Research Article
Robust H∞ output-feedback control of retarded state-multiplicative stochastic systems
E. Gershon,
U. Shaked,
Corresponding Author
E. Gershon
Department of Electrical and Electronic Engineering, Holon Institute of Technology, Israel
School of Electrical Engineering, Tel-Aviv University, Tel-Aviv 69978, Israel
Department of Electrical and Electronic Engineering, Holon Institute of Technology, Israel===Search for more papers by this authorU. Shaked
School of Electrical Engineering, Tel-Aviv University, Tel-Aviv 69978, Israel
Search for more papers by this authorE. Gershon,
U. Shaked,
Corresponding Author
E. Gershon
Department of Electrical and Electronic Engineering, Holon Institute of Technology, Israel
School of Electrical Engineering, Tel-Aviv University, Tel-Aviv 69978, Israel
Department of Electrical and Electronic Engineering, Holon Institute of Technology, Israel===Search for more papers by this authorU. Shaked
School of Electrical Engineering, Tel-Aviv University, Tel-Aviv 69978, Israel
Search for more papers by this authorAbstract
Linear, state-delayed, continuous-time systems are considered with both stochastic and norm-bounded deterministic uncertainties in the state–space model. The problem of robust dynamic H∞ output-feedback control is solved, for the stationary case, via the input–output approach where the system is replaced by a nonretarded system with additional deterministic norm-bounded uncertainties. A delay-dependent result is obtained which involves the solution of a simple linear matrix inequality. In this problem, a cost function is defined which is the expected value of the standard H∞ performance cost with respect to the stochastic parameters. A practical example taken from the field of guidance control is given that demonstrates the applicability of the theory. Copyright © 2010 John Wiley & Sons, Ltd.
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