Vertex-dependent Approach to Robust H∞ Control and Estimation of Stochastic Discrete-time Systems

E. Gershon; U. Shaked

doi:10.1016/j.ifacol.2015.09.314

Vertex-dependent Approach to Robust H_∞ Control and Estimation of Stochastic Discrete-time Systems

E. Gershon, U. Shaked

School of Electrical Engineering

Holon Institute of Technology

Research output: Contribution to journal › Conference article › peer-review

5 Scopus citations

Abstract

We consider linear state-multiplicative noisy, discrete-time systems with polytopic uncertainties. The stationary problems of H_∞ state-feedback control and filtering are solved by applying a vertex dependent Lyapunov function. This enable us to reduces considerably the over-design that is associated with the classical design and that is based on a single Lyapunov function for the whole parameters range. The solutions to the robust problems of both: the state-feedback and the filtering problems are obtained via a set of LMIs which are readily applicable.

Original language	English
Pages (from-to)	949-953
Number of pages	5
Journal	IFAC-PapersOnLine
Volume	48
Issue number	11 11
DOIs	https://doi.org/10.1016/j.ifacol.2015.09.314
State	Published - 2015
Event	1st IFAC Conference on Modelling, Identification and Control of Nonlinear Systems MICNON 2015: - Saint Petersburg, Russian Federation Duration: 24 Jun 2015 → 26 Jun 2016

Keywords

Stochastic H control
discrete-time systems
robust filtering

Access to Document

10.1016/j.ifacol.2015.09.314

Cite this

@article{291eac408d0749f2bb0e1e0f37e2f446,

title = "Vertex-dependent Approach to Robust H∞ Control and Estimation of Stochastic Discrete-time Systems",

abstract = "We consider linear state-multiplicative noisy, discrete-time systems with polytopic uncertainties. The stationary problems of H∞ state-feedback control and filtering are solved by applying a vertex dependent Lyapunov function. This enable us to reduces considerably the over-design that is associated with the classical design and that is based on a single Lyapunov function for the whole parameters range. The solutions to the robust problems of both: the state-feedback and the filtering problems are obtained via a set of LMIs which are readily applicable.",

keywords = "Stochastic H control, discrete-time systems, robust filtering",

author = "E. Gershon and U. Shaked",

note = "Publisher Copyright: {\textcopyright} 2015; 1st IFAC Conference on Modelling, Identification and Control of Nonlinear Systems MICNON 2015: ; Conference date: 24-06-2015 Through 26-06-2016",

year = "2015",

doi = "10.1016/j.ifacol.2015.09.314",

language = "אנגלית",

volume = "48",

pages = "949--953",

journal = "IFAC-PapersOnLine",

issn = "2405-8963",

publisher = "IFAC Secretariat",

number = "11 11",

}

TY - JOUR

T1 - Vertex-dependent Approach to Robust H∞ Control and Estimation of Stochastic Discrete-time Systems

AU - Gershon, E.

AU - Shaked, U.

PY - 2015

Y1 - 2015

N2 - We consider linear state-multiplicative noisy, discrete-time systems with polytopic uncertainties. The stationary problems of H∞ state-feedback control and filtering are solved by applying a vertex dependent Lyapunov function. This enable us to reduces considerably the over-design that is associated with the classical design and that is based on a single Lyapunov function for the whole parameters range. The solutions to the robust problems of both: the state-feedback and the filtering problems are obtained via a set of LMIs which are readily applicable.

AB - We consider linear state-multiplicative noisy, discrete-time systems with polytopic uncertainties. The stationary problems of H∞ state-feedback control and filtering are solved by applying a vertex dependent Lyapunov function. This enable us to reduces considerably the over-design that is associated with the classical design and that is based on a single Lyapunov function for the whole parameters range. The solutions to the robust problems of both: the state-feedback and the filtering problems are obtained via a set of LMIs which are readily applicable.

KW - Stochastic H control

KW - discrete-time systems

KW - robust filtering

UR - http://www.scopus.com/inward/record.url?scp=84992494589&partnerID=8YFLogxK

U2 - 10.1016/j.ifacol.2015.09.314

DO - 10.1016/j.ifacol.2015.09.314

M3 - ???researchoutput.researchoutputtypes.contributiontojournal.conferencearticle???

AN - SCOPUS:84992494589

SN - 2405-8963

VL - 48

SP - 949

EP - 953

JO - IFAC-PapersOnLine

JF - IFAC-PapersOnLine

IS - 11 11

T2 - 1st IFAC Conference on Modelling, Identification and Control of Nonlinear Systems MICNON 2015:

Y2 - 24 June 2015 through 26 June 2016

ER -

Vertex-dependent Approach to Robust H_∞ Control and Estimation of Stochastic Discrete-time Systems

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this