Title
State feedback synthesis for robust stabilization of discrete-time linear systems characterized by stochastic polytopes
Abstract
This paper discusses robustly stabilizing state feedback synthesis of discrete-time stochastic plants whose dynamics are characterized by convex polytopes (called stochastic polytopes) consisting of random matrices (i.e., matrices involving random variables). The stochastic polytopes enable us to describe the uncertainties in the probability distributions underlying the stochastic systems. Hence, we can study robust stability (in the stochastic sense) of the systems with respect to the uncertainties in the distributions, through dealing with stochastic polytopes. This paper gives a synthesis-oriented sufficient condition for robust closed-loop stability, and states a numerical design method exploiting the condition. The effectiveness of the method is also demonstrated with a numerical example.
Year
DOI
Venue
2014
10.1109/ECC.2014.6862591
ECC
Keywords
Field
DocType
closed loop systems,control system synthesis,discrete time systems,linear systems,matrix algebra,robust control,state feedback,statistical distributions,stochastic systems,convex polytopes,discrete-time linear systems,discrete-time stochastic plants,numerical design method,probability distributions,random matrices,robust closed-loop stability,robust stabilization,state feedback synthesis,stochastic polytopes,synthesis-oriented sufficient condition,design methodology,random variables,stochastic processes,uncertainty,robustness
Stochastic optimization,Mathematical optimization,Discrete-time stochastic process,Discrete time nonlinear systems,Polytope,Mathematics,Stochastic control
Conference
Citations 
PageRank 
References 
1
0.40
1
Authors
2
Name
Order
Citations
PageRank
Hosoe, Y.110.40
Tomomichi Hagiwara228653.12