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Eigenstructure assignment for linear systems with probabilistic uncertainties

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Abstract

In this paper, S (stochastic)-eigenvalue concept and its S-eigenvector for linear continuous-time systems with probabilistic uncertainties is proposed. The proposed concept is concerned with the perturbation of eigenvalues due to the probabilistic variable parameters in the dynamic model of a plant. S-eigenstructure assignment scheme via the Sylvester equation approach based on the S-eigenvalue concept is also proposed. The proposed design schemes are illustrated by numerical examples, and applied to the longitudinal dynamics of open-loop-unstable aircraft with possible uncertainties in aerodynamic and thrust effects as well as separate dynamic pressure. These results explicitly characterize how S-eigenvalues in the complex plane may impose stability on S-eigenstructure assignment.

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Correspondence to Jae Weon Choi.

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Seo, Y.B., Choi, J.W. & Lee, D.H. Eigenstructure assignment for linear systems with probabilistic uncertainties. KSME International Journal 18, 933–945 (2004). https://doi.org/10.1007/BF02990865

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