Finite horizon H2/H∞ control of time-varying stochastic systems with Markov jumps and (x,u,v)-dependent noise

被引：15
|
作者：
Gao, Ming [1 ]
Sheng, Li [2 ]
Zhang, Weihai [1 ]
机构：
[1] Shandong Univ Sci & Technol, Coll Elect Engn & Automat, Qingdao 266590, Peoples R China
[2] China Univ Petr East China, Coll Informat & Control Engn, Qingdao 266580, Peoples R China
来源：
IET CONTROL THEORY AND APPLICATIONS | 2014年 / 8卷 / 14期
基金：
中国国家自然科学基金; 中国博士后科学基金; 高等学校博士学科点专项科研基金;
关键词：
H-a control; stochastic systems; Markov processes; Riccati equations; differential equations; finite horizon H infinity control; time-varying stochastic Markov jump systems; SM[!text type='JS']JS[!/text; disturbance-dependent noise; stochastic bounded real lemma; coupled generalised differential Riccati equations; ROBUST STABILITY; H-INFINITY; DISCRETE; STATE;
D O I：
10.1049/iet-cta.2013.1070
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 study investigates the finite horizon H-2/H control of time-varying stochastic Markov jump systems (SMJSs) with state, control and disturbance-dependent noise. Firstly, the stochastic bounded real lemma of SMJSs is established, which by itself has theoretical importance. Secondly, several necessary and sufficient conditions for H-2/H control of SMJSs are proposed by means of coupled generalised differential Riccati equations. Finally, two numerical examples are given to show the effectiveness of the obtained results.
引用
收藏
页码：1354 / 1363
页数：10
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