Dissipative control for stochastic descriptor systems with time-delays

Author

Lu, Renquan ; Han, Fuzhou ; Xue, Anke

Author_Institution

Inst. of Inf. & Control, Hangzhou Dianzi Univ., Hangzhou, China

fYear

2009

fDate

17-19 June 2009

Firstpage

2825

Lastpage

2829

Abstract

This paper deals with the problem of dissipative control for stochastic descriptor systems with time-delays based on the extended Ito stochastic differential formula. We consider the design of a state-feedback dissipative controller such that the closed-loop systems is mean-square asymptotically stable and strictly (Q, S, R)-dissipative. A sufficient condition on the existence of dissipative controllers is established by means of the singular stochastic Lyapunov methods and linear matrix inequalities. Finally, a numerical example is provided to demonstrate the effectiveness of the proposed approach.

Keywords

Lyapunov methods; delays; feedback; linear matrix inequalities; stochastic systems; closed-loop system; linear matrix inequalities; singular stochastic Lyapunov method; state-feedback dissipative controller; stochastic descriptor system; stochastic differential formula; time-delay; Circuits; Control systems; Differential equations; Linear matrix inequalities; Lyapunov method; Robust control; Stability analysis; Stochastic processes; Stochastic systems; Sufficient conditions; dissipative control; linear matrix inequality(LMI); stochastic descriptor systems; the extended Itô formula;

fLanguage

English

Publisher

ieee

Conference_Titel

Control and Decision Conference, 2009. CCDC '09. Chinese

Conference_Location

Guilin

Print_ISBN

978-1-4244-2722-2

Electronic_ISBN

978-1-4244-2723-9

Type

conf

DOI

10.1109/CCDC.2009.5194869

Filename

5194869