Stochastic H2/H∞ control for discrete-time systems with multiplicative noise in state and control input:: Infinite horizon case

被引：0
|
作者：
Zhang, Weihai [2 ]
Huang, Yulin [3 ]
Xie, Lihua [1 ]
机构：
[1] Nanyang Technol Univ, Sch Elect & Elect Engn, Singapore 639798, Singapore
[2] Shandong Univ Sci & Technol, Qingdao AH-266510, Peoples R China
[3] Shandong Inst Light Ind, Sch Elect Informat & Control Engn, Jinan AH-250353, Peoples R China
来源：
PROCEEDINGS OF THE 46TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-14 | 2007年
关键词：
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper studies the infinite horizon mixed H-2/H-infinity control for linear discrete-time systems with stochastic multiplicative noise in state and control input. We shall first establish a version of stochastic bounded real lemma (SBRL). Based on the SBRL, we show that the existence of a static state feedback H-2/H-infinity controller is equivalent to the solvability of four coupled matrix-valued equations. For some special case, a suboptimal H-2/H-infinity controller design algorithm is also given based on convex optimization.
引用
收藏
页码：1335 / 1340
页数：6
相关论文
共 50 条
  • [1] Infinite horizon stochastic H2/H∞ control for discrete-time systems with state and disturbance dependent noise
    Zhang, Weihai
    Huang, Yulin
    Xie, Lihua
    AUTOMATICA, 2008, 44 (09) : 2306 - 2316
  • [2] Robust H2/H∞ Control for Discrete-Time Systems with Markovian Jumps and Multiplicative Noise: Infinite Horizon Case
    Hou, Ting
    Zhang, Weihai
    Ma, Hongji
    2013 10TH IEEE INTERNATIONAL CONFERENCE ON CONTROL AND AUTOMATION (ICCA), 2013, : 1042 - 1047
  • [3] Finite Horizon H2/H∞ Control for Discrete-Time Stochastic Systems With Markovian Jumps and Multiplicative Noise
    Hou, Ting
    Zhang, Weihai
    Ma, Hongji
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2010, 55 (05) : 1185 - 1191
  • [4] Robust H2/H∞ Control For Discrete-Time Stochastic Systems with Markovian Jumps and Multiplicative Noise: Finite Horizon Case
    Hou Ting
    Zhang Weihai
    Ma Hongji
    PROCEEDINGS OF THE 27TH CHINESE CONTROL CONFERENCE, VOL 2, 2008, : 754 - 758
  • [5] Infinite horizon H2/H∞ control for discrete-time time-varying Markov jump systems with multiplicative noise
    Ma, Hongji
    Zhang, Weihai
    Hou, Ting
    AUTOMATICA, 2012, 48 (07) : 1447 - 1454
  • [6] Infinite Horizon H2/H∞ Control for Discrete-Time Mean-Field Stochastic Systems
    Ma, Chaoyue
    Hou, Ting
    PROCESSES, 2023, 11 (11)
  • [7] Finite horizon H2/H∞ control for discrete-time stochastic systems
    Zhang, Weihai
    Huang, Yulin
    Zhang, Huanshui
    WCICA 2006: SIXTH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION, VOLS 1-12, CONFERENCE PROCEEDINGS, 2006, : 2042 - +
  • [8] Stochastic H2/H∞ control for discrete-time systems with state and disturbance dependent noise
    Zhang, Weihai
    Huang, Yulin
    Zhang, Huanshui
    AUTOMATICA, 2007, 43 (03) : 513 - 521
  • [9] H∞ control and filtering of discrete-time stochastic systems with multiplicative noise
    Gershon, E
    Shaked, U
    Yaesh, I
    AUTOMATICA, 2001, 37 (03) : 409 - 417
  • [10] Finite Horizon H2/H∞ Control for Discrete-Time Time-Delay Stochastic Systems with Infinite Markov Jumps
    Sun, Meiting
    Hou, Ting
    2018 37TH CHINESE CONTROL CONFERENCE (CCC), 2018, : 1551 - 1555
12345