Abstract
ABSTRACTThis paper investigates the problem of static output feedback control with spectrum constraints for linear continuous-time stochastic systems with state dependent noises. By using the spectrum technique, the notion of stability for continuous-time stochastic systems is proposed. Subsequently, the design method of the static output feedback controller is presented by solving a set of linear matrix inequalities. Under stability, a sufficient condition for the existence of stochastic control is derived, which transforms the problem of control into a convex optimization problem. Finally, a numerical example is given to show the effectiveness of the obtained results.
Published Version (
Free)
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call