SYNTHESIS OF ROBUST DISCRETE-TIME SYSTEMS BASED ON COMPARISON
WITH STOCHASTIC MODEL
Pavel Pakshin, Sergey Soloviev
The paper considers a class of linear discrete-time systems with
uncertain parameters. New approach to synthesis of robust
stabilizing control is proposed. This approach consists of two
steps. First the stochastic comparison system with multiplicative
noises is constructed such that if this stochastic system is stable
in the mean square then the original system with uncertain
parameters is robustly stable. Second the stabilizing control
problem for the comparison system is solved. To find the gain matrix
of the stabilizing controller in the case of state feedback the LMI
based algorithm is given and in the case of static output feedback
new method and convergent iteration algorithm are obtained.