H 2 optimal control for a wide class of discrete-time linear stochastic systems
In this article, the problem of H 2 -control of a discrete-time linear system subject to Markovian jumping and independent random perturbations is considered. Different H 2 performance criteria (often called H 2 -norms) are introduced and characterised via solutions of some suitable linear equations...
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| Published in | International journal of systems science Vol. 40; no. 10; pp. 1029 - 1049 |
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| Main Authors | , |
| Format | Journal Article |
| Language | English |
| Published |
Taylor & Francis Group
01.10.2009
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| Subjects | |
| Online Access | Get full text |
| ISSN | 0020-7721 1464-5319 |
| DOI | 10.1080/00207720902974629 |
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| Abstract | In this article, the problem of H
2
-control of a discrete-time linear system subject to Markovian jumping and independent random perturbations is considered. Different H
2
performance criteria (often called H
2
-norms) are introduced and characterised via solutions of some suitable linear equations on certain spaces of symmetric matrices. Some aspects specific to the discrete-time framework are revealed. The problem of optimisation of H
2
-norms is solved under the assumption that full state vector is available for measurements. One shows that among all stabilising controllers of higher dimension, the best performance is achieved by a zero-order controller. The corresponding feedback gain of the optimal controller is constructed based on the stabilising solution of a system of discrete-time generalised Riccati equations. |
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| AbstractList | In this article, the problem of H(2-control of a discrete-time linear system subject to Markovian jumping and independent random perturbations is considered. Different H(2 performance criteria (often called H(2-norms) are introduced and characterised via solutions of some suitable linear equations on certain spaces of symmetric matrices. Some aspects specific to the discrete-time framework are revealed. The problem of optimisation of H(2-norms is solved under the assumption that full state vector is available for measurements. One shows that among all stabilising controllers of higher dimension, the best performance is achieved by a zero-order controller. The corresponding feedback gain of the optimal controller is constructed based on the stabilising solution of a system of discrete-time generalised Riccati equations. In this article, the problem of H 2 -control of a discrete-time linear system subject to Markovian jumping and independent random perturbations is considered. Different H 2 performance criteria (often called H 2 -norms) are introduced and characterised via solutions of some suitable linear equations on certain spaces of symmetric matrices. Some aspects specific to the discrete-time framework are revealed. The problem of optimisation of H 2 -norms is solved under the assumption that full state vector is available for measurements. One shows that among all stabilising controllers of higher dimension, the best performance is achieved by a zero-order controller. The corresponding feedback gain of the optimal controller is constructed based on the stabilising solution of a system of discrete-time generalised Riccati equations. |
| Author | Dragan, Vasile Morozan, Toader |
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| Snippet | In this article, the problem of H
2
-control of a discrete-time linear system subject to Markovian jumping and independent random perturbations is considered.... In this article, the problem of H(2-control of a discrete-time linear system subject to Markovian jumping and independent random perturbations is considered.... |
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| SubjectTerms | discrete-time linear systems independent random perturbations Markov chains Markov processes norms optimal control Primary: 93E20 robust control Secondary: 93C55 stochastic systems |
| Title | H 2 optimal control for a wide class of discrete-time linear stochastic systems |
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