This paper investigates the problem of non-fragile observer-based passive control for descriptor systems with time-delay. The perturbations in both the control gain and observer gain of the observer-based controller a...This paper investigates the problem of non-fragile observer-based passive control for descriptor systems with time-delay. The perturbations in both the control gain and observer gain of the observer-based controller are considered. For the cases of the additive perturbations and multiplicative perturbations, sufficient conditions are given such that the closed-loop systems are admissible and passive with dissipation η. The observer-based controller gains could be obtained from the solutions of linear matrix inequalities （LMIs）. Moreover, the maximum dissipation of the system is provided. Simulation examples are given to show the effectiveness of the deign methods.展开更多
This paper discusses discrete-time stochastic linear quadratic （LQ） problem in the infinite horizon with state and control dependent noise, where the weighting matrices in the cost function are assumed to be indefin...This paper discusses discrete-time stochastic linear quadratic （LQ） problem in the infinite horizon with state and control dependent noise, where the weighting matrices in the cost function are assumed to be indefinite. The problem gives rise to a generalized algebraic Riccati equation （GARE） that involves equality and inequality constraints. The well-posedness of the indefinite LQ problem is shown to be equivalent to the feasibility of a linear matrix inequality （LMI）. Moreover, the existence of a stabilizing solution to the GARE is equivalent to the attainability of the LQ problem. All the optimal controls are obtained in terms of the solution to the GARE. Finally, we give an LMI -based approach to solve the GARE via a semidefinite programming.展开更多
基金supported by the National Natural Science Foundation of China (No.60574011)
文摘This paper investigates the problem of non-fragile observer-based passive control for descriptor systems with time-delay. The perturbations in both the control gain and observer gain of the observer-based controller are considered. For the cases of the additive perturbations and multiplicative perturbations, sufficient conditions are given such that the closed-loop systems are admissible and passive with dissipation η. The observer-based controller gains could be obtained from the solutions of linear matrix inequalities （LMIs）. Moreover, the maximum dissipation of the system is provided. Simulation examples are given to show the effectiveness of the deign methods.
基金supported by the National Natural Science Foundation of China(Nos.61174078,61170054,61402265)the Research Fund for the Taishan Scholar Project of Shandong Province of China
文摘This paper discusses discrete-time stochastic linear quadratic （LQ） problem in the infinite horizon with state and control dependent noise, where the weighting matrices in the cost function are assumed to be indefinite. The problem gives rise to a generalized algebraic Riccati equation （GARE） that involves equality and inequality constraints. The well-posedness of the indefinite LQ problem is shown to be equivalent to the feasibility of a linear matrix inequality （LMI）. Moreover, the existence of a stabilizing solution to the GARE is equivalent to the attainability of the LQ problem. All the optimal controls are obtained in terms of the solution to the GARE. Finally, we give an LMI -based approach to solve the GARE via a semidefinite programming.
