| Article ID: | iaor20062847 |
| Country: | United Kingdom |
| Volume: | 24 |
| Issue: | 2 |
| Start Page Number: | 85 |
| End Page Number: | 101 |
| Publication Date: | Mar 2003 |
| Journal: | Optimal Control Applications & Methods |
| Authors: | Shi Peng, Boukas El Kebir, Nguang Sing Kiong, Guo Xianping |
The problems of stochastic stability and stochastic disturbance attenuation for a class of linear discrete-time systems are considered in this paper. The system under study is a state space model possessing two Markovian jump parameters: one is failure process and another is failure detection and isolation scheme. A controller is designed to guarantee the stochastic stability and a disturbance attenuation level. Robustness problems for the above system with norm-bounded parameter uncertainties are also investigated. It is shown that the uncertain system can be robustly stochastically stabilized and have a robust disturbance attenuation level for all admissible perturbations if a set of coupled Riccati inequalities has solutions. A numerical example is given to show the potential of the proposed technique.