The problem of guaranteed cost control based on finite-time stability for stochastic system is first investigated in this paper.The motivation of solving this problem arises from an observation that finite/infinite-ho...The problem of guaranteed cost control based on finite-time stability for stochastic system is first investigated in this paper.The motivation of solving this problem arises from an observation that finite/infinite-horizon guaranteed cost control does not consider the transient performance of the closed-loop system,but guaranteed cost control based on finite-time stability involves this practical requirement.In order to explain this problem explicitly,a concept of the stochastic finite-time guaranteed cost control is introduced,and then some new sufficient conditions for the existence of state and output feedback finite-time guaranteed cost controllers are derived,which guarantee finite-time stochastic stability of closed-loop systems and an upper bound of a quadratic cost function.Furthermore,this problem is reduced to a convex optimization problem with matrix inequality constraints and a new solving algorithm is given.Finally,an example is given to illustrate the effectiveness of the proposed method.展开更多
基金supported by the National Natural Science Foundation of China under Grant Nos.61403221,61473202 and 61174078Natural Science Foundation of Shandong Province under Grant No.ZR2013FM022+2 种基金the Research Fund for the Taishan Scholar Project of Shandong Province of Chinathe SDUST Research Fund under Grant No.2011KYTD105the State Key Laboratory of Alternate Electrical Power System with Renewable Energy Sources under Grant No.LAPS13018
文摘The problem of guaranteed cost control based on finite-time stability for stochastic system is first investigated in this paper.The motivation of solving this problem arises from an observation that finite/infinite-horizon guaranteed cost control does not consider the transient performance of the closed-loop system,but guaranteed cost control based on finite-time stability involves this practical requirement.In order to explain this problem explicitly,a concept of the stochastic finite-time guaranteed cost control is introduced,and then some new sufficient conditions for the existence of state and output feedback finite-time guaranteed cost controllers are derived,which guarantee finite-time stochastic stability of closed-loop systems and an upper bound of a quadratic cost function.Furthermore,this problem is reduced to a convex optimization problem with matrix inequality constraints and a new solving algorithm is given.Finally,an example is given to illustrate the effectiveness of the proposed method.
