Paper Info
Title
State and output feedback finite-time guaranteed cost control of linear itô stochastic systems.
Abstract
The problem of guaranteed cost control based on finite-time stability for stochastic system is first investigated in this paper. The motivation of solving this problem arises from an observation that finite/infinite-horizon guaranteed cost control does not consider the transient performance of the closed-loop system, but guaranteed cost control based on finite-time stability involves this practical requirement. In order to explain this problem explicitly, a concept of the stochastic finite-time guaranteed cost control is introduced, and then some new sufficient conditions for the existence of state and output feedback finite-time guaranteed cost controllers are derived, which guarantee finite-times to chastic stability of closed-loop systems and an upper bound of a quadratic cost function. Furthermore, this problem is reduced to a convex optimization problem with matrix inequality constraints and a new solving algorithm is given. Finally, an example is given to illustrate the effectiveness of the proposed method.
Year
DOI
Venue
2015
10.1007/s11424-014-2178-x
J. Systems Science & Complexity
Keywords
DocType
Volume
Finite-time stability, guaranteed cost control, matrix inequalities, stochastic systems
Journal
28
Issue
ISSN
Citations 
4
1559-7067
1
PageRank 
References 
Authors
0.35
0
4
Name
Order
Citations
PageRank
Zhiguo Yan1665.65
Guoshan Zhang2548.61
Jiankui Wang331.08
Weihai Zhang462567.73