H∞ Guaranteed Cost Control for A Class of Discrete-Time Stochastic Systems with Sector Nonlinearities and Mixed Time Delays
This paper deals with the H∞ guaranteed cost control problem for a class of discrete-time stochastic systems involving sector nonlinearities and mixed time delays. Based on the H∞ guaranteed cost control theory and Lyapunov-Krasovskii functional method, an effective approach is proposed to design a H∞ state feedback guaranteed cost controller such that the resultant closed-loop system is stochastically stable in the mean square sense and has a H∞ performance level, and obtains a specified quadratic cost upper bound. Since the conditions obtained for the existence of H∞ guaranteed cost controllers are not linear matrix inequalities, a modified cone complementarity linearization algorithm is employed to solve the non-convex feasibility control problem. A numerical example demonstrates the effectiveness of the method.
discrete-time stochastic system sector nonlinearity mixed time-delays state feedback H∞ performance guaranteed cost control cone complementarity linearization (CCL)
Yanmei Hu Yantao Wang Xian Zhang
School of Mathematical Science, Heilongjiang University, Harbin 150080, China
国际会议
The 31st Chinese Control Conference(第三十一届中国控制会议)
合肥
英文
1563-1568
2012-07-01（万方平台首次上网日期，不代表论文的发表时间）