Delay‐dependent robust control of stochastic systems with convex polynomial uncertainty

Summary This article addresses a robust control problem of time‐varying stochastic systems with time‐delays. Through Linear Parameter Varying (LPV) modeling approach, the time‐varying parameters can be described via the convex combination. Therefore, the LPV stochastic system is interpreted by a wei...

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Bibliographic Details
Published in:Optimal control applications & methods 2020-11, Vol.41 (6), p.2213-2224
Main Authors: Chang, Wen‐Jer, Ku, Cheung‐Chieh, Hsu, Chih‐Yuan, Chen, Guan‐Wei
Format: Article
Language:English
Subjects:
Algorithms
Control systems
Derivatives
ILMI algorithm
integral Lyapunov‐Krasovskii function
Integrals
Iterative methods
Linear matrix inequalities
Linear systems
LPV systems
Parameters
Polynomials
Robust control
Stochastic systems
time‐varying delay
Weighting functions
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Summary:Summary This article addresses a robust control problem of time‐varying stochastic systems with time‐delays. Through Linear Parameter Varying (LPV) modeling approach, the time‐varying parameters can be described via the convex combination. Therefore, the LPV stochastic system is interpreted by a weighting function and multiplicative noised linear systems. Furthermore, stabilization problem for the systems is investigated via Gain‐Scheduled (GS) technique to increase robustness. For the problem, some sufficient conditions are derived by Integral Lyapunov‐Krasovskii Function (ILKF) such that the conservatism caused by derivative of weighting function is ignored. Besides, an Iterative Linear Matrix Inequality algorithm is used to determine the auxiliary variable such that the problem can be solved via the convex calculation. Finally, some simulations are provided to demonstrate effectiveness and applicability of this article.
ISSN:0143-2087
1099-1514
DOI:10.1002/oca.2653