• 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