Stochastic H∞ output-feedback control for linear retarded systems

Eli Gershon; Uri Shaked

doi:10.1109/EEEI.2012.6376909

Stochastic H_∞ output-feedback control for linear retarded systems

Eli Gershon^*, Uri Shaked

^*Corresponding author for this work

School of Electrical Engineering

Holon Institute of Technology

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

1 Scopus citations

Abstract

In this paper a new method for designing a reduced-order output feedback controller for a linear time-invariant retarded system with stochastic state-multiplicative Wiener-type noise, that achieves a minimum bound on the H_∞ performance level, is introduced. The solution of the stochastic H_∞ reduced-order outputfeedback control problem is solved, for the stationary case, via the input-output approach where the system is replaced by a non-retarded system that contain, instead, deterministic norm-bounded uncertainties. The stochastic uncertainties appear in the dynamic matrices, which correspond to the delayed and non-delayed states of the system. In this problem, a cost function is defined which is the expected value of the standard H_∞ performance cost with respect to the stochastic parameters.

Original language	English
Title of host publication	2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012
DOIs	https://doi.org/10.1109/EEEI.2012.6376909
State	Published - 2012
Event	2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012 - Eilat, Israel Duration: 14 Nov 2012 → 17 Nov 2012

Publication series

Name	2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012

Conference

Conference	2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012
Country/Territory	Israel
City	Eilat
Period	14/11/12 → 17/11/12

Access to Document

10.1109/EEEI.2012.6376909

Cite this

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title = "Stochastic H∞ output-feedback control for linear retarded systems",

abstract = "In this paper a new method for designing a reduced-order output feedback controller for a linear time-invariant retarded system with stochastic state-multiplicative Wiener-type noise, that achieves a minimum bound on the H∞ performance level, is introduced. The solution of the stochastic H∞ reduced-order outputfeedback control problem is solved, for the stationary case, via the input-output approach where the system is replaced by a non-retarded system that contain, instead, deterministic norm-bounded uncertainties. The stochastic uncertainties appear in the dynamic matrices, which correspond to the delayed and non-delayed states of the system. In this problem, a cost function is defined which is the expected value of the standard H∞ performance cost with respect to the stochastic parameters.",

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note = "2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012 ; Conference date: 14-11-2012 Through 17-11-2012",

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Gershon, E & Shaked, U 2012, Stochastic H_∞ output-feedback control for linear retarded systems. in 2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012., 6376909, 2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012, 2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012, Eilat, Israel, 14/11/12. https://doi.org/10.1109/EEEI.2012.6376909

Stochastic H_∞ output-feedback control for linear retarded systems. / Gershon, Eli; Shaked, Uri.
2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012. 2012. 6376909 (2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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