标题：Finite Horizon H-2/H-infinity 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] Shandong Univ Sci & Technol, Coll Math & Syst Sci, Qingdao 266590, Peoples R China.
会议名称：36th Chinese Control Conference (CCC)
会议日期：JUL 26-28, 2017
来源：PROCEEDINGS OF THE 36TH CHINESE CONTROL CONFERENCE (CCC 2017)
关键词：infinite Markov jumps; time-varying systems; bounded real lemma; finite; horizon H-2/H-infinity control
摘要：This paper discusses the finite horizon H-2/H-infinity 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 H-2/H-infinity control problem of the concerned systems. A sufficient and necessary condition for the existence of the state feedback H-2/H-infinity controller is represented by the solvability of four coupled difference matrix-valued recursions.