Title :
H∞ guaranteed cost finite-time control for stochastic differential inclusion systems
Author :
Leipo Liu;Mengzeng Cheng;Meiyu Xu
Author_Institution :
College of Information Engineering, Henan University of Science and Technology, Luoyang, China, 471003
Abstract :
This paper deals with the problem of H∞ guaranteed cost finite-time control for stochastic differential inclusion systems with external disturbances. Firstly, the definition of stochastic H∞ guaranteed cost finite-time boundedness (SH∞GCFTB) is given. Secondly, by using the descriptor system approach, sufficient conditions are derived and a state feedback is designed to ensure SH∞GCFTB of the closed-loop system. Finally, an example is given to illustrate the effectiveness of the proposed method.
Keywords :
"Closed loop systems","Stochastic processes","Uncertainty","Asymptotic stability","Stochastic systems","Robustness","Stability analysis"
Conference_Titel :
Information and Automation, 2015 IEEE International Conference on
DOI :
10.1109/ICInfA.2015.7279514
