NDLI: Stability analysis and controller synthesis for continuous-time linear stochastic systems

Content Provider	IEEE Xplore Digital Library
Author	Pushpak, Sai Diwadkar, Amit Vaidya, Umesh
Copyright Year	2015
Description	Author affiliation: ECE, Iowa State University, Ames, 50011, USA (Pushpak, Sai; Diwadkar, Amit; Vaidya, Umesh)
Abstract	In this paper, we derive results for the stochastic stability analysis and controller synthesis for continuous-time stochastic system. The important feature considered here is the multiplicative nature of the stochastic uncertainty in system dynamics. We generalize the existing small-gain type results for stability of discrete-time system with stochastic uncertainty in feedback loop to continuous-time dynamics. Further, LMI-based computable necessary and sufficient conditions are provided for the mean square stability of feedback system. The proposed stability analysis results are used for the synthesis of dynamic robust stabilizing feedback controller with stochastic uncertainty in the feedback loop between the plant and the controller. Fundamental limitation result for the mean square stabilization of system over stochastic channels is presented. Finally, we demonstrate the proposed framework on pendulum on a cart system.
Starting Page	3792
Ending Page	3797
File Size	322822
Page Count	6
File Format	PDF
e-ISBN	9781479978861
DOI	10.1109/CDC.2015.7402808
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2015-12-15
Publisher Place	Japan
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Uncertainty Stability analysis Linear systems Stochastic processes Feedback loop Mathematical model Standards
Content Type	Text
Resource Type	Article

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