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
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