A Stabilizing Controller for Stochastic Systems with Uncertain Parameters

Mohamed F. Hassan and Hala A. Mourad


Discrete-time systems, linear systems, nonlinear systems


Recently, an observer-based controller was developed for linear stochastic discrete-time dynamical systems with uncertain parameters. The developed state estimator was based on Kalman filter, and it incorporates the statistical information of the uncertain parameters in its structure. Such an estimator has been used to design an observer-based controller for this class of systems. In this paper, the stability of the resulting closed loop system is analyzed in a theoretical frame work. A numerical example and a practical case study are given to illustrate our analytical analysis.

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