Finite-time guaranteed cost control for linear stochastic systems

Author

Yan Zhiguo ; Zhang Guoshan ; Wang Jiankui

Author_Institution

Sch. of Electr. Eng. & Autom., Tianjin Univ., Tianjin, China

fYear

2011

fDate

22-24 July 2011

Firstpage

1389

Lastpage

1394

Abstract

This paper deals with finite-time guaranteed cost control for continuous-time linear stochastic systems. First, a novel definition on finite-time guaranteed cost control for linear stochastic systems is given. Second, a sufficient condition for the existence of state feedback controller is derived in terms of linear matrix inequalities (LMIs). Third, finite-time guaranteed cost control with δ-stability constraint is investigated and a sufficient condition is obtained. Furthermore, the related optimization problem is also offered to minimize the guaranteed cost performance bound. Finally, an illustrative example is presented to show the validity of the proposed method.

Keywords

closed loop systems; continuous time systems; cost optimal control; linear matrix inequalities; linear systems; optimisation; stability; state feedback; stochastic systems; δ-stability constraint; LMI; closed-loop system; continuous-time linear stochastic system; finite-time guaranteed cost control; linear matrix inequalities; optimization problem; state feedback controller; Cost function; Linear matrix inequalities; Stability criteria; Stochastic systems; Symmetric matrices; Trajectory; Finite-Time; Guaranteed Cost Control; Matrix Inequality; Stochastic Systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Control Conference (CCC), 2011 30th Chinese

Conference_Location

Yantai

ISSN

1934-1768

Print_ISBN

978-1-4577-0677-6

Electronic_ISBN

1934-1768

Type

conf

Filename

6001087