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

被引：0
|
作者：
Zhang, Weihai [1 ]
Zhang, Huanshui [2 ]
Chen, Bor-Sen [3 ]
机构：
[1] Shandong Inst Light Ind, Sch Elect Informat & Control Engn, Jinan 250100, Peoples R China
[2] Shenzhen Grad Sch, Harbin Inst Technol, Informat & Control Res Ctr, Shenzhen 518055, Peoples R China
[3] Natl Tsing Hua Univ, Dept Elect Engn, Hsinchu 30013, Taiwan
来源：
2006 9TH INTERNATIONAL CONFERENCE ON CONTROL, AUTOMATION, ROBOTICS AND VISION, VOLS 1- 5 | 2006年
关键词：
nonlinear stochastic systems; H-2/H-infinity control; HamiIton-Jacobi equation;
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：
In this paper, the finite horizon mixed H-2/H-infinity control problem is studied for the systems governed by Ito-type nonlinear stochastic differential equations with state, control and external disturbance-dependent noise. It is shown that the mixed H-2/H-infinity control under consideration is associated with the four cross-coupled Hamilton-Jacobi equations in nonlinear case. Some necessary and/or sufficient conditions for the existence of finite horizon stochastic H-2/H infinity controllers are derived. In particular, some previous results on deterministic and stochastic H-infinity (H-2/H-infinity) can be viewed as simple corollaries of our main theorems.
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页码：1912 / +
页数：3
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