Satisfactory output-feedback for discrete systems with pole and output variance constraints

摘要

Pole location and output variance are important dynamic and steady performance indices respectively for some engineering systems. The consistency of circular pole and output-variance upper bound constraints is firstly studied for a class of stochastic output-feedback systems. Via LMI approach, a good range is presented for the output-variance upper bound which is consistent to the pre-specified pole index. Then an LMI-based method is proposed to obtain a satisfactory control for the systems under given consistent constraint indices.