By Topic

Stochastic H tracking with preview for state-multiplicative systems

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

4 Author(s)
Gershon, E. ; Dept. of Electr. Eng., Holon Acad. Inst. of Technol., Israel ; Limebeer, D.J.N. ; Shaked, U. ; Yaesh, I.

The problem of finite-horizon H tracking for linear time-varying systems with stochastic parameter uncertainties is investigated. We consider three tracking patterns depending on the nature of the reference signal, i.e., whether it is perfectly known in advance, measured on line or previewed in a fixed time-interval ahead. The stochastic uncertainties appear in both the dynamic and measurement matrices of the system. For each of the above three cases a game theory approach is applied for the state-feedback case where, given a specific reference signal, the controller plays against nature which chooses the initial condition and the energy-bounded disturbance. The problems are solved using an expected value of the standard performance index over the stochastic parameters, where necessary and sufficient conditions are found for the existence of a saddle-point equilibrium. The infinite-horizon time-invariant tracking problem is also solved. The theory developed is demonstrated by a simple tracking example.

Published in:

Automatic Control, IEEE Transactions on  (Volume:49 ,  Issue: 11 )