Optimal LQG control for discrete time-varying system with multiplicative noise and multiple state delays

2021 ◽  
Author(s):  
Xiao Lu ◽  
Qiyan Zhang ◽  
Xiao Liang ◽  
Haixia Wang ◽  
Chunyang Sheng ◽  
...  
Keyword(s):  
Discrete Time ◽  
Multiplicative Noise ◽  
Time Varying ◽  
State Delays ◽  
Lqg Control ◽  
Multiple State

scholarly journals Robust Moving HorizonH∞Control of Discrete Time-Delayed Systems with Interval Time-Varying Delays

2014 ◽  
Vol 2014 ◽  
pp. 1-13 ◽  
Author(s):  
F. Yıldız Tascikaraoglu ◽  
I. B. Kucukdemiral ◽  
J. Imura
Keyword(s):  
Discrete Time ◽  
Disturbance Rejection ◽  
Closed Loop ◽  
State Feedback Control ◽  
Linear Matrix ◽  
Time Varying ◽  
Discrete Time System ◽  
Delayed Systems ◽  
State Delays ◽  
Delay Dependent

In this study, design of a delay-dependent type moving horizon state-feedback control (MHHC) is considered for a class of linear discrete-time system subject to time-varying state delays, norm-bounded uncertainties, and disturbances with bounded energies. The closed-loop robust stability and robust performance problems are considered to overcome the instability and poor disturbance rejection performance due to the existence of parametric uncertainties and time-delay appeared in the system dynamics. Utilizing a discrete-time Lyapunov-Krasovskii functional, some delay-dependent linear matrix inequality (LMI) based conditions are provided. It is shown that if one can find a feasible solution set for these LMI conditions iteratively at each step of run-time, then we can construct a control law which guarantees the closed-loop asymptotic stability, maximum disturbance rejection performance, and closed-loop dissipativity in view of the actuator limitations. Two numerical examples with simulations on a nominal and uncertain discrete-time, time-delayed systems, are presented at the end, in order to demonstrate the efficiency of the proposed method.

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