Stochastic H2/H∞ control with state-dependent noise

被引：352
作者：
Chen, BS
Zhang, WH
机构：
[1] Shandong Inst Light Ind, Coll Mech & Elect Engn, Jinan 250100, Peoples R China
[2] Natl Tsing Hua Univ, Electrical Engn & Comp Sci, Hsinchu, Taiwan
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2004年 / 49卷 / 01期
关键词：
coupled Riccati equations; exact observability; state-dependent noise; stochastic detectability; stochastic H-2/H-infinity control;
D O I：
10.1109/TAC.2003.821400
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 discusses the stochastic H-2 / H-infinity control problem with state-dependent noise. By means of the stabilization, exact observability and stochastic detectability of stochastic systems, the infinite horizon stochastic H-2 / H-infinity control design is developed. For the finite horizon H-2 / H-infinity control problem, our results generalize the corresponding deterministic ones to the stochastic models. Finally, the observer-based suboptimal stochastic H-2 / H-infinity control is discussed in which the state variables cannot be measured directly, and a feasible design algorithm is proposed.
引用
收藏
页码：45 / 57
页数：13
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