H-Infinity Control and Estimation of State-Multiplicative Linear Systems

ISBN-13: 9781852339975 / Angielski / Miękka / 2005 / 249 str.

Eli Gershon; Uri Shaked; Isaac Yaesh

Opis

Control and estimation of linear systems with state-multiplicative noise in the H-infinity setting is covered in this monograph. Multiplicative noise appears in systems where the process or measurement noise levels depend on the system state vector. Such systems are relevant when a gain-scheduled controller utilizes a noisy gain-scheduling parameter or when the noise level depends on one or more of the states; the latter is encountered, for example, in radar measurements where larger ranges involve higher noise level. The last decade has witnessed a resurgence of interest in the study of these systems, which constitute a special class of nonlinear systems, mainly in the field of H-infinity control. H-infinity Control and Estimation of State-multiplicative Linear Systems embodies a comprehensive survey of the relevant literature with basic problems being formulated and solved by applying various techniques including game theory, linear matrix inequalities and Lyapunov parameter-dependent functions. Topics covered include:

• practical problems in which state-multiplicative noise has to be dealt with;
• convex H₂ and H-infinity norms analysis of systems with multiplicative noise;
• state feedback control and state estimation of systems with multiplicative noise;
• dynamic and static output feedback of stochastic bilinear systems;
• tracking controllers for stochastic bilinear systems utilizing preview information.

Various examples which demonstrate the applicability of the theory to practical control engineering problems are considered; two such examples are taken from the aerospace and guidance control areas.

Spis treści

Part I: Introduction and Literature Survey

Introduction

 

Part II: Continuous-time Systems

Control and Luenberger-type Filtering

General Filtering

Tracking Control

Static Output-feedback

Stochastic Passivity

 

Part III: Discrete-time Systems

Control and Luenberger-type Filtering

General Filtering

Tracking Control

Static Output-feedback

Part IV: Applications

Systems with State-multiplicative Noise: Applications

 

Appendix A Introduction to Stochastic Differential Equations

Appendix B The Continuous DLMI Method

Appendix C The Discrete DLMI Method.