Title :
Robust stabilization of switched linear systems with Wiener process noise
Author :
Raouf, J. ; Michalska, H.
Author_Institution :
Dept. of Electr. & Comput. Eng., Mcgill Univ., Montreal, QC, Canada
Abstract :
A constructive approach to robust stabilization of switched systems subject to a Wiener process noise is presented. The uncertainties in the system are assumed to be sector bounded. Multiple Lyapunov functions are employed to develop sufficient conditions for a switched stochastic system to be stable in the mean square sense. The stability criterion is expressed in terms of existence of solutions to a set of linear matrix inequalities. State feedback design procedure is proposed to determine a switching rule and a set of associated feedback controller that robustly stabilizes the closed-loop system. A practical application related to the control of stochastic oscillators is provided to show the effectiveness of the proposed approach.
Keywords :
Lyapunov matrix equations; closed loop systems; linear matrix inequalities; linear systems; robust control; state feedback; stochastic processes; stochastic systems; uncertain systems; Wiener process noise; closed loop system; feedback controller; linear matrix inequalities; mean square method; multiple Lyapunov function; robust stabilization; state feedback design; stochastic oscillator; switched linear system; switched stochastic system; uncertain system; Linear matrix inequalities; Noise; Robustness; State feedback; Switched systems; Switches; Uncertainty; Robust Stabilization; Stochastic systems; Switched systems; Wiener Process Noise;
Conference_Titel :
Decision and Control (CDC), 2010 49th IEEE Conference on
Conference_Location :
Atlanta, GA
Print_ISBN :
978-1-4244-7745-6
DOI :
10.1109/CDC.2010.5717694
