Robust Finite-Horizon Control for a Class of Stochastic Nonlinear Time-Varying Systems Subject to Sensor and Actuator Saturations

• Published in: IEEE transactions on automatic control Vol. 55; no. 7; pp. 1716 - 1722
• Main Authors: Zidong Wang, Ho, Daniel W C, Hongli Dong, Huijun Gao
• Format: Journal Article
• Language: English
• Published: New York IEEE 01.07.2010; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Actuator saturation; Actuators; Control systems; Controllers; discrete time-varying systems; Feedback control systems; finite-horizon; Nonlinear control systems; Output feedback; Robust control; robust {\cal H}_{\infty} control; Robustness; sensor saturation; Sensor systems; stochastic nonlinear systems; Stochastic systems; Studies; Time varying systems; Uncertain systems
• ISSN: 0018-9286; 1558-2523
• DOI: 10.1109/TAC.2010.2047033

This technical note addresses the robust H ∞ finite-horizon output feedback control problem for a class of uncertain discrete stochastic nonlinear time-varying systems with both sensor and actuator saturations. In the system under investigation, all the system parameters are allowed to be time-varying, the parameter uncertainties are assumed to be of the polytopic type, and the stochastic nonlinearities are described by statistical means which can cover several classes of well-studied nonlinearities. The purpose of the problem addressed is to design an output feedback controller, over a given finite-horizon, such that the H ∞ disturbance attenuation level is guaranteed for the nonlinear stochastic polytopic system in the presence of saturated sensor and actuator outputs. Sufficient conditions are first established for the robust H ∞ performance through intensive stochastic analysis, and then a recursive linear matrix inequality (RLMI) approach is employed to design the desired output feedback controller achieving the prescribed H ∞ disturbance rejection level. Simulation results demonstrate the effectiveness of the developed controller design scheme.