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Received:November 01, 2004Revised:July 30, 2005 |
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Quadratic stabilization for uncertain stochastic systems |
Jun’e FENG, Weihai ZHANG |
(School of Mathematics and System Sciences,Shandong University,Jinan Shandong 250100,China;College of Electronic Information and Control Engineering,Shandong Institute of Light Industry,Jinan Shandong 250100,China) |
Abstract: |
This paper discusses the robust quadratic stabilization control problem for stochastic uncertain systems,where the uncertain matrix is norm bounded,and the external disturbance is a stochastic process.Two kinds of controllers are designed,which include state feedback case and output feedback case.The conditions for the robust quadratic stabilization of stochastic uncertain systems are given via linear matrix inequalities.The detailed design methods are presented.Numerical examples show the effectiveness of our results. |
Key words: Robust quadratic stabilization output dynamic feedback state feedback Wiener process Linear matrix inequality |