Stochastic problems in <Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript> and <Emphasis Type="Italic">H</Emphasis><Subscript>2</Subscript>/<Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript> control

We consider stochastic control systems subjected simultaneously to stochastic and determinate perturbations. Stochastic perturbations are assumed to be state-multiplicative stochastic processes, while determinate perturbations can be any processes with finite energy on infinite time interval. The results of the determinate H _∞-theory are compared to their stochastic analogs. The determinate and stochastic theories are linked together by the lemma that establishes the equivalence between the stability and boundness of the ‖L‖_∞ < γ norm of the perturbation operator L, from one side, and the solvability of certain linear matrix inequalities (LMIs), from the other side. As soon as the stochastic version of the lemma is proven, the γ-controller analysis and design problems are solved, in general, identically in the frame of the united LMI methodology.     

<Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript> DOF control of stochastic systems with time-varying delay and <Emphasis Type="Italic">L</Emphasis><Subscript>∞</Subscript> disturbance

This paper considers the problem of H _∞ dynamic output feedback (DOF) control for a class of stochastic systems with time-varying delay and L _∞ disturbance. A new delay-dependent sufficient condition for the existence of the DOF controller is derived and the controller design method is given in the form of bilinear matrix inequalities (BMIs). Moreover, a variable step size path-following algorithm is proposed to solve the BMI problem. Numerical examples are given to illustrate the effectiveness of the proposed methods.     

Mixed <Emphasis Type="Italic">H</Emphasis><Subscript>2</Subscript>/<Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript> control for linear infinite-dimensional systems

In this paper, we consider mixed H ₂/H _∞ control problems for linear infinite-dimensional systems. The first part considers the state feedback control for the H ₂/H _∞ control problems of linear infinite-dimensional systems. The cost horizon can be infinite or finite time. The solutions of the H ₂/H _∞ control problem for linear infinitedimensional systems are presented in terms of the solutions of the coupled operator Riccati equations and coupled differential operator Riccati equations. The second part addresses the observer-based H ₂/H _∞ control of linear infinite-dimensional systems with infinite horizon and finite horizon costs. The solutions for the observer-based H ₂/H _∞ control problem of linear infinite-dimensional systems are represented in terms of the solutions of coupled operator Riccati equations. The first-order partial differential system examples are presented for illustration. In particular, for these examples, the Riccati equations are represented in terms of the coefficients of first-order partial differential systems.     

Mixed <Emphasis Type="Italic">H</Emphasis><Subscript>2</Subscript>/<Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript> control for a class of nonlinear networked control systems

In this paper, the mixed H ₂/H _∞ control problem is investigated for a class of nonlinear discrete-time networked control systems with random network-induced delays, stochastic packet dropouts and probabilistic sensor faults. The packet dropouts process is modeled as a homogeneous Markov chains taking values in a finite state space. Network-induced delays occur in a random way with known upper bound. A set of stochastic variables are exploited to describe sensor faults with different probabilistic density functions. By using a delay-dependent Lyapunov functional, a mode-dependent mixed H ₂/H _∞ controller is designed to guarantee both stochastic stability of the closed-loop system and the prescribed H2, H¥ control performances. Sufficient conditions for the existence of the mixed H ₂/H _∞ controller are presented in terms of a series of LMIs. If these LMIs are feasible, then the modedependent mixed H ₂/H _∞ controller can be obtained. A numerical example is given to demonstrate the effectiveness of the developed method.     

Robust <Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript> consensus control of uncertain multi-agent systems with time delays

This paper is devoted to the robust H _∞ consensus control of multi-agent systems with model parameter uncertainties and external disturbances. In particular, switching networks of multiple agents with general linear dynamics are considered, and uncertain communication delays are also taken into account. It shows that a sufficient condition in terms of linear matrix inequalities (LMIs) is derived for the robust consensus performance with a given H _∞ disturbance attenuation level, and meanwhile the unknown feedback matrix of the proposed distributed state feedback protocol is also determined. A numerical example is included to validate the theoretical results.     

<Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript> control of singular systems via delta operator method

This paper studies the problem of state feedback H _∞ control for singular systems through delta operator approach. A necessary and sufficient condition is presented such that a singular delta operator system is admissible with a prescribed H _∞ performance, which can provide a unified framework of the existing H _∞ performance analysis results for both continuous case and discrete case. The existence condition and explicit expression of a desirable H _∞ controller are also obtained for singular delta operator systems. The proposed design method can be used for both singular continuous systems and singular discrete systems directly. The corresponding design procedures, which simplify the classical approaches, are discussed and presented. All obtained conditions in this paper are in the form of strict linear matrix inequalities whose feasible solutions can be found by standard linear programming method. Numerical examples are provided to illustrate the effectiveness of the theoretical results obtained in this paper.     

