DocumentCode :
2657649
Title :
Robust H2/H∞ control for discrete-time stochastic systems with Markovian jumps and multiplicative noise: Finite horizon case
Author :
Ting, Hou ; Weihai, Zhang ; Hongji, Ma
Author_Institution :
Coll. of Inf. & Electr. Eng., Shandong Univ. of Sci. & Technol., Qingdao
fYear :
2008
fDate :
16-18 July 2008
Firstpage :
754
Lastpage :
758
Abstract :
In this paper, we consider the finite horizon H2/Hinfin control problem for discrete-time stochastic linear systems subject to Markov jump parameters and multiplicative noise. A necessary and sufficient condition is established for the existence of the mixed H2/Hinfin control via the solvability of four coupled difference matrix-valued equations (CDMEs). Moreover, the state feedback controller is designed by means of the solutions of CDMEs.
Keywords :
Hinfin control; Markov processes; control system synthesis; discrete time systems; linear systems; matrix algebra; robust control; state feedback; stochastic systems; H2/Hinfin control; Markov jump parameter; controller design; coupled difference matrix-valued equations; discrete-time stochastic system; finite horizon; linear system; multiplicative noise; robust control; state feedback; Control systems; Difference equations; Hydrogen; Linear systems; Optimal control; Robustness; Stochastic resonance; Stochastic systems; Sufficient conditions; Symmetric matrices; Coupled difference matrix-valued equations; Discrete time systems; H2/H∞ control; Markovian jump;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Control Conference, 2008. CCC 2008. 27th Chinese
Conference_Location :
Kunming
Print_ISBN :
978-7-900719-70-6
Electronic_ISBN :
978-7-900719-70-6
Type :
conf
DOI :
10.1109/CHICC.2008.4605014
Filename :
4605014
Link To Document :
https://search.ricest.ac.ir/dl/search/defaultta.aspx?DTC=49&DC=2657649
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