Stability radius maximization of infinite dimensional systems with respect to nonlinear unbounded stochastic uncertainties

Stability radius maximization of infinite dimensional stochastic systems

Abstract

In this paper we consider controlled infinite dimensional systems subjected to stochastic structured nonlinear unbounded multiperturbations. Our objective is to study the maximization of the stability radius by state feedback. We obtain conditions for the existence of suboptimal controllers. The supremal achievable stability radius is characterized via the resolution of a Riccati equation and some linear operator inequalities. Examples are given to illustrate the theory