Based on the concept of variable structure control, this paper investigates the upper bound covariance assignment with H∞ norm and variance constrained problem for perturbed stochastic systems. Because of the invariance property of variable structure systems, the matched perturbation of the system disappears on the sliding mode. With the aid of Ito-formula, the controller u(t) is proposed. Combining the sliding phase and hitting phase of the system design, the control feedback gain matrix G is derived to achieve upper bound covariance assignment with H∞ norm and variance constraints.
Chang, Wen-Jer and Chang, Koan-Yuh
"H∞Norm and Variance Constrained Controller Design for Perturbed Stochastic System via Variable Structure Control,"
Journal of Marine Science and Technology: Vol. 7:
1, Article 4.
Available at: https://jmstt.ntou.edu.tw/journal/vol7/iss1/4