共 42 条
H2/H∞ Control for Stochastic Jump-Diffusion Systems with Markovian Switching
被引:7
作者:
Wang, Meijiao
[1
]
Meng, Qingxin
[2
]
Shen, Yang
[3
]
机构:
[1] Univ Shanghai Sci & Technol, Sch Business, Shanghai 200093, Peoples R China
[2] Huzhou Univ, Dept Math Sci, Huzhou 313000, Zhejiang, Peoples R China
[3] Univ New South Wales, Sch Risk & Actuarial Studies, Sydney, NSW 2052, Australia
基金:
中国国家自然科学基金;
关键词:
H-2/H-infinity control;
jump bounded real lemma;
jump-diffusion systems;
Markovian switching;
system of Riccati type differential equations;
H-INFINITY CONTROL;
DISCRETE-TIME-SYSTEMS;
STATE-FEEDBACK CONTROL;
DIFFERENTIAL-EQUATIONS;
ROBUST STABILIZATION;
LINEAR-SYSTEMS;
POISSON NOISE;
STABILITY;
DESIGN;
DELAY;
D O I:
10.1007/s11424-020-9131-y
中图分类号:
O1 [数学];
学科分类号:
0701 ;
070101 ;
摘要:
In this paper, a stochastic H-2/H-infinity control problem is investigated for Poisson jump-diffusion systems with Markovian switching, which are driven by a Brownian motion and a Poisson random measure with the system parameters modulated by a continuous-time finite-state Markov chain. A stochastic jump bounded real lemma is proved, which reveals that the norm of the perturbation operator below a given threshold is equivalent to the existence of a global solution to a parameterized system of Riccati type differential equations. This result enables the authors to obtain sufficient and necessary conditions for the existence of H-2/H-infinity control in terms of two sets of interconnected systems of Riccati type differential equations.
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页码:924 / 954
页数:31
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