An algebraic approach to multiobjective stochastic control for linear continuous systems with variance constraints

Abstract

This paper consists of two parts. In the first part, the problem of controller design for linear continuous systems with prespecified H ∞ norm, circular pole and steady-state variance constraints is considered. Furthermore, in the second part, the problem of performance robust controller design for linear continuous uncertain systems with variance and circular pole constraints is studied. Effective, algebraic, modified Kiccati equation approaches are developed to solve the addressed problems. Numerical examples are provided to show the usefulness and applicability of the present approaches.