Variance-constrained control for uncertain stochastic systems with missing measurements
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Author(s)
Related Research Unit(s)
Detail(s)
Original language | English |
---|---|
Pages (from-to) | 746-753 |
Journal / Publication | IEEE Transactions on Systems, Man, and Cybernetics Part A: Systems and Humans |
Volume | 35 |
Issue number | 5 |
Publication status | Published - Sept 2005 |
Link(s)
Abstract
In this paper, we are concerned with a new control problem for uncertain discrete-time stochastic systems with missing measurements. The parameter uncertainties are allowed to be norm-bounded and enter into the state matrix. The system measurements may be unavailable (i.e., missing data) at any sample time, and the probability of the occurrence of missing data is assumed to be known. The purpose of this problem is to design an output feedback controller such that, for all admissible parameter uncertainties and all possible incomplete observations, the system state of the closed-loop system is mean square bounded, and the steady-state variance of each state is not more than the individual prescribed upper bound. We show that the addressed problem can be solved by means of algebraic matrix inequalities. The explicit expression of the desired robust controllers is derived in terms of some free parameters, which may be exploited to achieve further performance requirements. An illustrative numerical example is provided to demonstrate the usefulness and flexibility of the proposed design approach. © 2005 IEEE.
Research Area(s)
- Algebraic matrix inequality, Incomplete observation, Missing signal, Robust control, Stochastic control, Variance constraints
Citation Format(s)
Variance-constrained control for uncertain stochastic systems with missing measurements. / Wang, Zidong; Ho, Daniel W.C.; Liu, Xiaohui.
In: IEEE Transactions on Systems, Man, and Cybernetics Part A: Systems and Humans, Vol. 35, No. 5, 09.2005, p. 746-753.
In: IEEE Transactions on Systems, Man, and Cybernetics Part A: Systems and Humans, Vol. 35, No. 5, 09.2005, p. 746-753.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review