FIR-type robust <Emphasis Type="Italic">H</Emphasis><Subscript>2</Subscript> and <Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript> control of discrete linear time-invariant polytopic systems via memory state-feedback control laws

In this paper, robust H ₂ and H _∞ control problems for discrete linear time-invariant (LTI) systems with polytopic uncertainties are addressed. The so-called finite impulse response (FIR) controller incorporating the states over several samples from the past to the present is adopted to design robust control laws with improved performances. For the closed-loop stability, parameter-dependent quadratic Lyapunov functions (PD-QLFs) are employed. Sufficient controller synthesis conditions are derived in the form of linear matrix inequalities (LMIs). Finally, examples are given to demonstrate the usefulness of the proposed methods.     

Robust multi-objective <Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript> reliable control for delta operator switched uncertain linear systems

This paper deals with the robust guaranteed-cost H _∞ reliable control problem for delta operator switched uncertain linear systems with actuator faults. The upper bound of the guaranteed-cost function is determined and the closed-loop system can be guaranteed some H _∞ performance by using arbitrary and state switching control approaches. Finally, a simulation example is provided to illustrate the efficiency of the proposed methods.     

<Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript> digital redesign for LTI systems

The so-called digital redesign (DR) is a sampled-data (SD) controller design method where an analogue controller is designed firstly, and then transformed to an approximately equivalent digital controller in the sense of state-matching. In this approach, the SD controller is designed by reducing the discrepancy between the discrete-time (DT) counterpart of the closed-loop SD control system and the continuous-time (CT) closed-loop system. In this paper, we develop a DR strategy for CT linear time-invariant systems. More specifically, H _∞ norm of the error dynamic system between the CT and DT plants is minimized for the optimal state-matching performance at every sampling point. The design problem is formulated as linear matrix inequalities which can be efficiently solved by using convex optimization techniques. Finally, an example is given to illustrate the effectiveness of the proposed method.     

Exponential <Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript> control for singular systems with time-varying delay

This paper studies the exponential admissibility and H _∞ control problems for a class of singular systems with time-varying delay in state. Firstly, an exponential admissibility criterion is obtained based on linear matrix inequalities (LMIs). It is worth mentioning that the derivative of the time-varying delay does not need to be smaller than one. Based on the proposed condition, a new delay-dependent H _∞ controller is also given, which guarantees the admissibility and the H _∞ performance γ. Numerical examples are given to illustrate the effectiveness of the proposed method.     

Mixed <Emphasis Type="Italic">H</Emphasis><Subscript>2</Subscript>/<Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript> filtering for a class of high-speed sampling uncertain systems

The problem of mixed H2/H∞ filtering for polytopic Delta operator systems is investigated. The aim is to design a linear asymptotically stable filter which guarantees that the filtering error system has different performances in different filtering channels. Based on a parameter-dependent Lyapunov function, a new mixed H2/H∞ performance criterion is presented. Upon this performance criterion, a sufficient condition for the full-order mixed H2/H∞ filter is derived in terms of linear matrix inequalities. The filter can be obtained from the solution of a convex optimization problem. The proposed filter design procedure is less conservative than the strategy based on the quadratic stability notion. A numerical example is given to illustrate the feasibility of the proposed approach.     

Generalized <Emphasis Type="Italic">H</Emphasis> <Subscript>∞</Subscript>-optimal control of continuous-discrete linear plant

For the linear continuous nonstationary plants whose states are measured at fixed time instants, the notion of perturbation damping level was introduced as an index of joint impact of the initial and external perturbations on the worst-case objective output and terminal state. The H_∞-optimal laws of control were formulated as the state feedbacks minimizing the level of feedback damping of the closed-loop system.     

Dynamic output feedback robust <Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript> control of uncertain switched nonlinear systems

The problem of robust H _∞ control problem for a class of switched nonlinear systems with parameter uncertainty is studied by using single Lyapunov function method. The problem under switch-dependent and switch-independent dynamic output feedbacks is solved respectively. Sufficient conditions for solvability of the problem are obtained. The Lyapunov function and the corresponding switching law are explicitly constructed. A numerical example is given to demonstrate the validity of the proposed approach.     

Discontinuous <Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript> control of underactuated mechanical systems with friction and backlash

Nonlinear H _∞-control is extended to discontinuous mechanical systems with degree of underactuation one, where nonlinear phenomena such as Coulomb friction and backlash are considered. The problem in question is to design a feedback controller via output measurements so as to obtain the closed-loop system in which all trajectories are locally ultimate bounded, and the underactuated link is regulated to a desired position while also attenuating the influence of external perturbations and nonlinear phenomena. It is considered that positions are the only measurements available for feedback in the system. Performance issues of the discontinuous H _∞-regulation controller are illustrated in an experimental study made for a rectilinear plant with friction modified to have a gap in the point of contact between bodies.     

