Infinite Horizon H2/H∞ Control for Discrete-Time Mean-Field Stochastic Systems

被引：0
|
作者：
Ma, Chaoyue [1 ]
Hou, Ting [1 ,2 ]
机构：
[1] Shandong Normal Univ, Sch Math & Stat, Jinan 250358, Peoples R China
[2] Shandong Univ Sci & Technol, Coll Math & Syst Sci, Qingdao 266590, Peoples R China
来源：
PROCESSES | 2023年 / 11卷 / 11期
基金：
中国国家自然科学基金;
关键词：
mean-field systems; stochastic-bounded real lemma; exact detectablility; H-2/H-infinity control; QUADRATIC OPTIMAL-CONTROL; DIFFERENTIAL-EQUATIONS; STATE; DELAY;
D O I：
10.3390/pr11113248
中图分类号：
TQ [化学工业];
学科分类号：
0817 ;
摘要：
In this paper, we deal with the H-2/H-infinity control problem in the infinite horizon for discrete-time mean-field stochastic systems with (x, u, v)-dependent noise. First of all, a stochastic-bounded real lemma, which is the core of H-infinity analysis, is derived. Secondly, a sufficient condition in terms of the solution of coupled difference Riccati equations (CDREs) is obtained for solving the H-2/H-infinity control problem above. In addition, an iterative algorithm for solving CDREs is proposed and a numerical example is given for verification of the feasibility of the developed results.
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页数：18
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