On the Controller Design for Perturbed Bilinear Stochastic Systems

Abstract

The performance requirements of many engineering control problems are naturally described in terms of Root-Mean-Squared (RMS) values of the system states or outputs. The primary purpose of this paper is twofold : the first is to find the set of state feedback gains such that the RMS value for each system state of the nominal bilinear stochastic systems is less than or equal to some prespecified values. And the second is to render the closed-loop system insensitlve to modeling errors in the plant parameters. Of much significance is that the RMS design specifications will still be satisfied for all perturbations of the model parameters withn a certain set.