Download e-book for iPad: Advanced Topics in Control and Estimation of by Eli Gershon

By Eli Gershon

ISBN-10: 1447150694

ISBN-13: 9781447150695

Complex issues up to the mark and Estimation of State-Multiplicative Noisy structures starts off with an advent and large literature survey. The textual content proceeds to hide the sector of H∞ time-delay linear structures the place the problems of balance and L2−gain are awarded and solved for nominal and unsure stochastic platforms, through the input-output method. It provides suggestions to the issues of state-feedback, filtering, and measurement-feedback keep watch over for those platforms, for either the continual- and the discrete-time settings. within the continuous-time area, the issues of reduced-order and preview monitoring keep an eye on also are offered and solved. the second one a part of the monograph issues non-linear stochastic kingdom- multiplicative structures and covers the problems of balance, regulate and estimation of the platforms within the H∞ experience, for either continuous-time and discrete-time situations. The booklet additionally describes unique issues similar to stochastic switched structures with stay time and peak-to-peak filtering of nonlinear stochastic platforms. The reader is brought to 6 sensible engineering- orientated examples of noisy state-multiplicative keep an eye on and filtering difficulties for linear and nonlinear platforms. The ebook is rounded out by means of a three-part appendix containing stochastic instruments worthwhile for a formal appreciation of the textual content: a simple advent to stochastic keep an eye on strategies, elements of linear matrix inequality optimization, and MATLAB codes for fixing the L2-gain and state-feedback keep watch over difficulties of stochastic switched structures with dwell-time. complex subject matters up to speed and Estimation of State-Multiplicative Noisy structures might be of curiosity to engineers engaged on top of things structures learn and improvement, to graduate scholars focusing on stochastic keep watch over idea, and to utilized mathematicians attracted to regulate difficulties. The reader is anticipated to have a few acquaintance with stochastic keep watch over conception and state-space-based optimum keep watch over concept and strategies for linear and nonlinear systems.

Table of Contents

Cover

Advanced subject matters on top of things and Estimation of State-Multiplicative Noisy Systems

ISBN 9781447150695 ISBN 9781447150701

Preface

Contents

1 Introduction

1.1 Stochastic State-Multiplicative Time hold up Systems
1.2 The Input-Output strategy for behind schedule Systems
1.2.1 Continuous-Time Case
1.2.2 Discrete-Time Case
1.3 Non Linear keep an eye on of Stochastic State-Multiplicative Systems
1.3.1 The Continuous-Time Case
1.3.2 Stability
1.3.3 Dissipative Stochastic Systems
1.3.4 The Discrete-Time-Time Case
1.3.5 Stability
1.3.6 Dissipative Discrete-Time Nonlinear Stochastic Systems
1.4 Stochastic tactics - brief Survey
1.5 suggest sq. Calculus
1.6 White Noise Sequences and Wiener Process
1.6.1 Wiener Process
1.6.2 White Noise Sequences
1.7 Stochastic Differential Equations
1.8 Ito Lemma
1.9 Nomenclature
1.10 Abbreviations

2 Time hold up platforms - H-infinity keep an eye on and General-Type Filtering

2.1 Introduction
2.2 challenge formula and Preliminaries
2.2.1 The Nominal Case
2.2.2 The powerful Case - Norm-Bounded doubtful Systems
2.2.3 The powerful Case - Polytopic doubtful Systems
2.3 balance Criterion
2.3.1 The Nominal Case - Stability
2.3.2 powerful balance - The Norm-Bounded Case
2.3.3 strong balance - The Polytopic Case
2.4 Bounded genuine Lemma
2.4.1 BRL for not on time State-Multiplicative platforms - The Norm-Bounded Case
2.4.2 BRL - The Polytopic Case
2.5 Stochastic State-Feedback Control
2.5.1 State-Feedback keep an eye on - The Nominal Case
2.5.2 powerful State-Feedback keep watch over - The Norm-Bounded Case
2.5.3 strong Polytopic State-Feedback Control
2.5.4 instance - State-Feedback Control
2.6 Stochastic Filtering for not on time Systems
2.6.1 Stochastic Filtering - The Nominal Case
2.6.2 strong Filtering - The Norm-Bounded Case
2.6.3 powerful Polytopic Stochastic Filtering
2.6.4 instance - Filtering
2.7 Stochastic Output-Feedback keep an eye on for not on time Systems
2.7.1 Stochastic Output-Feedback keep an eye on - The Nominal Case
2.7.2 instance - Output-Feedback Control
2.7.3 strong Stochastic Output-Feedback keep an eye on - The Norm-Bounded Case
2.7.4 powerful Polytopic Stochastic Output-Feedback Control
2.8 Static Output-Feedback Control
2.9 powerful Polytopic Static Output-Feedback Control
2.10 Conclusions

3 Reduced-Order H-infinity Output-Feedback Control

3.1 Introduction
3.2 challenge Formulation
3.3 The not on time Stochastic Reduced-Order H regulate 8
3.4 Conclusions

4 monitoring keep watch over with Preview

4.1 Introduction
4.2 challenge Formulation
4.3 balance of the behind schedule monitoring System
4.4 The State-Feedback Tracking
4.5 Example
4.6 Conclusions
4.7 Appendix

