Article: Variance-constrained dissipative observer-based control for a class of nonlinear stochastic systems with degraded measurements

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TitleVariance-constrained dissipative observer-based control for a class of nonlinear stochastic systems with degraded measurements
AuthorsWang, Z2
Lam, J1
Ma, L3
Bo, Y3
Guo, Z3
KeywordsDegraded measurements
Dissipative control
Nonlinear systems
Stochastic systems
Variance-constrained control
Issue Date2011
PublisherAcademic Press. The Journal's web site is located at http://www.elsevier.com/locate/jmaa
CitationJournal Of Mathematical Analysis And Applications, 2011, v. 377 n. 2, p. 645-658 [How to Cite?]
DOI: http://dx.doi.org/10.1016/j.jmaa.2010.11.038
AbstractThis paper is concerned with the variance-constrained dissipative control problem for a class of stochastic nonlinear systems with multiple degraded measurements, where the degraded probability for each sensor is governed by an individual random variable satisfying a certain probabilistic distribution over a given interval. The purpose of the problem is to design an observer-based controller such that, for all possible degraded measurements, the closed-loop system is exponentially mean-square stable and strictly dissipative, while the individual steady-state variance is not more than the pre-specified upper bound constraints. A general framework is established so that the required exponential mean-square stability, dissipativity as well as the variance constraints can be easily enforced. A sufficient condition is given for the solvability of the addressed multiobjective control problem, and the desired observer and controller gains are characterized in terms of the solution to a convex optimization problem that can be easily solved by using the semi-definite programming method. Finally, a numerical example is presented to show the effectiveness and applicability of the proposed algorithm. © 2010 Elsevier Inc.
ISSN0022-247X
2011 Impact Factor: 1.001
2011 SCImago Journal Rankings: 0.055
DOIhttp://dx.doi.org/10.1016/j.jmaa.2010.11.038
ISI Accession Number IDWOS:000287223400018
Funding AgencyGrant Number
Royal Academy of Engineering of the UK
Royal Society of the UK
GRF HKU7137/09E
National Natural Science Foundation of China61028008
International Science and Technology Cooperation Project of China2009DFA32050
Alexander von Humboldt Foundation of Germany
Funding Information:

This work was supported in part by the Distinguished Visiting Fellowship of the Royal Academy of Engineering of the UK, the Royal Society of the UK, the GRF HKU 7137/09E, the National Natural Science Foundation of China under Grant 61028008, the International Science and Technology Cooperation Project of China under Grant 2009DFA32050, and the Alexander von Humboldt Foundation of Germany.

ReferencesReferences in Scopus
DC Field
Value
dc.contributor.authorWang, Z
dc.contributor.authorLam, J
dc.contributor.authorMa, L
dc.contributor.authorBo, Y
dc.contributor.authorGuo, Z
dc.date.accessioned2011-09-23T05:49:28Z
dc.date.available2011-09-23T05:49:28Z
dc.date.issued2011
dc.description.abstractThis paper is concerned with the variance-constrained dissipative control problem for a class of stochastic nonlinear systems with multiple degraded measurements, where the degraded probability for each sensor is governed by an individual random variable satisfying a certain probabilistic distribution over a given interval. The purpose of the problem is to design an observer-based controller such that, for all possible degraded measurements, the closed-loop system is exponentially mean-square stable and strictly dissipative, while the individual steady-state variance is not more than the pre-specified upper bound constraints. A general framework is established so that the required exponential mean-square stability, dissipativity as well as the variance constraints can be easily enforced. A sufficient condition is given for the solvability of the addressed multiobjective control problem, and the desired observer and controller gains are characterized in terms of the solution to a convex optimization problem that can be easily solved by using the semi-definite programming method. Finally, a numerical example is presented to show the effectiveness and applicability of the proposed algorithm. © 2010 Elsevier Inc.
dc.description.natureLink_to_subscribed_fulltext
dc.identifier.citationJournal Of Mathematical Analysis And Applications, 2011, v. 377 n. 2, p. 645-658 [How to Cite?]
DOI: http://dx.doi.org/10.1016/j.jmaa.2010.11.038
dc.identifier.citeulike8298382
dc.identifier.doihttp://dx.doi.org/10.1016/j.jmaa.2010.11.038
dc.identifier.epage658
dc.identifier.hkuros196477
dc.identifier.isiWOS:000287223400018
Funding AgencyGrant Number
Royal Academy of Engineering of the UK
Royal Society of the UK
GRF HKU7137/09E
National Natural Science Foundation of China61028008
International Science and Technology Cooperation Project of China2009DFA32050
Alexander von Humboldt Foundation of Germany
Funding Information:

This work was supported in part by the Distinguished Visiting Fellowship of the Royal Academy of Engineering of the UK, the Royal Society of the UK, the GRF HKU 7137/09E, the National Natural Science Foundation of China under Grant 61028008, the International Science and Technology Cooperation Project of China under Grant 2009DFA32050, and the Alexander von Humboldt Foundation of Germany.

dc.identifier.issn0022-247X
2011 Impact Factor: 1.001
2011 SCImago Journal Rankings: 0.055
dc.identifier.issue2
dc.identifier.scopuseid_2-s2.0-79251622422
dc.identifier.spage645
dc.identifier.urihttp://hdl.handle.net/10722/139434
dc.identifier.volume377
dc.languageeng
dc.publisherAcademic Press. The Journal's web site is located at http://www.elsevier.com/locate/jmaa
dc.publisher.placeUnited States
dc.relation.ispartofJournal of Mathematical Analysis and Applications
dc.relation.referencesReferences in Scopus
dc.subjectDegraded measurements
dc.subjectDissipative control
dc.subjectNonlinear systems
dc.subjectStochastic systems
dc.subjectVariance-constrained control
dc.titleVariance-constrained dissipative observer-based control for a class of nonlinear stochastic systems with degraded measurements
dc.typeArticle
Author Affiliations
  1. The University of Hong Kong
  2. Brunel University
  3. Nanjing University of Science and Technology