Analysis of Robust Stability for a Class of Stochastic Systems via Output Feedback: The LMI Approach

This paper investigates the robust stability for a class of stochastic systems with both state and control inputs. The problem of the robust stability is solved via static output feedback, and we convert the problem to a constrained convex optimization problem involving linear matrix inequality (LMI...

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Main Authors: Xin-rong Cong, Long-suo Li
Format: Article
Language:English
Published: Wiley 2013-01-01
Series:Journal of Function Spaces and Applications
Online Access:http://dx.doi.org/10.1155/2013/873578
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author Xin-rong Cong
Long-suo Li
author_facet Xin-rong Cong
Long-suo Li
author_sort Xin-rong Cong
collection DOAJ
description This paper investigates the robust stability for a class of stochastic systems with both state and control inputs. The problem of the robust stability is solved via static output feedback, and we convert the problem to a constrained convex optimization problem involving linear matrix inequality (LMI). We show how the proposed linear matrix inequality framework can be used to select a quadratic Lyapunov function. The control laws can be produced by assuming the stability of the systems. We verify that all controllers can robustly stabilize the corresponding system. Further, the numerical simulation results verify the theoretical analysis results.
format Article
id doaj-art-ec039f05f6e244fa8668fda0440ff40c
institution Kabale University
issn 0972-6802
1758-4965
language English
publishDate 2013-01-01
publisher Wiley
record_format Article
series Journal of Function Spaces and Applications
spelling doaj-art-ec039f05f6e244fa8668fda0440ff40c2025-02-03T05:54:09ZengWileyJournal of Function Spaces and Applications0972-68021758-49652013-01-01201310.1155/2013/873578873578Analysis of Robust Stability for a Class of Stochastic Systems via Output Feedback: The LMI ApproachXin-rong Cong0Long-suo Li1Department of Mathematics, Harbin Institute of Technology, Harbin 150001, ChinaDepartment of Mathematics, Harbin Institute of Technology, Harbin 150001, ChinaThis paper investigates the robust stability for a class of stochastic systems with both state and control inputs. The problem of the robust stability is solved via static output feedback, and we convert the problem to a constrained convex optimization problem involving linear matrix inequality (LMI). We show how the proposed linear matrix inequality framework can be used to select a quadratic Lyapunov function. The control laws can be produced by assuming the stability of the systems. We verify that all controllers can robustly stabilize the corresponding system. Further, the numerical simulation results verify the theoretical analysis results.http://dx.doi.org/10.1155/2013/873578
spellingShingle Xin-rong Cong
Long-suo Li
Analysis of Robust Stability for a Class of Stochastic Systems via Output Feedback: The LMI Approach
Journal of Function Spaces and Applications
title Analysis of Robust Stability for a Class of Stochastic Systems via Output Feedback: The LMI Approach
title_full Analysis of Robust Stability for a Class of Stochastic Systems via Output Feedback: The LMI Approach
title_fullStr Analysis of Robust Stability for a Class of Stochastic Systems via Output Feedback: The LMI Approach
title_full_unstemmed Analysis of Robust Stability for a Class of Stochastic Systems via Output Feedback: The LMI Approach
title_short Analysis of Robust Stability for a Class of Stochastic Systems via Output Feedback: The LMI Approach
title_sort analysis of robust stability for a class of stochastic systems via output feedback the lmi approach
url http://dx.doi.org/10.1155/2013/873578
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AT longsuoli analysisofrobuststabilityforaclassofstochasticsystemsviaoutputfeedbackthelmiapproach