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Further Analysis on Observability of Stochastic Periodic Systems with Application to Robust Control

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Proceedings of 2016 Chinese Intelligent Systems Conference (CISC 2016)

Part of the book series: Lecture Notes in Electrical Engineering ((LNEE,volume 405))

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Abstract

This paper is concerned with a class of discrete-time stochastic systems with periodic coefficients and multiplicative noise. Above all, observability is studied by analyzing the unobservable subspace of concern dynamics. Further, invariant-subspace approach is applied to derive an operator-spectral criterion of observability, which improves the observability test presented by Ma et al. (Proceedings of 2016 American control conference, to appear) [1]. Based on the proposed observability criterion, an infinite-horizon stochastic periodic \(H_2/H_{\infty }\) control is obtained in the presence of (x, u, v)-dependent noise.

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References

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Acknowledgments

This work was supported by the National Natural Science Foundation of China (No.61304074), the Research Fund for the Taishan Scholar Project of Shandong Province, the SDUST Research Fund (No.2014JQJH103), Scientific Research Foundation of Shandong University of Science and Technology for Recruited Talents (No. 2016RCJJ031) and the Shandong Joint Innovative Center for Safe and Effective Mining Technology and Equipment of Coal Resources.

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Authors and Affiliations

  1. College of Mathematics and Systems Science, Shandong University of Science and Technology, Qingdao, 266590, China

    Hongji Ma, Ting Hou & Jie Wang

  2. State Key Laboratory of Mining Disaster Prevention and Control Co-founded by Shandong Province and the Ministry of Science and Technology, Qingdao, 266590, China

    Ting Hou

Authors
  1. Hongji Ma
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  2. Ting Hou
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  3. Jie Wang
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Corresponding author

Correspondence to Hongji Ma .

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Editors and Affiliations

  1. Beihang University , Beijing, China

    Yingmin Jia

  2. Beijing University of Posts and Telecommunications, Beijing, China

    Junping Du

  3. University of Science and Technology Beijing, Beijing, China

    Weicun Zhang

  4. Tsinghua University , Beijing, China

    Hongbo Li

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Ma, H., Hou, T., Wang, J. (2016). Further Analysis on Observability of Stochastic Periodic Systems with Application to Robust Control. In: Jia, Y., Du, J., Zhang, W., Li, H. (eds) Proceedings of 2016 Chinese Intelligent Systems Conference. CISC 2016. Lecture Notes in Electrical Engineering, vol 405. Springer, Singapore. https://doi.org/10.1007/978-981-10-2335-4_7

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  • DOI: https://doi.org/10.1007/978-981-10-2335-4_7

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  • Publisher Name: Springer, Singapore

  • Print ISBN: 978-981-10-2334-7

  • Online ISBN: 978-981-10-2335-4

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