Static H2 and H∞ output-feedback of discrete-time LTI systems with state multiplicative noise☆

摘要: Abstract A parameter dependent approach for designing static output-feedback controller linear time-invariant systems with state-multiplicative noise is introduced which achieves a minimum bound on either the stochastic H 2 or ∞ performance levels. solution obtained also case where, in addition to parameters, system matrices reside given polytope. In this case, Lyapunov function described enables derivation of required constant feedback gain via set matrix inequalities that correspond vertices uncertainty The parameters appear both dynamics and input state space model system. problems are solved using expected value standard indices over parameters. theory developed demonstrated by simple example.