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Stochastic H . (English) Zbl 0914.93019
The paper considers stochastic linear plants which are controlled by dynamic output feedback and subject to both deterministic and stochastic perturbations. The objective is to develop an H -type theory for such systems. Necessary and sufficient conditions for the existence of a stabilizing compensator are obtained. These conditions keep the effect of the perturbations on the to-be-controlled output below a given threshold γ>0· The connection between H theory and stability radii is discussed and leads to a lower bound for the radii, which is shown to be tight in some special cases.
MSC:
93B36H -control
93C55Discrete-time control systems
93D09Robust stability of control systems
93C40Adaptive control systems
93C73Perturbations in control systems
93E15Stochastic stability