H∞ Model Approximation for Uncertain Stochastic Systems: Discrete-Time Case

摘要：

This paper is concerned with the problem ofH∞ model approximation for discrete time systems that possess uncertain stochastic and time delay dependent parameters. In order to get a stable system, our attention is focused on the construction of reduced-order models, which guarantee the corresponding error system to be asymptotically stable and have a prescribed H∞ error performance. Sufficient conditions for the solvability of the problem is obtained via linear matrix inequalities (LMIs) and a coupling non-convex rank constraint set. An explicit parametrization of the desired reduced-order models is presented when these conditions are satisfied. Finally, a numerical example is given to illustrate the effectiveness of the proposed theories.

关键词： Model approximation stochastic system H∞ performance time-delay uncertainty discrete-time

作者: TONG Dongbing ZHOU Wuneng GAO Yan JI Chuan

作者单位: College of Information Science and Technology, Donghua University, Shanghai, 201620 P. R. China

会议类型: 国际会议

会议名称: The 31st Chinese Control Conference(第三十一届中国控制会议)

会议地点: 合肥

会议语种:英文

页码: 2571-2576

在线出版日期: 2012-07-01（万方平台首次上网日期，不代表论文的发表时间）