Improved derivative-dependent control of stochastic systems via delayed feedback implementation

Jin Zhang*, Emilia Fridman

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

7 Scopus citations

Abstract

We study derivative-dependent control of the nth-order stochastic systems where derivatives are not available for measurements. The derivatives are approximated by finite differences giving rise to a delayed feedback. In the deterministic case, an efficient simple LMI-based method for designing of such static output-feedback and its sampled-data implementation was suggested recently. In the present paper, we extend this design to stochastic systems. We present two methods: the direct one that employs a stochastic extension of Lyapunov functionals used previously in the deterministic case, and the method which is based on neutral type model transformation and employs either augmented or simple Lyapunov functionals. Numerical examples illustrate the efficiency of the method.

Original languageEnglish
Article number109101
JournalAutomatica
Volume119
DOIs
StatePublished - Sep 2020

Funding

FundersFunder number
Council for Higher Education, Israel
Israel Science Foundation673/19
Tel Aviv University
Council for Higher Education

    Keywords

    • Delay-induced stability
    • LMIs
    • Sampled-data control
    • Stochastic systems

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