - In this paper a method for designing a reduced-order output feedback controller for a linear time-invariant retarded system with stochastic state-multiplicative Wiener-type noise, that achieves a minimum bound on the Η∞ performance level, is introduced. The solution of the stochastic Η∞ reduced-order output-feedback control problem is solved, for the stationary case, via the input-output approach where the system is replaced by a non-retarded system that contain, instead, deterministic norm-bounded uncertainties. The stochastic uncertainties appear in the dynamic matrices, which correspond to the delayed and non-delayed states of the system. In this problem, a cost function is defined which is the expected value of the standard Η∞ performance cost with respect to the stochastic parameters. The results achieved for the nominal case are extended to the case where the system matrices reside in a given polytope.
UR - http://www.scopus.com/inward/record.url?scp=77957005116&partnerID=8YFLogxK
U2 - 10.1109/MED.2010.5547659
DO - 10.1109/MED.2010.5547659
M3 - Conference contribution
AN - SCOPUS:77957005116
SN - 9781424480920
T3 - 18th Mediterranean Conference on Control and Automation, MED'10 - Conference Proceedings
SP - 1013
EP - 1018
BT - 18th Mediterranean Conference on Control and Automation, MED'10 - Conference Proceedings
T2 - 18th Mediterranean Conference on Control and Automation, MED'10
Y2 - 23 June 2010 through 25 June 2010
ER -