Title :
Multiobjective H2/H∞ control for nonlinear stochastic jump diffusion systems
Author :
Chien-Feng Wu ; Bor-Sen Chen
Author_Institution :
Dept. of Electr. Eng., Nat. Tsing Hua Univ., Hsinchu, Taiwan
Abstract :
In this study, the multiobjective H2/H∞ control design method is investigated for nonlinear stochastic jump diffusion systems to minimize H∞ and H2 performance simultaneously. In practical applications, we expect the system controller to be not only robust but also optimal. In order to combine the advantages of both the H∞ and H2 control, the multiobjective H2/H∞ control design is proposed. The multiobjective H2/H∞ control is quite different from mixed H2/H∞ control design, a constrained single objective optimization problem (SOP), which is to minimize the H∞ performance index with a given H∞ performance constraint. The multiobjective H2/H∞ control provides a less conservative solution.
Keywords :
H∞ control; nonlinear control systems; optimisation; stochastic systems; H∞ performance constraint; H∞ performance index; multiobjective H2/H∞ control; nonlinear system; optimal control; single objective optimization problem; stochastic jump diffusion system; Control design; Pareto optimization; Robustness; Stochastic processes; Stochastic systems; Hamilton-Jacobi inequalities; multiobjective H2/H∞ control; stochastic jump diffusion systems;
Conference_Titel :
SICE Annual Conference (SICE), 2014 Proceedings of the
Conference_Location :
Sapporo
DOI :
10.1109/SICE.2014.6935308
