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

Author

Listed:
  • S. Xu

    (Nanjing University of Science and Technology)

  • J. Lam

    (University of Hong Kong)

  • P. Shi

    (University of Glamorgan)

  • E. K. Boukas

    (École Polytechnique de Montréal)

  • Y. Zou

    (Nanjing University of Science and Technology)

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.

Suggested Citation

  • S. Xu & J. Lam & P. Shi & E. K. Boukas & Y. Zou, 2009. "Guaranteed Cost Control for Uncertain Neutral Stochastic Systems via Dynamic Output Feedback Controllers," Journal of Optimization Theory and Applications, Springer, vol. 143(1), pages 207-223, October.
    • Handle: RePEc:spr:joptap:v:143:y:2009:i:1:d:10.1007_s10957-009-9550-3
    DOI: 10.1007/s10957-009-9550-3
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    Cited by:

    1. Chen, Wenbin & Gao, Fang & She, Jinhua & Xia, Weifeng, 2020. "Further results on delay-dependent stability for neutral singular systems via state decomposition method," Chaos, Solitons & Fractals, Elsevier, vol. 141(C).
    2. Li, Zhao-Yan & Shang, Shengnan & Lam, James, 2019. "On stability of neutral-type linear stochastic time-delay systems with three different delays," Applied Mathematics and Computation, Elsevier, vol. 360(C), pages 147-166.
    3. Peng Shi & Yanyan Yin & Fei Liu, 2013. "Gain-Scheduled Worst-Case Control on Nonlinear Stochastic Systems Subject to Actuator Saturation and Unknown Information," Journal of Optimization Theory and Applications, Springer, vol. 156(3), pages 844-858, March.

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