Delay-Dependent Robust Control for Output PDFs of Discrete-Time Non-Gaussian Stochastic Processes

Author(s):  
Yao An ◽  
Yang Yi ◽  
Weixing Zheng ◽  
Tianping Zhang
2018 ◽  
Vol 95 (4) ◽  
pp. 2703-2716 ◽  
Author(s):  
Yang Yi ◽  
Liren Shao ◽  
Xiangxiang Fan ◽  
Tianping Zhang

Author(s):  
Cheung-Chieh Ku ◽  
Guan-Wei Chen

This paper investigates a delay-dependent robust control problem of discrete-time uncertain stochastic systems with delays. The uncertainty considered in this paper is time-varying but norm-bounded, and the delays are considered as interval time-varying case for both state and input. According to the considerations of uncertainty, stochastic behavior, and time delays, the problem considered in this paper is more general than the existing works for uncertain stochastic systems. Via the proposed Lyapunov–Krasovskii function, some sufficient conditions are derived into the extended linear matrix inequality form. Moreover, Jensen inequality and free matrix equation are employed to reduce conservatism of those conditions. Through using the proposed design method, a gain-scheduled controller is designed to guarantee asymptotical stability of uncertain stochastic systems in the sense of mean square. Finally, two numerical examples are provided to demonstrate applicability and effectiveness of the proposed design method.


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