Guaranteed Cost Control of a Class of Linear Stochastic Systems on the Basis of Robust Analysis
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Abstract:
This paper discusses the guaranteed cost control of a class of linear stochastic systems on the research of uncertain linear systems.The authors give the definition of this linear stochastic systems' guaranteed cost control,by using Ito formula and linear matrix inequality,combined its square-stability,under the supposition of the square stability of this kind of linear stochastic system,gets the accordingly guaranteed cost control condition.The conclusion is,if the linear stochastic system is square-stability,then its guaranteed cost control exists.Finally,the problem of designing a optimal guaranteed cost control can be turned into a convex optimal problem.
