标题：Finite horizon H2/H∞ control for nonlinear Markov jump systems
作者：Kang, Lifan ;Ting, Hou
作者机构：[Kang, Lifan ;Ting, Hou ] Shandong University of Science and Technology, College of Mathematics and Systems Science, Qingdao; 266590, China;[Ting, Hou 更多
会议名称：32nd Chinese Control and Decision Conference, CCDC 2020
会议日期：August 22, 2020 - August 24, 2020
来源：Proceedings of the 32nd Chinese Control and Decision Conference, CCDC 2020
摘要：This paper describes the problem of finite horizon H2/H∞ control for nonlinear stochastic Markov jump systems governed by Itô-type equations with state, control and external disturbance dependent noise. We firstly derived nonlinear stochastic bounded real lemma and nonlinear optimal regular problem for the considered system. Further, it was showed that the finite horizon H2/H∞ control under consideration is associated with the four cross-coupled Hamilton-Jacobi equations. A sufficient condition and a necessary condition for the existence of the H2/H∞ controller were presented respectively.
© 2020 IEEE.