• DocumentCode
    1171
  • Title

    Some Remarks on General Nonlinear Stochastic H_{\\infty } Control With State, Control, and Disturbance-Dependent Noise

  • Author

    Weihai Zhang ; Bor-Sen Chen ; Huaibin Tang ; Li Sheng ; Ming Gao

  • Author_Institution
    Coll. of Inf. & Electr. Eng., Shandong Univ. of Sci. & Technol., Qingdao, China
  • Volume
    59
  • Issue
    1
  • fYear
    2014
  • fDate
    Jan. 2014
  • Firstpage
    237
  • Lastpage
    242
  • Abstract
    This technical note studies the nonlinear stochastic H∞ control of Itô-type differential systems with all the state, control input and external disturbance-dependent noise ( (x,u,v)-dependent noise for short). A sufficient condition is given for the finite/infinite horizon H∞ control of such a system by means of an Hamilton-Jacobi inequality (HJI) instead of three coupled Hamilton-Jacobi equations (HJEs) as in previous literature.
  • Keywords
    H∞ control; infinite horizon; nonlinear control systems; partial differential equations; stochastic systems; HJI; Hamilton-Jacobi equation; Hamilton-Jacobi inequality; external disturbance-dependent noise; general nonlinear stochastic H∞ control; infinite horizon H∞ control; itô-type differential system; $H_{infty }$ control; $(x, u, v)$-dependent noise; Hamilton-Jacobi inequalities; nonlinear stochastic systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.2013.2270073
  • Filename
    6544244
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1171