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Controller Synthesis for Stochastic Systems with Persistent Noise via Semi-definite Programming

Abstract:

We propose convex controller synthesis algorithms for a class of stochastic differential equations (SDEs) with persistent noise. This includes SDEs in which the noise does not vanish at the equilibria of the system. Our performance criterion is Noise-to-State Stability (NSS) in the moments, which is a generalization of the input-to-state stability (ISS) for SDEs. We formulate synthesis algorithms that, in addition to guaranteeing asymptotic convergence in the case of zero input noise, ensure ...

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Publication status:
Published
Peer review status:
Peer reviewed
Version:
Accepted manuscript

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Publisher copy:
10.1109/CDC.2016.7798961

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Department:
Oxford, MPLS, Engineering Science
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Department:
Oxford, MPLS, Engineering Science
Publisher:
Institute of Electrical and Electronics Engineers Publisher's website
Publication date:
2016-12-05
Acceptance date:
2016-09-22
DOI:
Pubs id:
pubs:656105
URN:
uri:dbd9dd7e-c6b3-4a54-b238-11b2c7059861
UUID:
uuid:dbd9dd7e-c6b3-4a54-b238-11b2c7059861
Local pid:
pubs:656105

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