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Guaranteed Cost Control for Uncertain Neutral Stochastic Systems via Dynamic Output Feedback Controllers

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Abstract

This paper deals with the problem of guaranteed cost control for uncertain neutral stochastic systems. The parameter uncertainties are assumed to be time-varying but norm-bounded. Dynamic output feedback controllers are designed such that, for all admissible uncertainties, the resulting closed-loop system is mean-square asymptotically stable and an upper bound on the closed-loop value of the cost function is guaranteed. By employing a linear matrix inequality (LMI) approach, a sufficient condition for the solvability of the underlying problem is obtained. A numerical example is provided to demonstrate the potential of the proposed techniques.

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Authors and Affiliations

  1. Department of Automation, Nanjing University of Science and Technology, Nanjing, 210094, People’s Republic of China

    S. Xu & Y. Zou

  2. Department of Mechanical Engineering, University of Hong Kong, Pokfulam Road, Hong Kong, Hong Kong

    J. Lam

  3. School of Technology, University of Glamorgan, Pontypridd, Wales, CF37 1DL, UK

    P. Shi

  4. Mechanical Engineering Department, École Polytechnique de Montréal, Montréal, Québec, H3C 3A7, Canada

    E. K. Boukas

Authors
  1. S. Xu
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  2. J. Lam
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  3. P. Shi
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  4. E. K. Boukas
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  5. Y. Zou
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Corresponding author

Correspondence to E. K. Boukas.

Additional information

Communicated by C.T. Leondes.

This work is partially supported by RGC HKU 7103/01P and RGC HKU 7031/06P, and the National Natural Science Foundation of P.R. China under Grants 60304001 and 60074007 and by NSERC-Canada, Grant OPG0035444.

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Xu, S., Lam, J., Shi, P. et al. Guaranteed Cost Control for Uncertain Neutral Stochastic Systems via Dynamic Output Feedback Controllers. J Optim Theory Appl 143, 207–223 (2009). https://doi.org/10.1007/s10957-009-9550-3

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  • DOI: https://doi.org/10.1007/s10957-009-9550-3

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