DocumentCode
2664740
Title
Stochastic finite horizon H∞ control for nonlinear 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
16-18 July 2008
Firstpage
789
Lastpage
793
Abstract
The paper deals with the stochastic Hinfin control problem for nonlinear discrete-time systems with multiplicative noises. Based on Hamilton-Jacobi equations, the nonlinear stochastic Hinfin control designer is given. Dissipative inequality and equality are both introduced in the paper. The proposed approach can be further used to solve more difficult stochastic infinite horizon Hinfin control problems.
Keywords
Hinfin control; control system analysis; discrete time systems; nonlinear control systems; stochastic systems; Hamilton-Jacobi equations; dissipative inequality; multiplicative noises; nonlinear discrete-time systems; stochastic finite horizon Hinfin control; Control systems; Filtering; Intelligent robots; Linear systems; Nonlinear control systems; Nonlinear equations; Nonlinear systems; Stochastic processes; Stochastic resonance; Stochastic systems; Dissipative; H∞ control; Multiplicative noise; Nonlinear; Stochastic;
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.2008.4605440
Filename
4605440
Link To Document