This chapter is concerned with the robust H∞ control problem for a class of uncertain nonlinear discrete time‐varying stochastic systems. All the system parameters are time‐varying and the uncertainties enter into the state matrix. The nonlinearities under consideration are described by statistical means which can cover several classes of well‐studied nonlinearities. The purpose of the problem addressed is to design a dynamic output feedback controller such that, the H∞ disturbance rejection attenuation level is achieved in the finite horizon while the state covariance is not more than an individual upper bound at each time point. A novel algorithm is developed to deal with the addressed problem by means of recursive linear matrix inequalities. It is shown that the robust H∞ control problem is solvable if a series of recursive linear matrix inequalities are feasible.


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    Title :

    Robust H∞ Control with Variance Constraints: the Finite‐Horizon Case


    Contributors:
    Ma, Lifeng (author) / Wang, Zidong (author) / Bo, Yuming (author)


    Publication date :

    2015-03-16


    Size :

    19 pages




    Type of media :

    Article/Chapter (Book)


    Type of material :

    Electronic Resource


    Language :

    English





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