Pareto Optimal Strategy under H∞ Constraint for Discrete-Time Stochastic Systems

被引：0
|
作者：
Jiang, Xiushan [1 ]
Pang, Qingti [1 ]
Zhao, Dongya [1 ]
Zhang, Qingkang [2 ]
机构：
[1] China Univ Petr East China, Coll New Energy, Qingdao 266580, Peoples R China
[2] Shandong Univ Sci & Technol, Coll Elect Engn & Automat, Qingdao 266590, Peoples R China
来源：
PROCESSES | 2022年 / 10卷 / 07期
基金：
中国博士后科学基金; 中国国家自然科学基金;
关键词：
discrete-time stochastic systems; Pareto optimality; indefinite LQ control; worst-case disturbance; generalized difference Riccati equations; LINEAR-QUADRATIC CONTROL; STATE; GAME;
D O I：
10.3390/pr10071344
中图分类号：
TQ [化学工业];
学科分类号：
0817 ;
摘要：
This paper investigates the Pareto optimal strategy of discrete-time stochastic systems under H infinity constraint, in which the weighting matrices of the weighted sum cost function can be indefinite. Combining the H infinity control theory with the indefinite LQ control theory, the generalized difference Riccati equations (GDREs) are obtained. By means of the solution of the GDREs, the Pareto optimal strategy with H infinity constraint is derived, and the necessary and sufficient conditions for the existence of the strategy are presented. Then the Pareto optimal solution under the worst-case disturbance is solved. Finally, the efficiency of the obtained results is illustrated by a numerical example.
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页数：18
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