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Optimization of H_∞ Index under Constraints of Circular Pole and State-variance Upper Bound(PDF)


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Optimization of H_∞ Index under Constraints of Circular Pole and State-variance Upper Bound
WangYuangang GuoZhi ①
School of Sciences,① Department of Automation,NUST,Nanjing 210094
state feedback circular pole state variance consistency LMI approach H-inf inite attenuat ion sub-opt imal
For a class of stochastic state-feedback systems, the state-variance upper-bound index consistent w ith pre-specif ied circular-pole index is discussed via linear mat rix inequality ( LMI) approach, a good range is given for variance upper-bound index consistent w ith prespecif ied pole index. The opt imizat ion of H-infinite at tenuat ion index from disturbance input to cont rolled output is studied for the considered systems under const raint s of consistent pole index and variance upper-bound index . A sub-opt imal value of H-infinite index is obtained via LMI approach and a method to find the const rained sub-opt imal cont rol is provided. Finally, the obtained results are illust rated by a numerical example.


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Last Update: 2013-03-25