Quadratic stabilization for uncertain stochastic systems  

作　　者：Jun＇e FENG Weihai ZHANG 

机构地区：[1]School of Mathematics and System Sciences, Shandong University,Jinan Shandong 250100, China [2]College of Electronic Information and Control Engineering, Shandong Institute of Light Industry,Jinan Shandong 250100, China

出　　处：《控制理论与应用（英文版）》2005年第3期252-258,共7页

基　　金：This work was supported by National Natural Science Foundation of China(No .60474013,60374021,60474001) ;Mathematics Tianyuan Foundation ofChina (No .10426021) .

摘　　要：This paper discusses the robust quadratic stabilization control problem for stochastic uncertain systems, where the uncertain matrix is norm bounded, and the external disturbance is a stocbastic process, Two kinds of controllers are designed, which include state feedback case and output feedback case. The conditions for the robust quadratic stabilization of stochastic uncertain systems are given via linear matrix inequalities. The detailed design methods are presented. Numerical examples show the effectiveness of our results.This paper discusses the robust quadratic stabilization control problem for stochastic uncertain systems, where the uncertain matrix is norm bounded, and the external disturbance is a stocbastic process, Two kinds of controllers are designed, which include state feedback case and output feedback case. The conditions for the robust quadratic stabilization of stochastic uncertain systems are given via linear matrix inequalities. The detailed design methods are presented. Numerical examples show the effectiveness of our results.

关 键 词：Robust quadratic stabilization output dynamic feedback state feedback Wiener process Linear matrix inequality 

分 类 号：O231.3[理学—运筹学与控制论]