Title :
Robust H2/H∞ control for periodic stochastic difference systems with mutiplicative noise
Author :
Gang Li ; Weihai Zhang ; Ming Chen
Author_Institution :
Sch. of Math. & Syst. Sci., Shandong Univ. of Sci. & Technol., Qingdao, China
Abstract :
The aim of this study is to investigate the discrete-time periodic stochastic mixed H2/H∞ control problem with state and external disturbance dependent noises. Under the assumption of KN-exact observability, the authors present a sufficient condition for the existence of mixed H2/H∞ control for stochastic periodic difference systems, which transforms the H2/H∞ controller design into solving four coupled matrix-valued equations.
Keywords :
H∞ control; H2 control; control system synthesis; discrete time systems; observability; periodic control; robust control; stochastic systems; κN-exact observability; coupled matrix-valued equations; discrete-time periodic stochastic mixed H2-H∞ control problem; external disturbance dependent noises; mutiplicative noise; periodic stochastic difference systems; robust H2-H∞ controller design; sufficient condition;
Journal_Title :
Control Theory Applications, IET
DOI :
10.1049/iet-cta.2014.0559
