• DocumentCode
    3160950
  • Title

    Infinite Horizon H2/H Control for Stochastic Systems with Markovian Jumps

  • Author

    Huang, Yulin ; Zhang, Weihai ; Feng, Gang

  • Author_Institution
    Shandong Inst. of Light Ind., Jinan
  • fYear
    2007
  • fDate
    9-13 July 2007
  • Firstpage
    2422
  • Lastpage
    2427
  • Abstract
    This paper studies robust H2/Hinfin control problem for systems subjected to multiplicative noise and Markovian parameter jumps. A necessary/sufficient condition for the existence of H2/Hinfin control is presented by means of two coupled algebraic Riccati equations, respectively. Finally, a suboptimal H2/Hinfin controller design algorithm is also obtained by solving a convex optimization problem.
  • Keywords
    Hinfin control; Markov processes; Riccati equations; control system synthesis; convex programming; stochastic systems; Markovian parameter jumps; algebraic Riccati equations; convex optimization problem; infinite horizon H2/Hinfin control; multiplicative noise; stochastic systems; Algorithm design and analysis; Control systems; Design optimization; Hydrogen; Infinite horizon; Noise robustness; Riccati equations; Robust control; Stochastic systems; Sufficient conditions;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 2007. ACC '07
  • Conference_Location
    New York, NY
  • ISSN
    0743-1619
  • Print_ISBN
    1-4244-0988-8
  • Electronic_ISBN
    0743-1619
  • Type

    conf

  • DOI
    10.1109/ACC.2007.4282295
  • Filename
    4282295
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3160950