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- Title
Robust ℋ<sub>∞</sub> constant gain feedback stabilization of stochastic systems.
- Authors
BOUKAS, E. K.
- Abstract
This paper deals with the class of continuous-time linear stochastic hybrid systems with multiplicative Wiener process and norm-bounded uncertainties. The robust H∞ stochastic state feedback stabilization problem is treated. LMI-based conditions are developed to design a constant state feedback controller that robustly stochastically stabilizes the studied class of systems and at the same time rejects the disturbance rejection to a desired level. The minimum disturbance rejection is also determined. A numerical example is provided to show the effectiveness of the proposed results.
- Subjects
LINEAR systems; BOUNDARY value problems; STOCHASTIC processes; ROBUST control; NUMERICAL analysis
- Publication
IMA Journal of Mathematical Control & Information, 2005, Vol 22, Issue 3, p334
- ISSN
0265-0754
- Publication type
Article
- DOI
10.1093/imamci/dni031