Performance Analysis and Controller Synthesis for Nonlinear Systems with Stochastic Uncertainty Constraints

Petersen, Ian R.; James, M. R.

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Performance Analysis and Controller Synthesis for Nonlinear Systems with Stochastic Uncertainty Constraints

Date

1996

Authors

Petersen, Ian R.

James, M. R.

Abstract

The paper introduces a new general framework for robustness analysis and robust controller synthesis. This framework allows for both stochastic and deterministic models of noise and uncertainty. Using a new S-procedure theorem, solutions to these problems are obtained using dynamic programming methods.

Keywords

Dynamic programming, Game theory, Robust control, Robust performance, Stochastic control, Stochastic systems

URI

https://hdl.handle.net/1885/733812205

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ANU Research Publications

Source

Automatica

Type

Journal article

Entity type

Publication

DOI

10.1016/0005-1098(96)00023-4

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Performance Analysis and Controller Synthesis for Nonlinear Systems with Stochastic Uncertainty Constraints

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