Finite Horizon H2/H∞ Control for Discrete-Time Time-Varying Stochastic Systems with Infinite Markov Jumps

被引：0
|
作者：
Wang, Jie [1 ]
Hou, Ting [1 ]
机构：
[1] Shandong Univ Sci & Technol, Coll Math & Syst Sci, Qingdao 266590, Peoples R China
来源：
PROCEEDINGS OF THE 36TH CHINESE CONTROL CONFERENCE (CCC 2017) | 2017年
基金：
中国国家自然科学基金;
关键词：
infinite Markov jumps; time-varying systems; bounded real lemma; finite horizon H-2/H-infinity control;
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 discusses the finite horizon H-2/H-infinity control for discrete-time time-varying systems with infinite Markov jumps parameters and multiplicative noise. Firstly, we present a stochastic bounded real lemma, which is crucial to solve the mixed H-2/H-infinity control problem of the concerned systems. A sufficient and necessary condition for the existence of the state feedback H-2/H-infinity controller is represented by the solvability of four coupled difference matrix-valued recursions.
引用
收藏
页码：3272 / 3275
页数：4
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