Robust H∞ finite-horizon control for a class of stochastic nonlinear time-varying systems subject to sensor and actuator saturations

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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Detail(s)

Original languageEnglish
Article number5441037
Pages (from-to)1716-1722
Journal / PublicationIEEE Transactions on Automatic Control
Volume55
Issue number7
Publication statusPublished - Jul 2010

Abstract

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. © 2006 IEEE.

Research Area(s)

  • Actuator saturation, discrete time-varying systems, finite-horizon, robust H∞ control, sensor saturation, stochastic nonlinear systems

Citation Format(s)

Robust H∞ finite-horizon control for a class of stochastic nonlinear time-varying systems subject to sensor and actuator saturations. / Wang, Zidong; Ho, Daniel W. C.; Dong, Hongli; Gao, Huijun.

In: IEEE Transactions on Automatic Control, Vol. 55, No. 7, 5441037, 07.2010, p. 1716-1722.

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review