5 H-infinity regulate and Estimation of Retarded Linear Discrete-Time Systems

5.1 Introduction
5.2 challenge Formulation
5.3 Mean-Square Exponential Stability
5.3.1 instance - Stability
5.4 The Bounded actual Lemma
5.4.1 instance - BRL
5.5 State-Feedback Control
5.5.1 instance - strong State-Feedback
5.6 not on time Filtering
5.6.1 instance - Filtering
5.7 Conclusions

6 H-infinity-Like keep an eye on for Nonlinear Stochastic Syste8 ms

6.1 Introduction
6.2 Stochastic H-infinity SF Control
6.3 The In.nite-Time Horizon Case: A Stabilizing Controller
6.3.1 Example
6.4 Norm-Bounded Uncertainty within the desk bound Case
6.4.1 Example
6.5 Conclusions

7 Non Linear platforms - H-infinity-Type Estimation

7.1 Introduction
7.2 Stochastic H-infinity Estimation
7.2.1 Stability
7.3 Norm-Bounded Uncertainty
7.3.1 Example
7.4 Conclusions

8 Non Linear platforms - dimension Output-Feedback Control

8.1 advent and challenge Formulation
8.2 Stochastic H-infinity OF Control
8.2.1 Example
8.2.2 The Case of Nonzero G2
8.3 Norm-Bounded Uncertainty
8.4 In.nite-Time Horizon Case: A Stabilizing H Controller 8
8.5 Conclusions

9 l2-Gain and powerful SF keep an eye on of Discrete-Time NL Stochastic Systems

9.1 Introduction
9.2 Su.cient stipulations for l2-Gain= .:ASpecial Case
9.3 Norm-Bounded Uncertainty
9.4 Conclusions

10 H-infinity Output-Feedback regulate of Discrete-Time Systems

10.1 Su.cient stipulations for l2-Gain= .:ASpecial Case
10.1.1 Example
10.2 The OF Case
10.2.1 Example
10.3 Conclusions

11 H-infinity regulate of Stochastic Switched platforms with reside Time

11.1 Introduction
11.2 challenge Formulation
11.3 Stochastic Stability
11.4 Stochastic L2-Gain
11.5 H-infinity State-Feedback Control
11.6 instance - Stochastic L2-Gain Bound
11.7 Conclusions

12 strong L-infinity-Induced keep an eye on and Filtering

12.1 Introduction
12.2 challenge formula and Preliminaries
12.3 balance and P2P Norm certain of Multiplicative Noisy Systems
12.4 P2P State-Feedback Control
12.5 P2P Filtering
12.6 Conclusions

13 Applications

13.1 Reduced-Order Control
13.2 Terrain Following Control
13.3 State-Feedback regulate of Switched Systems
13.4 Non Linear structures: dimension Output-Feedback Control
13.5 Discrete-Time Non Linear structures: l2-Gain
13.6 L-infinity keep an eye on and Estimation

A Appendix: Stochastic keep an eye on strategies - easy Concepts

B The LMI Optimization Method

C Stochastic Switching with reside Time - Matlab Scripts

References

Index

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Extra resources for Advanced Topics in Control and Estimation of State-Multiplicative Noisy Systems

Sample text

Diag{A, B} the block diagonal matrix 0 B a . 1 Introduction In this chapter we consider state-multiplicative LTI stochastic systems that may encounter parameter uncertainties. 1) and in [59]. That is, the system’s delay action is represented by linear operators, with no delay, which in turn allow us to replace the underlying system with a nonretarded one that possesses norm-bounded uncertainty. The latter system may, therefore, be treated by the theory of non-retarded systems with state-multiplicative noise and norm-bounded uncertainties [53].

1a,c) where the matrices A0 , A1 , and B2 are ˜2 respectively. 11) 24 2 Time Delay Systems – H∞ Control and General-Type Filtering ¯ i , i = 0, 1, 2 are constant matrices. 3). replaced by A˜0 , A˜1 , and B Our objective is to find a state-feedback control law u(t) = Kx(t) that achieves JE < 0, for the worst-case of the process disturbance w(t) ∈ ˜ 2 ([0, ∞); Rq ) and for the prescribed scalar γ > 0. 6). 6) is negative for all nonzero w(t), n(t) where ˜ 2 ([0, ∞); Rq ), n(t) ∈ L ˜ 2 ([0, T ]; Rp ).

21–60. 1) ˜ 2 ([0, ∞); Rq ) is an exogenous where x(t) ∈ Rn is the state vector, w(t) ∈ L Ft ˜ 2 ([0, ∞); Rp ) disturbance, y(t) ∈ Rm is the measurement vector, n(t) ∈ L Ft r is an additive measurement noise, z(t) ∈ R is the objective vector, and u(t) ∈ R is the control input signal, A0 , A1 , B1 , B2 , C1 , C2 , C¯2 , D12 , D21 and F, G, H are time-invariant matrices of the appropriate dimension. τ (t) is an unknown time-delay which satisfies: 0 ≤ τ (t) ≤ h, τ˙ (t) ≤ d < 1. 1a,c) and the following performance index: ∞ Δ JE = E{ 0 ∞ ||z(t)||2 dt − γ 2 ||w(t)||2 dt}.

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