Indefinite mixed H2/H∞ control of linear stochastic systems

被引：0

作者：

Gashi, Bujar ^{[1
]}

Hua, Haochen ^{[2
]}

机构：

[1] Univ Liverpool, Dept Math Sci, Peach St, Liverpool L69 7ZL, Merseyside, England

[2] Hohai Univ, Coll Energy & Elect Engn, Nanjing, Peoples R China

来源：

2024 AUSTRALIAN & NEW ZEALAND CONTROL CONFERENCE, ANZCC | 2024年

基金：

中国国家自然科学基金;

关键词：

QUADRATIC REGULATORS; NOISE; (X;

D O I：

10.1109/ANZCC59813.2024.10432835

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We introduce an indefinite generalisation to the finite-horizon mixed H-2/H-infinity control method for linear stochastic systems with additive and multiplicative noise. This permits for the consideration of linear systems without feed-through input to output paths, and optimality criteria with indefinite weights. We prove that in this case there exist a parameterised family of Nash equilibria of an affine state-feedback form, and derive explicit formulas for such equilibria in terms of certain coupled Riccati and linear differential equations with equality and inequality algebraic constraints.

引用

页码：265 / 270

页数：6

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