Control And Filtering Of Stochastic Time-delay Systems With Multiple Disturbances

Multiple disturbances have always been a hot topic in the field of control.Because of the variety of sources and different types of such disturbances,if one kind of norm-bounded disturbances is generally used to replace them,it is bound to produce a certain degree of conservatism,especially when the disturbances carry a certain randomness.Therefore,it is of great practical significance to study the control and filtering issue for one class of stochastic systems under multiple disturbances.Consider this kind of problem,based on summarizing the existing research results,this paper discusses the control and filtering problem for stochastic time-delay system under multiple disturbances.In view of the influence of unknown disturbance,white noise,and control input disturbance on the system performance,the controller and filter design methods for stochastic time-delay systems with different performance constraints are studied.The main findings are as follows:Firstly,for the system environment with unknown disturbance,multiplicative and additive white noise,the robust L1 control problems for a class of uncertain stochastic time-delay systems are studied when outputs are persistent amplitude-bounded.By means of model transformation,a stochastic time-delay system is converted into a ?Ito model.A class of state feedback controllers are designed.By means of stochastic differential equation theory and Lyapunov stability theory,sufficient conditions for the closed-loop systems are given,which satisfy both the mean square asymptotic stability and the L1 performance criterion.Secondly,considering that in the real system,when the controller acts on the controlled object,the control signal is polluted by disturbances such as high-order harmonics,fault signals,etc.According to this,a class of stochastic time-delay systems with control input disturbance is under the consideration in this paper.The robust control problems are studied in the cases by the control input disturbances are respective constant and variable.By designing an observer-based state feedback controller,a delay-dependent Lyapunov-Krasovskii function is used to provide a sufficient condition to making the system mean square asymptotically stable and satisfying H?and double L1 performance constraints.Finally,the problem of robust filtering for stochastic time-delay systems with multi-sources disturbances are studied.Therefore,for several classes of stochastic time-delay systems with multi-sources disturbances by ?Ito model,constraint conditions that guarantee the filter error systems to have passivity and L1 performance with respect to both unknown disturbance and system output signals are energy bounded and all persistent and amplitude-bounded,respectively.On this basis,by the free weight matrix,integral inequality and linear matrix inequality technology,the solution methods for corresponding matrix parameters are obtained.