A probabilistic approach to robust control design

Author

Hara, Shinji ; Miyazato, Tomoki

Author_Institution

Dept. of Mech. & Environ. Inf., Tokyo Inst. of Technol., Japan

Volume

3

fYear

2000

fDate

2000

Firstpage

2761

Abstract

A probabilistic approach to the disturbance attenuation problem for LTI discrete-time systems is proposed. The performance is measured by a probability with respect to the stochastic noise of which the worst case 2-norm of the output against a class of deterministic signals with bounded 2-norm is less than a specified level. We first provides a matrix inequality characterization of the probability based on the Toeplitz form of the system and derive a lower bound of the probability. We then show that a guaranteed performance level can be computed by solving an LMI convex optimization problem

Keywords

control system synthesis; discrete time systems; linear systems; matrix algebra; noise; optimisation; probability; robust control; stochastic processes; LMI convex optimization problem; LTI discrete-time systems; Toeplitz form; bounded 2-norm; deterministic signals; disturbance attenuation problem; guaranteed performance level; matrix inequality characterization; probabilistic approach; robust control design; stochastic noise; worst case 2-norm; Attenuation; Hydrogen; Informatics; Linear matrix inequalities; Noise level; Noise measurement; Robust control; Stochastic resonance; Stochastic systems; Symmetric matrices;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 2000. Proceedings of the 39th IEEE Conference on

Conference_Location

Sydney, NSW

ISSN

0191-2216

Print_ISBN

0-7803-6638-7

Type

conf

DOI

10.1109/CDC.2000.914225

Filename

914225