Title :
Nonlinear Stochastic H2/H∞ Output Feedback Control under State-Dependent Noise
Author :
Chen, Wen-Hao ; Chang, Yu-Te ; Chen, Bor-Sen
Author_Institution :
Dept. of Electr. Eng., Hsiuping Inst. of Technol., Taichung
Abstract :
This paper discusses the nonlinear stochastic H2/H∞ output feedback control design with state-dependent noise. Our results extend the linear stochastic H2/H∞ control to the nonlinear output feedback case. First, based on stochastic Nash game theory, an observer-based nonlinear stochastic H2/H∞ control is developed when the state variable is not completely available. Then, the nonlinear stochastic H2/H∞ observer-based output feedback control problem is transformed into two constrained optimization problems subject to their respective Hamilton-Jacobi inequality (HJI) from the suboptimal perspective, one for the design of H2/H∞ controller and the other for the design of H2/H∞ observer. Finally, the solvability of the mixed H2/H∞ observer-based output feedback control for nonlinear stochastic systems is discussed and an example with computer simulations is given to confirm the performance of the proposed method
Keywords :
H∞ control; Jacobian matrices; control system synthesis; feedback; game theory; nonlinear control systems; observers; optimisation; stochastic systems; H∞ control; H2 control; Hamilton-Jacobi inequality; constrained optimization; controller design; nonlinear stochastic control; observer-based control; output feedback control; state-dependent noise; stochastic Nash game theory; Constraint optimization; Control design; Design optimization; Game theory; Linear feedback control systems; Nonlinear control systems; Output feedback; Stochastic processes; Stochastic resonance; Stochastic systems;
Conference_Titel :
Decision and Control, 2006 45th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
1-4244-0171-2
DOI :
10.1109/CDC.2006.377571
