Title :
On LMI formulations of some problems arising in nonlinear stochastic system analysis
Author :
Yaz, Yvonne Ilke ; Yaz, Edwin Engin
Author_Institution :
Dept. of Math., Centenary Coll., Shreveport, LA, USA
fDate :
4/1/1999 12:00:00 AM
Abstract :
This work involves formulation of some problems arising in the analysis of a class of discrete-time nonlinear stochastic systems in terms of linear matrix inequalities. This allows one to utilize a wide variety of numerical techniques available for tackling both the feasibility problem and the actual numerical solution in an efficient manner
Keywords :
control system analysis; discrete time systems; matrix algebra; nonlinear systems; stability; stochastic systems; discrete-time systems; disturbance attenuation; linear matrix inequality; nonlinear systems; stabilisation; stability; stochastic system; Attenuation; Linear matrix inequalities; Mathematics; Nonlinear systems; Stability analysis; State feedback; Stochastic resonance; Stochastic systems; Vectors; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on