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Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/4723

Title: Robust H-infinity finite-horizon control for a class of stochastic nonlinear time-varying systems subject to sensor and actuator saturations
Authors: Wang, Z
Ho, DWC
Dong, H
Gao, H
Keywords: Actuator saturation
Discrete time-varying systems
Finite-horizon
Robust H∞ control
Sensor saturation
Stochastic nonlinear systems
Publication Date: 2010
Publisher: IEEE
Citation: IEEE Transactions on Automatic Control, 55(7): 1716 - 1722, Jul 2010
Abstract: This technical note addresses the robust H∞ finite-horizon output feedback control problem for a class of uncertain discrete stochastic nonlinear time-varying systems with both sensor and actuator saturations. In the system under investigation, all the system parameters are allowed to be time-varying, the parameter uncertainties are assumed to be of the polytopic type, and the stochastic nonlinearities are described by statistical means which can cover several classes of well-studied nonlinearities. The purpose of the problem addressed is to design an output feedback controller, over a given finite-horizon, such that the H∞ disturbance attenuation level is guaranteed for the nonlinear stochastic polytopic system in the presence of saturated sensor and actuator outputs. Sufficient conditions are first established for the robust H∞ performance through intensive stochastic analysis, and then a recursive linear matrix inequality (RLMI) approach is employed to design the desired output feedback controller achieving the prescribed H∞ disturbance rejection level. Simulation results demonstrate the effectiveness of the developed controller design scheme.
Description: Copyright [2010] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to pubs-permissions@ieee.org. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.
Sponsorship: This work was supported under Australian Research Council’s Discovery Projects funding scheme (project DP0880494) and by the German Science Foundation (DFG) within the priority programme 1305: Control Theory of Digitally Networked Dynamical Systems. Recommended by Associate Editor H. Ito.
URI: http://bura.brunel.ac.uk/handle/2438/4723
DOI: http://dx.doi.org/10.1109/TAC.2010.2047033
ISSN: 0018-9286
Appears in Collections:School of Information Systems, Computing and Mathematics Research Papers
Computer Science

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