\(H_{\infty}\) gain-scheduled control for LPV stochastic systems
Summary: A robust control problem for discrete-time uncertain stochastic systems is discussed via gain-scheduled control scheme subject to \(H_{\infty}\) attenuation performance. Applying Linear Parameter Varying (LPV) modeling approach and stochastic difference equation, the uncertain stochastic systems can be described by combining time-varying weighting function and linear systems with multiplicative noise terms. Due to the consideration of stochastic behavior, the stability in the sense of mean square is applied for the system. Furthermore, two kinds of Lyapunov functions are employed to derive their corresponding sufficient conditions to solve the stabilization problems of this paper. In order to use convex optimization algorithm, the derived conditions are converted into Linear Matrix Inequality (LMI) form. Via solving those conditions, the gain-scheduled controller can be established such that the robust asymptotical stability and \(H_{\infty}\) performance of the disturbed uncertain stochastic system can be achieved in the sense of mean square. Finally, two numerical examples are applied to demonstrate the effectiveness and applicability of the proposed design method.
scientific article; zbMATH DE number 6927405