Stochastic linear retarded systems: Robust vertex-dependent H∞ control via measurement-feedback

摘要

We consider linear, state-delayed, discrete-time systems with stochastic uncertainties in their state-space model. The problem of robust H static output-feedback control is solved, for the stationary case, via the input-output approach by which the system is replaced by a non-retarded system with deterministic norm-bounded uncertainties. Based on the BRL result of the above systems, solutions are obtained for nominal and uncertain polytopic systems, where for the former, a single LMI solution is obtained and where in the latter a vertex-dependent approach is adopted. In both problems, a cost function is defined which is the expected value of the standard H performance index with respect to the multiplicative noise.