Performance Analysis and Controller Synthesis for Nonlinear Systems with Stochastic Uncertainty Constraints

Ian R. Petersen; M. R. James

doi:10.1016/0005-1098(96)00023-4

Performance Analysis and Controller Synthesis for Nonlinear Systems with Stochastic Uncertainty Constraints

Ian R. Petersen^*
, M. R. James

^*Corresponding author for this work

School of Engineering

Research output: Contribution to journal › Article › peer-review

29 Citations (Scopus)

Abstract

The paper introduces a new general framework for robustness analysis and robust controller synthesis. This framework allows for both stochastic and deterministic models of noise and uncertainty. Using a new S-procedure theorem, solutions to these problems are obtained using dynamic programming methods.

Original language	English
Pages (from-to)	959-972
Number of pages	14
Journal	Automatica
Volume	32
Issue number	7
DOIs	https://doi.org/10.1016/0005-1098(96)00023-4
Publication status	Published - Jul 1996

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title = "Performance Analysis and Controller Synthesis for Nonlinear Systems with Stochastic Uncertainty Constraints",

abstract = "The paper introduces a new general framework for robustness analysis and robust controller synthesis. This framework allows for both stochastic and deterministic models of noise and uncertainty. Using a new S-procedure theorem, solutions to these problems are obtained using dynamic programming methods.",

keywords = "Dynamic programming, Game theory, Robust control, Robust performance, Stochastic control, Stochastic systems",

author = "Petersen, \{Ian R.\} and James, \{M. R.\}",

year = "1996",

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T1 - Performance Analysis and Controller Synthesis for Nonlinear Systems with Stochastic Uncertainty Constraints

AU - Petersen, Ian R.

AU - James, M. R.

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N2 - The paper introduces a new general framework for robustness analysis and robust controller synthesis. This framework allows for both stochastic and deterministic models of noise and uncertainty. Using a new S-procedure theorem, solutions to these problems are obtained using dynamic programming methods.

AB - The paper introduces a new general framework for robustness analysis and robust controller synthesis. This framework allows for both stochastic and deterministic models of noise and uncertainty. Using a new S-procedure theorem, solutions to these problems are obtained using dynamic programming methods.

KW - Dynamic programming

KW - Game theory

KW - Robust control

KW - Robust performance

KW - Stochastic control

KW - Stochastic systems

UR - https://www.scopus.com/pages/publications/0030195919

U2 - 10.1016/0005-1098(96)00023-4

DO - 10.1016/0005-1098(96)00023-4

M3 - Article

AN - SCOPUS:0030195919

SN - 0005-1098

VL - 32

SP - 959

EP - 972

JO - Automatica

JF - Automatica

IS - 7

ER -

Performance Analysis and Controller Synthesis for Nonlinear Systems with Stochastic Uncertainty Constraints

Abstract

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