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
通讯作者:Wang, J
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)
出版年:2017
页码:3272-3275
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.
收录类别:CPCI-S
资源类型:会议论文
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