Observer-based finite-time H∞ control for discrete singular stochastic systems

Optimal Finite-time Control of Positive Linear Discrete-time Systems

This paper considers solving optimization problem for linear discrete time systems such that closed-loop discrete-time system is positive (i.e., all of its state variables have non-negative values) and also finite-time stable. For this purpose, by considering a quadratic cost function, an optimal controller is designed such that in addition to minimizing the cost function, the positivity proper...

Observer-Based Finite-Time H∞ Control of Singular Markovian Jump Systems

This paper addresses the problem of finite-time H∞ control via observer-based state feedback for a family of singular Markovian jump systems SMJSs with time-varying norm-bounded disturbance. Firstly, the concepts of singular stochastic finite-time boundedness and singular stochastic finite-time H∞ stabilization via observer-based state feedback are given. Then an observer-based state feedback c...

Finite-Time H∞ Filtering for Singular Stochastic Systems

This paper addresses the problem of finite-time H∞ filtering for one family of singular stochastic systems with parametric uncertainties and time-varying norm-bounded disturbance. Initially, the definitions of singular stochastic finite-time boundedness and singular stochastic H∞ finitetime boundedness are presented. Then, the H∞ filtering is designed for the class of singular stochastic system...

H∞ control for singular stochastic systems

In this paper, we deal with the bounded real lemma for stochastic singular systems with multiplicative noises. Based on the adaptation of Itô calculus, the admissibility for this class of systems is defined and the bounded real lemma is derived using the mean square exponential stability. This lemma is then used to synthetize a H∞ output feedback controller for the considered class of systems t...

Stochastic Mixed LQR/H∞ Control for Linear Discrete-Time Systems