IDEAS home Printed from https://ideas.repec.org/a/taf/tsysxx/v42y2011i5p821-827.html
   My bibliography  Save this article

Central suboptimal mean-square controller design for linear stochastic time-varying systems

Author

Listed:
  • Michael V. Basin
  • Santiago Elvira-Ceja
  • Edgar N. Sanchez

Abstract

This article designs the central finite-dimensional H∞ controller for linear stochastic time-varying systems with integral-quadratically bounded deterministic disturbances, that is suboptimal for a given threshold γ with respect to a modified Bolza–Meyer quadratic criterion including the attenuation control term with the opposite sign. In contrast to the previously obtained results, this article reduces the original H∞ controller problem to the corresponding optimal H2 controller problem, using the technique proposed in Doyle et al. (Doyle, J.C., Glover, K., Khargonekar, P.P., and Francis, B.A. (1989), ‘State-space Solutions to Standard H2 and H∞ Control Problems’, IEEE Transactions on Automatic Control, 34, 831–847). Numerical simulations are conducted to verify the performance of the designed controller for a linear stochastic system against the central suboptimal H∞ controller available for the corresponding deterministic system.

Suggested Citation

  • Michael V. Basin & Santiago Elvira-Ceja & Edgar N. Sanchez, 2011. "Central suboptimal mean-square controller design for linear stochastic time-varying systems," International Journal of Systems Science, Taylor & Francis Journals, vol. 42(5), pages 821-827.
    • Handle: RePEc:taf:tsysxx:v:42:y:2011:i:5:p:821-827
    DOI: 10.1080/00207721.2010.543493
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/00207721.2010.543493
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/00207721.2010.543493?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:tsysxx:v:42:y:2011:i:5:p:821-827. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/TSYS20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.