DocumentCode :
2570023
Title :
Mixed H2/H∞ output-feedback control for stochastic discrete-time systems
Author :
Lu, Xiao ; Zhang, Weihai
Author_Institution :
Key Lab. for Robot & Intell. Technol. of Shandong Province, Shandong Univ. of Sci. & Technol., Qingdao
fYear :
2008
fDate :
2-4 July 2008
Firstpage :
4792
Lastpage :
4796
Abstract :
The paper deals with the finite-horizon mixed H2/Hinfin output-feedback control of the discrete-time stochastic systems with multiplicative noise.It is shown that the H2/Hinfin output-feedback control of the discrete-time stochastic systems is equivalent to solving six coupled matrix-valued Riccati equations. The output feedback control has many applications in practice, and the proposed approach can be further used to deal with many problems such as infinite-horizon mixed H2/Hinfin control and the mixed H2/Hinfin control for stochastic time-delayed systems.
Keywords :
Hinfin control; Riccati equations; delays; discrete time systems; feedback; matrix algebra; stochastic systems; H2/Hinfin control; matrix-valued Riccati equations; multiplicative noise; output-feedback control; stochastic discrete-time systems; stochastic time-delayed systems; Control systems; Hydrogen; Intelligent robots; Optimal control; Output feedback; Riccati equations; Stochastic processes; Stochastic resonance; Stochastic systems; Symmetric matrices; Infinite-horizon; Mixed H2/H∞; Output-feedback Control; Stochastic;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Control and Decision Conference, 2008. CCDC 2008. Chinese
Conference_Location :
Yantai, Shandong
Print_ISBN :
978-1-4244-1733-9
Electronic_ISBN :
978-1-4244-1734-6
Type :
conf
DOI :
10.1109/CCDC.2008.4598239
Filename :
4598239
Link To Document :
https://search.ricest.ac.ir/dl/search/defaultta.aspx?DTC=49&DC=2570023
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