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DC Field | Value | Language |
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dc.contributor.author | Wang, Z | - |
dc.contributor.author | Yang, F | - |
dc.contributor.author | Ho, DWC | - |
dc.contributor.author | Liu, X | - |
dc.date.accessioned | 2011-04-04T10:19:30Z | - |
dc.date.available | 2011-04-04T10:19:30Z | - |
dc.date.issued | 2007 | - |
dc.identifier.citation | Journal of Mathematical Analysis and Applications, 328(1): 487-502, Apr 2007 | en_US |
dc.identifier.issn | 0022-247X | - |
dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/4943 | - |
dc.description | This is the post print version of the article. The official published version can be obtained from the link below - Copyright 2007 Elsevier Ltd. | en_US |
dc.description.abstract | In this paper, the robust variance-constrained H∞ control problem is considered for uncertain stochastic systems with multiplicative noises. The norm-bounded parametric uncertainties enter into both the system and output matrices. The purpose of the problem is to design a state feedback controller such that, for all admissible parameter uncertainties, (1) the closed-loop system is exponentially mean-square quadratically stable; (2) the individual steady-state variance satisfies given upper bound constraints; and (3) the prescribed noise attenuation level is guaranteed in an H∞ sense with respect to the additive noise disturbances. A general framework is established to solve the addressed multiobjective problem by using a linear matrix inequality (LMI) approach, where the required stability, the H∞ characterization and variance constraints are all easily enforced. Within such a framework, two additional optimization problems are formulated: one is to optimize the H∞ performance, and the other is to minimize the weighted sum of the system state variances. A numerical example is provided to illustrate the effectiveness of the proposed design algorithm. | en_US |
dc.description.sponsorship | This work was supported in part by the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant GR/S27658/01, the Nuffield Foundation of the UK under Grant NAL/00630/G, and the Alexander von Humboldt Foundation of Germany. | en_US |
dc.language.iso | en | en_US |
dc.publisher | Elsevier | en_US |
dc.subject | Stability | en_US |
dc.subject | H∞ performance | en_US |
dc.subject | Variance constraint | en_US |
dc.subject | Stochastic system | en_US |
dc.subject | Multiplicative noises | en_US |
dc.subject | Linear matrix inequality | en_US |
dc.title | Robust variance-constrained H∞ control for stochastic systems with multiplicative noises | en_US |
dc.type | Research Paper | en_US |
dc.identifier.doi | http://dx.doi.org/10.1016/j.jmaa.2006.05.067 | - |
Appears in Collections: | Computer Science Dept of Computer Science Research Papers |
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