Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls

2000 ◽  
Vol 45 (6) ◽  
pp. 1131-1143 ◽  
Author(s):  
M.A. Rami ◽  
Xun Yu Zhou
2003 ◽  
Vol 125 (2) ◽  
pp. 249-253 ◽  
Author(s):  
M. D. S. Aliyu

In this paper, the state-feedback mixed H2/H∞ control problem for state-delayed linear systems is considered. Sufficient conditions for the solvability of this problem are given in terms of the solution to a pair of algebraic Riccati equations similar to the nondelayed case. However, these Riccati equations are more difficult to solve than those arising in the pure H2,H∞ problems, and an alternative approach is to solve a pair of linear matrix inequalities (LMIs).


2018 ◽  
Vol 10 (10) ◽  
pp. 4-19
Author(s):  
Magomed G. GADZHIYEV ◽  
◽  
Misrikhan Sh. MISRIKHANOV ◽  
Vladimir N. RYABCHENKO ◽  
◽  
...  

Author(s):  
Abbas Zabihi Zonouz ◽  
Mohammad Ali Badamchizadeh ◽  
Amir Rikhtehgar Ghiasi

In this paper, a new method for designing controller for linear switching systems with varying delay is presented concerning the Hurwitz-Convex combination. For stability analysis the Lyapunov-Krasovskii function is used. The stability analysis results are given based on the linear matrix inequalities (LMIs), and it is possible to obtain upper delay bound that guarantees the stability of system by solving the linear matrix inequalities. Compared with the other methods, the proposed controller can be used to get a less conservative criterion and ensures the stability of linear switching systems with time-varying delay in which delay has way larger upper bound in comparison with the delay bounds that are considered in other methods. Numerical examples are given to demonstrate the effectiveness of proposed method.


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