Conference paper
On Dissipation in Stochastic Systems
We define the property of dissipativity for controlled Ito diffusions. We investigate elementary properties, and we demonstrate that the framework is useful for control problems in which both probabilistic and worst-case representations of dynamic uncertainty are present. As an example we discuss a problem involving robust ℋ2 performance in presence of two types of dynamic uncertainty: ℋ∞ bounded perturbations, and disturbances with finite signal-to-noise ratio in the sense of Skelton.
| Language: | English |
|---|---|
| Year: | 1999 |
| Pages: | 1430,1431,1432,1433,1434 |
| Proceedings: | American Control Conference 1999 |
| ISBN: | 0780349903 and 9780780349902 |
| ISSN: | 23785861 and 07431619 |
| Types: | Conference paper |
| DOI: | 10.1109/ACC.1999.783605 |
| ORCIDs: | Thygesen, Uffe Høgsbro |
/spl Hscr//sub /spl infin// bounded perturbations H/sup /spl infin control Linear systems Lyapunov method Lyapunov methods Mathematical model Riccati equations Robust control Robustness Signal to noise ratio Stochastic processes Stochastic systems Uncertainty controlled Ito diffusions differential equations diffusion dissipation dynamic uncertainty elementary properties finite signal-to-noise ratio probabilistic representation robust /spl Hscr//sub 2/ performance robust control stability criteria stochastic systems uncertain systems worst-case representation
