Static output feedback H2/H∞ control with spectrum constraints for stochastic systems subject to multiplicative noises

• Published in: Systems science & control engineering Vol. 6; no. 3; pp. 118 - 125
• Main Authors: Ma, Pingping, Zhu, Zhengmao, Sheng, Li
• Format: Journal Article
• Language: English
• Published: Taylor & Francis 21.09.2018; Taylor & Francis Group
• Subjects: control; mathbf {D}(-\beta, -\alpha ) $ stability; spectrum constraints linear matrix inequalities; stability; static output feedback; static output feedback $ H_{2}/H_{\infty } $ control; Stochastic systems
• ISSN: 2164-2583
• DOI: 10.1080/21642583.2018.1537862

This paper investigates the problem of static output feedback control with spectrum constraints for linear continuous-time stochastic systems with state dependent noises. By using the spectrum technique, the notion of stability for continuous-time stochastic systems is proposed. Subsequently, the design method of the static output feedback controller is presented by solving a set of linear matrix inequalities. Under stability, a sufficient condition for the existence of stochastic control is derived, which transforms the problem of control into a convex optimization problem. Finally, a numerical example is given to show the effectiveness of the obtained results.