Robust guaranteed cost control for uncertain stochastic systems with multiple decision makers

Automatica in press 巻 2009 発行
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タイトル ( eng )
Robust guaranteed cost control for uncertain stochastic systems with multiple decision makers
作成者
収録物名
Automatica
in press
抄録
The guaranteed cost control (GCC) problem for uncertain stochastic systems with N decision makers is investigated. It is noteworthy that the necessary conditions, which are determined from Karush–Kuhn–Tucker (KKT) conditions, for the existence of a guaranteed cost controller have been derived on the basis of the solutions of cross-coupled stochastic algebraic Riccati equations (CSAREs). It is shown that if CSAREs have an optimal solution, then the closed-loop system is exponentially mean square stable (EMSS) and has a cost bound. In order to simplify computations and attain a global optimum, the linear matrix inequality (LMI) technique is also considered. Finally, a numerical example for a practical megawatt-frequency control problem shows that the proposed methods can help in attaining an adequate cost bound. Furthermore, the features of these methods are characterized.
著者キーワード
guaranteed cost control
GCC
multiple decision makers
pareto strategy
cross-coupled stochastic algebraic Riccati equations
CSAREs
linear matrix inequality
LMI
NDC分類
機械工学 [ 530 ]
言語
英語
資源タイプ 学術雑誌論文
出版者
Elsevier Ltd
発行日 2009
権利情報
Copyright (c) 2009 Elsevier Ltd
出版タイプ Author’s Original(十分な品質であるとして、著者から正式な査読に提出される版)
アクセス権 オープンアクセス
収録物識別子
[ISSN] 0005-1098
[DOI] 10.1016/j.automatica.2009.03.013
[NCID] AA00556488
[DOI] http://dx.doi.org/10.1016/j.automatica.2009.03.013 ~の異版である