Title :
Mixed H2/H∞ control: the discrete-time case
Author :
Muradore, Riccardo ; Picci, Giorgio
Author_Institution :
Dept. of Inf. Eng., Padova Univ., Italy
Abstract :
A stochastic H∞ and a mixed stochastic H2/H∞control problem for discrete-time systems are considered and solved. Conditions for existence of a solution are derived, based on the solvability of an equivalent minimax problem. In this framework, it is possible to consider at the same time both stochastic and deterministic disturbances highlighting their mutual effects. The controller can be designed by solving a system of three coupled Riccati equations. Such equations display how the H2-type minimization problem and the H∞- type constraint influence each other.
Keywords :
H∞ control; Riccati equations; control system synthesis; discrete time systems; minimax techniques; stochastic systems; Riccati equations; deterministic disturbance; discrete-time systems; minimization problem; mixed stochastic H2/H∞control problem; stochastic disturbance; Computer aided software engineering; Control systems; Cost function; Lyapunov method; Minimax techniques; Riccati equations; Stochastic processes; Stochastic systems; Transfer functions; White noise;
Conference_Titel :
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
Print_ISBN :
0-7803-7924-1
DOI :
10.1109/CDC.2003.1272872