Finite-time <Emphasis Type="Italic">L</Emphasis><Subscript>2</Subscript>−<Emphasis Type="Italic">L</Emphasis><Subscript>∞</Subscript> filtering for nonlinear stochastic systems based on a novel stochastic finite-time stability theorem

This paper presents a novel stochastic finite-time stability theorem and gives its application in the finite-time L ₂?L _∞ filter design for nonlinear stochastic systems. Different form the frequently-used stochastic finite-time stability result, the proposed one does not require that all the states have the same fractional order exponent. Based on this result, a sufficient condition is given for nonlinear stochastic systems to possess the finite-time L ₂?L _∞ performance with a prescribed gain. Further, an existence condition of the finite-time L ₂?L _∞ filter with a prescribed disturbance attenuation level is given for nonlinear stochastic systems with external disturbance inputs. The effectiveness of the obtained results is illustrated by an example.     

Delay-dependent <Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript> control for a class of uncertain time-delay singular Markovian jump systems via hybrid impulsive control

This paper deals with the problem of robust normalization and delay-dependent H _∞ control for a class of singular Markovian jump systems with norm-bounded parameter uncertainties and time delay. A new impulsive and proportional-derivative control strategy with memory is presented, which results in a novel class of hybrid impulsive systems. Sufficient conditions are developed to guarantee that the resultant closed-loop system is not only robust normal and stochastically stable, but also satisfies a prescribed H _∞ performance level for all delays no larger than a given upper bound. In addition, the explicit expression of the desired impulsive control gains is also given together with the design approach. Finally, two numerical examples are provided to illustrate the effectiveness of the proposed methods.     

Robust <Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript> static output feedback control of discrete-time switched polytopic linear systems with average dwell-time

This paper investigates the problem of robust exponential H _∞ static output feedback controller design for a class of discrete-time switched linear systems with polytopic-type time-varying parametric uncertainties. The objective is to design a switched static output feedback controller guaranteeing the exponential stability of the resulting closed-loop system with a minimized exponential H _∞ performance under average dwell-time switching scheme. Based on a parameter-dependent discontinuous switched Lyapunov function combined with Finsler’s lemma and Dualization lemma, some novel conditions for exponential H _∞ performance analysis are first proposed and in turn the static output feedback controller designs are developed. It is shown that the controller gains can be obtained by solving a set of linear matrix inequalities (LMIs), which are numerically efficient with commercially available software. Finally, a simulation example is provided to illustrate the effectiveness of the proposed approaches.     

Design of optimal and robust control with <Emphasis Type="Italic">H</Emphasis> <Subscript>∞</Subscript>/<Emphasis Type="Italic">γ</Emphasis> <Subscript>0</Subscript> performance criterion

For a double-input single-output system, this paper defines a disturbance attenuation level (called H_∞/γ₀ norm) as the maximum-value L₂ norm of the output under an unknown disturbance with a bounded L₂ norm supplied to the first input and an impulsive disturbance in the form of the product of an unknown vector and the delta function supplied the second input, where the squared L₂ norm of the former disturbance plus the quadratic form of the impulsive disturbance vector does not exceed 1. Weight matrix choice in the H_∞/γ₀ norm yields a trade-off between the attenuation level of the L₂ disturbance and the attenuation level of the impulsive disturbance in corresponding channels. For the uncertain systems with dynamic or parametric uncertainty in the feedback loop, a robust H_∞/γ₀ norm is introduced that includes the robust H_∞ and γ₀ norms as special cases. All these characteristics or their upper bounds in the uncertain system are expressed via solutions of linear matrix inequalities. This gives a uniform approach for designing optimal and robust control laws with the H_∞/γ₀, H_∞ and γ₀ performance criteria.     

Algorithms for solving a class of problems of <Emphasis Type="Italic">H</Emphasis><Subscript>∞</Subscript>-optimization of control systems

Problems of synthesis of feedbacks providing H _∞-norm-maximal suppression of disturbances, acting on a linear stationary SISO system with account of limitedness of control resources, are considered. Two methods for solving are proposed. The first one is based on the Nevanlinna-Pick interpolation, and the second one is constructed on the ground of guaranteeing singularities of controllers. Within the framework of these approaches, simple computation algorithms that do not require solving Riccati equations or linear matrix inequalities are generated. The application of the developed algorithms is illustrated by an example.