JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2017, Vol. 52 ›› Issue (4): 105-110.doi: 10.6040/j.issn.1671-9352.0.2016.075

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Stabilization for discrete-time stochastic systems with multiple input delay

GAO Rong1,2, ZHANG Huan-shui1*   

  1. 1. School of Control Science and Engineering, Shandong University, Jinan 250061, Shandong, China;
    2. School of Mathematics and Statistics Science, Ludong University, Yantai 264000, Shandong, China
  • Received:2017-03-09 Online:2017-04-20 Published:2017-04-11

Abstract: This paper mainly investigates the mean square stabilization problem for discrete-time stochastic system with multiple input delay and multiplicative noises based on receding horizon control(RHC). First, a new cost was designed and the property of this cost function was studied. Then the sufficient mean square stabilization condition was obtained. This condition can be verified by solving linear matrix inequality. The explicit controller can be derived under this condition.

Key words: coupled Riccati equation, stochastic systems, mean-square stabilization, receding horizon control, input delay

CLC Number: 

  • TP13
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