Finite-time Guaranteed Cost Control for Linear Stochastic Systems
This paper deals with nite-time guaranteed cost control for continuous-time linear stochastic systems.First,a novel de nition on nite-time guaranteed cost control for linear stochastic systems is given.Second,a suf cient condition for the existence of state feedback controller is derived in terms of linear matrix inequalities(LMIs).Third,nite-time guaranteed cost control with δ -stability constraint is investigated and a suf cient 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.
YAN Zhiguo ZHANG Guoshan WANG Jiankui
School of Electrical Engineering and Automation,Tianjin University,Tianjin 300072,P.R.China
国际会议
The 30th Chinese Control Conference(第三十届中国控制会议)
烟台
英文
1-6
2011-07-01（万方平台首次上网日期，不代表论文的发表时间）