A unified design for state and output feedback H∞ control of nonlinear stochastic Markovian jump systems with state and disturbance-dependent noise

被引：65

作者：

Lin, Zhongwei ^{[2
]}

Lin, Yan ^{[2
]}

Zhang, Weihai ^{[1
]}

机构：

[1] Shandong Univ Sci & Technol, Coll Informat & Elect Engn, Qingdao 266510, Peoples R China

[2] Beijing Univ Aeronaut & Astronaut, Sch Automat, Beijing 100191, Peoples R China

来源：

AUTOMATICA | 2009年 / 45卷 / 12期

关键词：

H-infinity control; Nonlinear systems; Stochastic systems; Markovian jumps; Output feedback; TIME-DELAY SYSTEMS; LINEAR-SYSTEMS; STABILITY; STABILIZATION;

D O I：

10.1016/j.automatica.2009.09.027

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

For a class of continuous-time nonlinear stochastic Markovian jump systems with state- and disturbance-dependent noise, both the state and output feedback H-infinity control problems are studied. Based on the solvability of a set of coupled Hamilton-Jacobi inequalities (HJIs), we give a unified design for both state and dynamic output feedback H-infinity control via a common function u(., r(t)) (i.e., u(x, r(t)) is a state feedback H-infinity control, while u(x, r(t)) is the desired output feedback H-infinity control). (C) 2009 Elsevier Ltd. All rights reserved.

引用

页码：2955 / 2962

页数：8

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