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Robust H∞ Control of Uncertain Stochastic Systems with Time-varying Interval Delays

Cheung-Chieh Ku* and Guan-Wei Chen
International Journal of Control, Automation, and Systems, vol. 16, no. 1, pp.243-255, 2018

Abstract : "A robust delay-dependent stability criterion for discrete-time uncertain stochastic systems is proposed to achieve asymptotical stability and H∞ performance in this paper. Based on modeling approaches, Linear Parameter Varying (LPV) system with multiplicative noise term is built to represent uncertain stochastic systems. Moreover, state and input delays are considered as two individual time-varying interval cases for general effect. Employing a novel Lyapunov-Krasovskii function, Jensen inequality and transform technology, some relaxed sufficient conditions are derived into Linear Matrix Inequality (LMI) forms to apply convex optimization algorithm. Through solving the derived conditions, Gain-Scheduled (GS) controller can be designed such that robust asymptotical stability and H∞ performance of closed-loop system are achieved in the mean square. At last, two numerical examples are provided to demonstrate applicability and effectiveness of this paper."

Keyword : "Discrete Jensen ineqaulity, H∞ control scheme, LPV systems, Lyapunov-Krasovskii function, Stochastic systems."

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