Stochastic H2/H∞ control with (x, u, v)-dependent noise

被引：0
|
作者：
Zhang, Weihai [1 ]
Zhang, Huanshui [1 ]
Chen, Bor-Sen [1 ]
机构：
[1] Harbin Inst Technol, Shenzhen Grad Sch, Informat & Control Res Ctr, Shenzhen 518055, Peoples R China
来源：
2005 44TH IEEE CONFERENCE ON DECISION AND CONTROL & EUROPEAN CONTROL CONFERENCE, VOLS 1-8 | 2005年
关键词：
D O I：
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中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper, finite and infinite horizon stochastic H-2/H-infinity control problems with all state, control input and external disturbance-dependent noise are studied. It is shown that the existence condition or finite horizon stochastic H-2/H-infinity control is equivalent to the solvability of four coupled matrix-valued differential equations, and that of infinite horizon stochastic H-2/H-infinity control is equivalent to the solvability of four coupled matrix-valued algebraic equations.
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页码：7352 / 7357
页数：6
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