Robust static and dynamic output-feedback stabilization: Deterministic and stochastic perspectives
TLDR
In this article, the sufficiency tests are applied to the necessary conditions to determine when solutions of the stochastic optimization problems also solve the deterministic robust stability problems, and the modified Riccati equation approach of Petersen and Hollot is generalized in the static case and extended to dynamic compensation.Abstract:
Three parallel gaps in robust feedback control theory are examined: sufficiency versus necessity, deterministic versus stochastic uncertainty modeling, and stability versus performance. Deterministic and stochastic output-feedback control problems are considered with both static and dynamic controllers. The static and dynamic robust stabilization problems involve deterministically modeled bounded but unknown measurable time-varying parameter variations, while the static and dynamic stochastic optimal control problems feature state-, control-, and measurement-dependent white noise. General sufficiency conditions for the deterministic problems are obtained using Lyapunov's direct method, while necessary conditions for the stochastic problems are derived as a consequence of minimizing a quadratic performance criterion. The sufficiency tests are then applied to the necessary conditions to determine when solutions of the stochastic optimization problems also solve the deterministic robust stability problems. As an additional application of the deterministic result, the modified Riccati equation approach of Petersen and Hollot is generalized in the static case and extended to dynamic compensation.read more
Citations
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Journal ArticleDOI
LQG control with an H/sup infinity / performance bound: a Riccati equation approach
TL;DR: In this article, an LQG (linear quadratic Gaussian) control-design problem involving a constraint on H/sup infinity / disturbance attenuation is considered, and an algorithm is developed for the full-order design problem and illustrative numerical results are given.
Journal ArticleDOI
Stabilization of stochastic nonlinear systems driven by noise of unknown covariance
TL;DR: This paper poses and solves a new problem of stochastic (nonlinear) disturbance attenuation where the task is to make the system solution bounded by a monotone function of the supremum of the covariance of the noise.
Journal ArticleDOI
Stochastic H/sub 2//H/sub /spl infin// control with state-dependent noise
Bor-Sen Chen,Weihai Zhang +1 more
TL;DR: In this paper, the stochastic H/sub 2/H/sub /spl infin// control problem with state-dependent noise is discussed, and an observer-based suboptimal control algorithm is proposed.
Proceedings ArticleDOI
LQG control with an H ∞ performance bound: a riccati equation approach
TL;DR: In this paper, an LQG control-design problem involving a constraint on H∞ disturbance attenuation is considered and an algorithm is developed for the full-order design problem and illustrative numerical results are given.
Journal ArticleDOI
Parameter space methods for robust control design: a guided tour
TL;DR: The results obtained in studies of robust stability and stabilizability of control systems with parametric (structured) uncertainties are reviewed in this paper, where both the algebraic methods based upon characteristic equations and the methods using Lyapunov functions and Riccati equations are discussed and compared.
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Martin Corless,George Leitmann +1 more
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