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Avtomatika i Telemekhanika, 2022, Issue 3, Pages 54–68
DOI: https://doi.org/10.31857/S0005231022030059
(Mi at15908)
 

This article is cited in 1 scientific paper (total in 1 paper)

Stochastic Systems

Output dynamic controller analysis for stochastic systems of multiplicative type

M. E. Shaikin

Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, 117997 Russia
References:
Abstract: The most important unsolved problem of control theory is the problem of optimizing a multiplicative stochastic system in the class of noisy output signal controllers. The controller in the feedback loop must be feasible; i.e., it must ensure the stability of the closed-loop system and guarantee the required level of suppression of exogenous disturbances acting on the plant. In this article, within the framework of the stochastic $H^2/H_{\infty } $-control theory in the presence of noise, we solve the problem of analysis, i.e. finding conditions for the existence of feasible controllers. The results obtained can be used further in the synthesis problem for conditional optimization of a multiplicative stochastic system in the class of feasible dynamic controllers.
Keywords: $H^2/H_{\infty }$, Itô diffusion equation, induced operator norm, multiplicative stochastic system, controlled output signal, dynamic output controller.

Received: 22.02.2021
Revised: 29.10.2021
Accepted: 20.11.2021
English version:
Automation and Remote Control, 2022, Volume 83, Issue 3, Pages 343–354
DOI: https://doi.org/10.1134/S0005117922030043
Document Type: Article
Language: Russian
Citation: M. E. Shaikin, “Output dynamic controller analysis for stochastic systems of multiplicative type”, Avtomat. i Telemekh., 2022, no. 3, 54–68; Autom. Remote Control, 83:3 (2022), 343–354
Citation in format AMSBIB
\Bibitem{Sha22}
\by M.~E.~Shaikin
\paper Output dynamic controller analysis for stochastic systems of multiplicative type
\jour Avtomat. i Telemekh.
\yr 2022
\issue 3
\pages 54--68
\mathnet{http://mi.mathnet.ru/at15908}
\crossref{https://doi.org/10.31857/S0005231022030059}
\transl
\jour Autom. Remote Control
\yr 2022
\vol 83
\issue 3
\pages 343--354
\crossref{https://doi.org/10.1134/S0005117922030043}
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  • https://www.mathnet.ru/eng/at/y2022/i3/p54
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Avtomatika i Telemekhanika
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