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(Referência obtida automaticamente do Web of Science, por meio da informação sobre o financiamento pela FAPESP e o número do processo correspondente, incluída na publicação pelos autores.)

Quadratic and H-infinity switching control for discrete-time linear systems with multiplicative noises

Texto completo
Autor(es):
Costa, O. L. V. [1] ; Gonzaga, C. A. C. [1]
Número total de Autores: 2
Afiliação do(s) autor(es):
[1] Univ Sao Paulo, Escola Politecn, Dept Engn Telecomunicacoes & Controle, BR-05508900 Sao Paulo - Brazil
Número total de Afiliações: 1
Tipo de documento: Artigo Científico
Fonte: International Journal of Control; v. 87, n. 11, p. 2312-2326, 2014.
Citações Web of Science: 2
Resumo

The goal of this paper is to study the switched stochastic control problem of discrete-time linear systems with multiplicative noises. We consider both the quadratic and the H-infinity criteria for the performance evaluation. Initially we present a sufficient condition based on some Lyapunov-Metzler inequalities to guarantee the stochastic stability of the switching system. Moreover, we derive a sufficient condition for obtaining a Metzler matrix that will satisfy the Lyapunov-Metzler inequalities by directly solving a set of linear matrix inequalities, and not bilinear matrix inequalities as usual in the literature of switched systems. We believe that this result is an interesting contribution on its own. In the sequel we present sufficient conditions, again based on Lyapunov-Metzler inequalities, to obtain the state feedback gains and the switching rule so that the closed loop system is stochastically stable and the quadratic and H-infinity performance costs are bounded above by a constant value. These results are illustrated with some numerical examples. (AU)

Processo FAPESP: 12/17188-0 - Estabilidade e desempenho de uma classe de sistemas não-lineares a saltos markovianos em tempo discreto
Beneficiário:Carlos Alberto Cavichioli Gonzaga
Linha de fomento: Bolsas no Brasil - Pós-Doutorado