STABILITY RADII OF SYSTEMS WITH STOCHASTIC UNCERTAINTY AND THEIR OPTIMIZATION BY OUTPUT-FEEDBACK

Citation
D. Hinrichsen et Aj. Pritchard, STABILITY RADII OF SYSTEMS WITH STOCHASTIC UNCERTAINTY AND THEIR OPTIMIZATION BY OUTPUT-FEEDBACK, SIAM journal on control and optimization, 34(6), 1996, pp. 1972-1998
Citations number
20
Categorie Soggetti
Controlo Theory & Cybernetics",Mathematics
ISSN journal
03630129
Volume
34
Issue
6
Year of publication
1996
Pages
1972 - 1998
Database
ISI
SICI code
0363-0129(1996)34:6<1972:SROSWS>2.0.ZU;2-5
Abstract
We consider linear plants controlled by dynamic output feedback which are subjected to blockdiagonal stochastic parameter perturbations. The stability radii of these systems are characterized, and it is shown t hat, for real data, the real and the complex stability radii coincide. A corresponding result does not hold in the deterministic case, even for perturbations of single-output feedback type. Ln a second part of the paper we study the problem of optimizing the stability radius by d ynamic linear output feedback. Necessary and sufficient conditions are derived for the existence of a compensator which achieves a suboptima l stability radius. These conditions consist of a parametrized Riccati equation, a parametrized Liapunov inequality, a coupling inequality, and a number of linear matrix inequalities (one for each disturbance t erm). The corresponding problem in the deterministic case, the optimal mu-synthesis problem, is still unsolved.