Title :
Infinite Horizon H2/H Control for Stochastic Systems with Markovian Jumps
Author :
Huang, Yulin ; Zhang, Weihai ; Feng, Gang
Author_Institution :
Shandong Inst. of Light Ind., Jinan
Abstract :
This paper studies robust H2/Hinfin control problem for systems subjected to multiplicative noise and Markovian parameter jumps. A necessary/sufficient condition for the existence of H2/Hinfin control is presented by means of two coupled algebraic Riccati equations, respectively. Finally, a suboptimal H2/Hinfin controller design algorithm is also obtained by solving a convex optimization problem.
Keywords :
Hinfin control; Markov processes; Riccati equations; control system synthesis; convex programming; stochastic systems; Markovian parameter jumps; algebraic Riccati equations; convex optimization problem; infinite horizon H2/Hinfin control; multiplicative noise; stochastic systems; Algorithm design and analysis; Control systems; Design optimization; Hydrogen; Infinite horizon; Noise robustness; Riccati equations; Robust control; Stochastic systems; Sufficient conditions;
Conference_Titel :
American Control Conference, 2007. ACC '07
Conference_Location :
New York, NY
Print_ISBN :
1-4244-0988-8
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2007.4282295