Title :
Stochastic finite horizon H∞ control for nonlinear 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
Abstract :
The paper deals with the stochastic Hinfin control problem for nonlinear discrete-time systems with multiplicative noises. Based on Hamilton-Jacobi equations, the nonlinear stochastic Hinfin control designer is given. Dissipative inequality and equality are both introduced in the paper. The proposed approach can be further used to solve more difficult stochastic infinite horizon Hinfin control problems.
Keywords :
Hinfin control; control system analysis; discrete time systems; nonlinear control systems; stochastic systems; Hamilton-Jacobi equations; dissipative inequality; multiplicative noises; nonlinear discrete-time systems; stochastic finite horizon Hinfin control; Control systems; Filtering; Intelligent robots; Linear systems; Nonlinear control systems; Nonlinear equations; Nonlinear systems; Stochastic processes; Stochastic resonance; Stochastic systems; Dissipative; H∞ control; Multiplicative noise; Nonlinear; Stochastic;
Conference_Titel :
Control Conference, 2008. CCC 2008. 27th Chinese
Conference_Location :
Kunming
Print_ISBN :
978-7-900719-70-6
Electronic_ISBN :
978-7-900719-70-6
DOI :
10.1109/CHICC.2008.4605440