Title :
Finite Horizon H2/H∞ Control for Discrete-Time Stochastic Systems
Author :
Weihai Zhang ; Yulin Huang ; Huanshui Zhang
Author_Institution :
Sch. of Electron. Inf. & Control Eng., Shandong Inst. of Light Ind., Jinan
Abstract :
For discrete-time stochastic systems with state and external disturbance dependent noise, a necessary and sufficient condition for the existence of H2/Hinfin control is presented via four coupled Riccati equations, which extends the previous result
Keywords :
Hinfin control; Riccati equations; discrete time systems; stochastic systems; H2/Hinfin control; Riccati equations; discrete-time stochastic systems; disturbance dependent noise; Additive noise; Control engineering; Control systems; Differential equations; Electrical equipment industry; Industrial electronics; Riccati equations; Stochastic resonance; Stochastic systems; Symmetric matrices; Discrete-time stochastic systems; H; coupled Riccati equations;
Conference_Titel :
Intelligent Control and Automation, 2006. WCICA 2006. The Sixth World Congress on
Conference_Location :
Dalian
Print_ISBN :
1-4244-0332-4
DOI :
10.1109/WCICA.2006.1712717
