Title :
A γ-attenuation problem for discrete-time time-varying stochastic systems with multiplicative noise
Author :
Dragan, V. ; Stoica, A.
Author_Institution :
Inst. of Math., Romanian Acad., Bucharest, Romania
Abstract :
The aim of this paper is to develop an H∞-type theory for discrete time time-varying systems with multiplicative noise. Based on a version of the bounded real lemma corresponding to this class of systems, necessary and sufficient conditions for the existence of a stabilizing deterministic controller ensuring an imposed level of attenuation are derived in terms of the solutions of two linear matrix inequalities (LMI) satisfying a complementary rank condition. Moreover, explicit formulae for such controller are obtained in the case when some additional conditions are assumed. As a particular case, we consider the same problem for discrete-time time-varying periodic systems with multiplicative noise, for which it is shown that a periodic γ-attenuating controller may be computed as function of a certain extended LMI system
Keywords :
H∞ control; MIMO systems; discrete time systems; matrix algebra; noise; robust control; time-varying systems; H∞ control; MIMO systems; deterministic controller; discrete time systems; disturbance attenuation; linear matrix inequality; multiplicative noise; stochastic systems; time-varying systems; Aerospace engineering; Attenuation; Binary search trees; Control systems; Feedback; Linear matrix inequalities; Mathematics; Stochastic systems; Sufficient conditions; Time varying systems;
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location :
Tampa, FL
Print_ISBN :
0-7803-4394-8
DOI :
10.1109/CDC.1998.760785
