• DocumentCode
    1752708
  • Title

    Finite Horizon H2/H∞ Control for Discrete-Time Stochastic Systems

  • Author

    Weihai Zhang ; Yulin Huang ; Huanshui Zhang

  • Author_Institution
    Sch. of Electron. Inf. & Control Eng., Shandong Inst. of Light Ind., Jinan
  • Volume
    1
  • fYear
    2006
  • fDate
    21-23 June 2006
  • Firstpage
    2042
  • Lastpage
    2046
  • Abstract
    For discrete-time stochastic systems with state and external disturbance dependent noise, a necessary and sufficient condition for the existence of H2/Hinfin control is presented via four coupled Riccati equations, which extends the previous result
  • Keywords
    Hinfin control; Riccati equations; discrete time systems; stochastic systems; H2/Hinfin control; Riccati equations; discrete-time stochastic systems; disturbance dependent noise; Additive noise; Control engineering; Control systems; Differential equations; Electrical equipment industry; Industrial electronics; Riccati equations; Stochastic resonance; Stochastic systems; Symmetric matrices; Discrete-time stochastic systems; H; coupled Riccati equations;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Intelligent Control and Automation, 2006. WCICA 2006. The Sixth World Congress on
  • Conference_Location
    Dalian
  • Print_ISBN
    1-4244-0332-4
  • Type

    conf

  • DOI
    10.1109/WCICA.2006.1712717
  • Filename
    1712717
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1752708