On Dissipation in Stochastic Systems

Uffe Høgsbro Thygesen

doi:10.1109/ACC.1999.783605

On Dissipation in Stochastic Systems

Uffe Høgsbro Thygesen

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Abstract

We define the property of dissipativity for controlled Ito diffusions. We investigate elementary properties, and we demonstrate that the framework is useful for control problems in which both probabilistic and worst-case representations of dynamic uncertainty are present. As an example we discuss a problem involving robust &Hscr;2 performance in presence of two types of dynamic uncertainty: &Hscr;∞ bounded perturbations, and disturbances with finite signal-to-noise ratio in the sense of Skelton.

Original language	English
Title of host publication	Proceedings of the American Control Conference, 1999
Volume	2
Publication date	1999
ISBN (Print)	0-7803-4990-3
DOIs	https://doi.org/10.1109/ACC.1999.783605
Publication status	Published - 1999
Event	American Control Conference 1999 - San Diego, CA, United States Duration: 2 Jun 1999 → 4 Jun 1999

Conference

Conference	American Control Conference 1999
Country/Territory	United States
City	San Diego, CA
Period	02/06/1999 → 04/06/1999

Bibliographical note

Copyright: 2000 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE

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title = "On Dissipation in Stochastic Systems",

abstract = "We define the property of dissipativity for controlled Ito diffusions. We investigate elementary properties, and we demonstrate that the framework is useful for control problems in which both probabilistic and worst-case representations of dynamic uncertainty are present. As an example we discuss a problem involving robust &Hscr;2 performance in presence of two types of dynamic uncertainty: &Hscr;∞ bounded perturbations, and disturbances with finite signal-to-noise ratio in the sense of Skelton.",

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PY - 1999

Y1 - 1999

N2 - We define the property of dissipativity for controlled Ito diffusions. We investigate elementary properties, and we demonstrate that the framework is useful for control problems in which both probabilistic and worst-case representations of dynamic uncertainty are present. As an example we discuss a problem involving robust &Hscr;2 performance in presence of two types of dynamic uncertainty: &Hscr;∞ bounded perturbations, and disturbances with finite signal-to-noise ratio in the sense of Skelton.

AB - We define the property of dissipativity for controlled Ito diffusions. We investigate elementary properties, and we demonstrate that the framework is useful for control problems in which both probabilistic and worst-case representations of dynamic uncertainty are present. As an example we discuss a problem involving robust &Hscr;2 performance in presence of two types of dynamic uncertainty: &Hscr;∞ bounded perturbations, and disturbances with finite signal-to-noise ratio in the sense of Skelton.

U2 - 10.1109/ACC.1999.783605

DO - 10.1109/ACC.1999.783605

M3 - Article in proceedings

SN - 0-7803-4990-3

VL - 2

BT - Proceedings of the American Control Conference, 1999

T2 - American Control Conference 1999

Y2 - 2 June 1999 through 4 June 1999

ER -

On Dissipation in Stochastic Systems

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