DocumentCode :
847473
Title :
Nonlinear Stochastic 
Author :
Zhang, Weihai ; Feng, Gang
Author_Institution :
Coll. of Inf. & Electr. Eng., Shandong Univ. of Sci. & Technol., Qingdao
Volume :
53
Issue :
5
fYear :
2008
fDate :
6/1/2008 12:00:00 AM
Firstpage :
1323
Lastpage :
1328
Abstract :
For general nonlinear stochastic Ito systems with state, control and external disturbance-dependent noise, the infinite horizon mixed H2/Hinfin control is studied. It turns out that in order to solve the H2/Hinfin control, one only needs to solve four cross-coupled Hamilton-Jacobi equations. A necessary condition and a sufficient condition for the existence of the solution of H2/Hinfin controlis respectively presented, which extends the previous results to more general models.
Keywords :
Hinfin control; Jacobian matrices; infinite horizon; nonlinear control systems; stochastic processes; Hamilton-Jacobi equations; external disturbance-dependent noise; infinite horizon control; nonlinear stochastic H2/Hinfin control; Automatic control; Control systems; Kalman filters; Linear systems; Matrix decomposition; Nonlinear control systems; Stochastic processes; Stochastic resonance; Stochastic systems; Time varying systems; $H_2/H_infty$
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.2008.921024
Filename :
4608949
Link To Document :
