Abstract

Pole location and output variance are important dynamic and steady performance indices respectively for some engineering systems. The consistency of circular pole and output-variance upper bound constraints is firstly studied for a class of stochastic output-feedback systems. Via LMI approach, a good range is presented for the output-variance upper bound which is consistent to the pre-specified pole index. Then an LMI-based method is proposed to obtain a satisfactory control for the systems under given consistent constraint indices.

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