Delay-dependent robust control for output pdfs of discrete-time non-gaussian stochastic processes

Abstract

In this paper, the shaping tracking problem based on output probability density functions (PDFs) is studied for a class of discrete-time non-Gaussian stochastic processes. Following B-spline approximation for the output PDFs, the discrete-time PI control input is constructed to solve the tracking control problem for complex nonlinear weight dynamics with multiple unknown uncertainties and state delays. Moreover, by designing the new convex linear matrix inequalities (LMIs) based on delay-dependent, the satisfactory delay-dependent stability, robustness, dynamic tracking performance as well as state constraint can be achieved simultaneously. Finally, a simulation example is presented to illustrate the effectiveness of the proposed approach. © 2013 Springer-Verlag Berlin Heidelberg.