Stochastic Gain-Scheduled Control of Discrete-Time Systems Characterized by Random Polytopes
Abstract
This paper discusses stability analysis and gain-scheduled controller synthesis for discretetime non-stationary stochastic systems characterized by random polytopes. An associated deterministic time-varying parameter is assumed to be available online, and how to use its information in adjustment of controller gains is discussed in a framework of stochastic control using linear matrix inequalities. Conservativeness is reduced using our recent results and the S-variable approach.
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