标题：Finite horizon H2/H∞control for discrete-time time-varying stochastic systems with infinite Markov jumps
作者：Wang, Jie ;Hou, Ting
作者机构：[Wang, Jie ;Hou, Ting ] College of Mathematics and Systems Science, Shandong University of Science and Technology, Qingdao; 266590, China
会议名称：36th Chinese Control Conference, CCC 2017
会议日期：July 26, 2017 - July 28, 2017
来源：Chinese Control Conference, CCC
摘要：This paper discusses the finite horizon H2/H∞control for discrete-time time-varying systems with infinite Markov jumps parameters and multiplicative noise. Firstly, we present a stochastic bounded real lemma, which is crucial to solve the mixed H2/H∞control problem of the concerned systems. A sufficient and necessary condition for the existence of the state feedback H2/H∞controller is represented by the solvability of four coupled difference matrix-valued recursions. © 2017 Technical Committee on Control Theory, CAA.