ℋ∞ control of discrete-time switched itô stochastic systems via dynamic output feedback

Author

Wu, Ligang ; Ho, Daniel W C

Author_Institution

Space Control & Inertial Technol. Res. Center, Harbin Inst. of Technol., Harbin, China

fYear

2011

fDate

12-15 Dec. 2011

Firstpage

1848

Lastpage

1853

Abstract

This paper is concerned with the H_∞ dynamic output feedback (DOF) control problem for discrete-time switched Itô stochastic hybrid systems. By applying the average dwell time method and the piecewise Lyapunov function technique, a sufficient condition is first proposed, which guarantees the closed-loop switched stochastic system to be mean-square exponentially stable with a weighted H_∞ performance. Then the solvability condition for the H_∞ DOF control is also established, by which the DOF controller can be found by solving a set of linear matrix inequalities (LMIs).

Keywords

H^∞ control; Lyapunov methods; asymptotic stability; closed loop systems; computability; discrete time systems; feedback; linear matrix inequalities; mean square error methods; piecewise constant techniques; stochastic systems; H_∞ DOF control; H_∞ dynamic output feedback control problem; LMI; average dwell time method; closed-loop switched stochastic system; discrete-time switched Itô stochastic hybrid systems; linear matrix inequalities; mean-square exponential stability; piecewise Lyapunov function technique; solvability condition; weighted H_∞ performance; Closed loop systems; Power system stability; Stability analysis; Stochastic systems; Switched systems; Switches;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control and European Control Conference (CDC-ECC), 2011 50th IEEE Conference on

Conference_Location

Orlando, FL

ISSN

0743-1546

Print_ISBN

978-1-61284-800-6

Electronic_ISBN

0743-1546

Type

conf

DOI

10.1109/CDC.2011.6160295

Filename

6160295