Mixed H2/H∞ output-feedback control for stochastic discrete-time systems

Author

Lu, Xiao ; Zhang, Weihai

Author_Institution

Key Lab. for Robot & Intell. Technol. of Shandong Province, Shandong Univ. of Sci. & Technol., Qingdao

fYear

2008

fDate

2-4 July 2008

Firstpage

4792

Lastpage

4796

Abstract

The paper deals with the finite-horizon mixed H₂/H_infin output-feedback control of the discrete-time stochastic systems with multiplicative noise.It is shown that the H₂/H_infin output-feedback control of the discrete-time stochastic systems is equivalent to solving six coupled matrix-valued Riccati equations. The output feedback control has many applications in practice, and the proposed approach can be further used to deal with many problems such as infinite-horizon mixed H₂/H_infin control and the mixed H₂/H_infin control for stochastic time-delayed systems.

Keywords

H^infin control; Riccati equations; delays; discrete time systems; feedback; matrix algebra; stochastic systems; H₂/H_infin control; matrix-valued Riccati equations; multiplicative noise; output-feedback control; stochastic discrete-time systems; stochastic time-delayed systems; Control systems; Hydrogen; Intelligent robots; Optimal control; Output feedback; Riccati equations; Stochastic processes; Stochastic resonance; Stochastic systems; Symmetric matrices; Infinite-horizon; Mixed H2/H∞; Output-feedback Control; Stochastic;

fLanguage

English

Publisher

ieee

Conference_Titel

Control and Decision Conference, 2008. CCDC 2008. Chinese

Conference_Location

Yantai, Shandong

Print_ISBN

978-1-4244-1733-9

Electronic_ISBN

978-1-4244-1734-6

Type

conf

DOI

10.1109/CCDC.2008.4598239

Filename

4598239