Title :
Nonlinear stochastic H2/H//sub∞/ control with state-dependent noise
Author :
Zhang, Weihai ; Feng, Jun E. ; Chen, Bor-Sen ; Cheng, Zhaolin
Author_Institution :
Inf. & Control Res. Center, Shenzhen Graduate Sch. of Harbin Inst. of Technol., China
Keywords :
H∞ control; H∞ optimisation; Jacobian matrices; infinite horizon; nonlinear control systems; nonlinear differential equations; robust control; stochastic systems; H2 optimization; Ito type nonlinear stochastic differential equation; cross-coupled Hamilton-Jacobi equations; finite horizon; infinite horizon; linear stochastic H2/H∞ control; nonlinear stochastic H2/H∞ control; state dependent noise; Control systems; Differential equations; Hydrogen; Nonlinear control systems; Nonlinear equations; Robust control; Stochastic processes; Stochastic resonance; Stochastic systems; Sufficient conditions;
Conference_Titel :
American Control Conference, 2005. Proceedings of the 2005
Print_ISBN :
0-7803-9098-9
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2005.1469964