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Stochastic bounded real lemma for switched stochastic systems with average dwell time

  • Beihang University
  • Beijing University of Posts and Telecommunications
  • Kyoto University

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

This paper addresses the H performance and H control of switched stochastic linear systems subject to average dwell-time switching. At first, a sufficient condition is presented to guarantee the switched stochastic system to achieve a weighted H performance under the condition that all subsystems are asymptotic mean square stable. Further, the disturbance attenuation property of the considered systems is investigated when both stable and unstable subsystems are included. It is shown that if the active time of unstable subsystems is properly allocated, a stochastic bounded real lemma (SBRL) can be established based on the solvability of linear matrix inequalities (LMIs). As an application of the obtained SBRL, the robust control problem is settled for a class of switched stochastic systems with (x,u,v)-dependent noises, and the state-feedback H controller is developed.

Original languageEnglish
Title of host publication53rd IEEE Conference on Decision and Control,CDC 2014
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages4216-4221
Number of pages6
EditionFebruary
ISBN (Electronic)9781479977468
DOIs
StatePublished - 2014
Event2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014 - Los Angeles, United States
Duration: 15 Dec 201417 Dec 2014

Publication series

NameProceedings of the IEEE Conference on Decision and Control
NumberFebruary
Volume2015-February
ISSN (Print)0743-1546
ISSN (Electronic)2576-2370

Conference

Conference2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014
Country/TerritoryUnited States
CityLos Angeles
Period15/12/1417/12/14

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