Static Output Feedback Stabilization of Discrete-Time Linear Systems With Stochastic Dynamics Determined by an Independent Identically Distributed Process - Équipe Méthodes et Algorithmes en Commande
Journal Articles IEEE Control Systems Letters Year : 2019

Static Output Feedback Stabilization of Discrete-Time Linear Systems With Stochastic Dynamics Determined by an Independent Identically Distributed Process

Yohei Hosoe
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Abstract

This paper discusses an extension of our earlier results about state feedback stabilization toward static output feedback stabilization for discrete-time linear systems with stochastic dynamics determined by an independent and identically distributed (i.i.d.) process. A completely-linearized necessary and sufficient inequality condition for static output feedback synthesis is known to be difficult to obtain even in the case with deterministic systems. Hence, this paper derives with the so-called S-variable approach a bilinear matrix inequality condition that can be effectively solved through exploiting the result of state feedback synthesis. An illustrative numerical example is also given for such synthesis.
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Dates and versions

hal-03026829 , version 1 (26-11-2020)

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Cite

Yohei Hosoe, Dimitri Peaucelle. Static Output Feedback Stabilization of Discrete-Time Linear Systems With Stochastic Dynamics Determined by an Independent Identically Distributed Process. IEEE Control Systems Letters, 2019, 3 (3), pp.673-678. ⟨10.1109/LCSYS.2019.2916289⟩. ⟨hal-03026829⟩
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