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State-feedback H2/H-infinity controller design with D-stability constraints for stochastic systems

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Abstract

This paper addresses the state-feedback H2/H-infinity controller design that satisfies D-stability constraints for stochastic systems. Firstly, the concept of regional stability for stochastic systems is defined in linear matrix inequality(LMI) regions; Secondly, the characterization about stochastic D-stability is presented. This paper introduces a new technique to solve the regional stability problem for stochastic systems, which is different from the pole placement technique ever used in deterministic systems. Based on this, in the state-feedback case, mixed H2/H-infinity synthesis with D-stability constraints is discussed via LMI optimization.

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Authors and Affiliations

  1. College of Information and Electrical Engineering, Shandong University of Science and Technology, Qingdao, Shandong, 266510, China

    Zhongwei Lin & Weihai Zhang

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  1. Zhongwei Lin
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  2. Weihai Zhang
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Additional information

This work was supported by the National Natural Science Foundation of China (No. 60474013).

Zhongwei LIN received his B.S. degree from Shandong University of Science and Technology in 2004. Currently, he is a M.S. degree candidate at Shandong University of Science and Technology, Qingdao, China. His research interests include stochastic control and stochastic H∞ theory.

Weihai ZHANG received his Ph.D. degree from Applied Mathematics Department of Zhejiang University in 1998. From May 2001 to July 2003, he did postdoctoral research at National Tsing Hua University, Hsin Chu, Taiwan. He is now a professor of Shandong University of Science and Technology. His research interests include stochastic control, nonlinear control theory, and stochastic H∞ theory.

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Lin, Z., Zhang, W. State-feedback H2/H-infinity controller design with D-stability constraints for stochastic systems. J. Control Theory Appl. 5, 291–294 (2007). https://doi.org/10.1007/s11768-006-6074-3

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  • DOI: https://doi.org/10.1007/s11768-006-6074-3

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