A γ-attenuation problem for discrete-time time-varying stochastic systems with multiplicative noise

2002 ◽  
Author(s):  
V. Dragan ◽  
A. Stoica
Keyword(s):  
Discrete Time ◽  
Multiplicative Noise ◽  
Stochastic Systems ◽  
Time Varying

Delay-Dependent Robust Control for Discrete-Time Uncertain Stochastic Systems With Time-Varying Delays

2017 ◽  
Vol 139 (10) ◽  
Author(s):  
Cheung-Chieh Ku ◽  
Guan-Wei Chen
Keyword(s):  
Robust Control ◽  
Discrete Time ◽  
Stochastic Systems ◽  
Design Method ◽  
Sufficient Conditions ◽  
Jensen Inequality ◽  
Linear Matrix ◽  
Time Varying ◽  
Gain Scheduled Controller ◽  
Delay Dependent

This paper investigates a delay-dependent robust control problem of discrete-time uncertain stochastic systems with delays. The uncertainty considered in this paper is time-varying but norm-bounded, and the delays are considered as interval time-varying case for both state and input. According to the considerations of uncertainty, stochastic behavior, and time delays, the problem considered in this paper is more general than the existing works for uncertain stochastic systems. Via the proposed Lyapunov–Krasovskii function, some sufficient conditions are derived into the extended linear matrix inequality form. Moreover, Jensen inequality and free matrix equation are employed to reduce conservatism of those conditions. Through using the proposed design method, a gain-scheduled controller is designed to guarantee asymptotical stability of uncertain stochastic systems in the sense of mean square. Finally, two numerical examples are provided to demonstrate applicability and effectiveness of the proposed design method.

Minimax control for discrete-time time-varying stochastic systems

Automatica ◽  
2002 ◽  
Vol 38 (11) ◽  
pp. 1991-1998 ◽  
Author(s):  
Xianping Guo ◽  
Wen Yu ◽  
Xiaoou Li
Keyword(s):  
Discrete Time ◽  
Stochastic Systems ◽  
Time Varying ◽  
Minimax Control
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