A RICCATI EQUATION APPROACH TO MAXIMIZING THE STABILITY RADIUS OF A LINEAR-SYSTEM BY STATE-FEEDBACK UNDER STRUCTURED STOCHASTIC LIPSCHITZIAN PERTURBATIONS

被引:12
作者
BOUTHOURI, AE
PRITCHARD, AJ
机构
[1] UNIV CHOUAIB DOUKKALI,FAC SCI,DEPT MATH,EL JADIDA,MOROCCO
[2] UNIV WARWICK,INST MATH,COVENTRY CV4 7AL,W MIDLANDS,ENGLAND
关键词
ROBUSTNESS OPTIMIZATION; STOCHASTIC PERTURBATIONS; RICCATI EQUATION; STABILITY RADIUS;
D O I
10.1016/0167-6911(93)90052-8
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The object of this paper is to maximize the stability radius of a linear state space system by state feedback under Lipschitzian structured stochastic perturbations. The supremal achievable stability radius is characterized via the resolution of a parametrized Riccati equation and a matrix inequality. The dependency on the parameters is investigated and the limiting behaviour is examined. An example illustrating the results is treated at the end of the paper.
引用
收藏
页码:475 / 484
页数:10
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