State-multiplicative Stochastic Linear Systems - Input-delayed $H_{\infty}$ Control

Linear uncertain continuous-time systems with state-multiplicative noise in the presence of input delay are investigated. The stochastic uncertainty appears in the non-delayed dynamic matrix of the system and is given as a white multiplicative zero-mean real scalar Wiener process. The problem of $H_{\infty}$ state-feedback control of these systems is solved via a predictor-based control strategy. A new stability condition is derived in a form of linear matrix inequality and is extended to a condition that guarantees a prescribed $\mathcal{L}_{2}$ - gain bound for the stochastic system. The stability obtained by our approach allows for larger time delays in the system input compared to the non-predictive corresponding solution. The theoretical results are demonstrated by an example that shows the applicability of the theory to guidance control systems.

• Publication year

  2019

• Venue

  International Conference on Control, Decision and Information Technologies

• Publication date

  2019-04-23

• Fields of study

  Mathematics, Computer Science, Engineering

• Identifiers
  DOI 10.1109/CoDIT.2019.8820538
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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