Stochastic variable structure control of discrete time LTI systems with bounded disturbances

Abstract

In this paper, the problem of stochastic variable structure control (SVSC) systems with bounded disturbances is considered and the corresponding SVSC strategies with complete and incomplete state information in presence of bounded disturbances is established. By using the Kalman filter, we are estimating the incomplete state information. Also, stability analysis of bounded disturbances is established. A simulation example is provided to demonstrate the usefulness of the proposed design method.