• DocumentCode
    3608486
  • Title

    Robust H2/H control for periodic stochastic difference systems with mutiplicative noise

  • Author

    Gang Li ; Weihai Zhang ; Ming Chen

  • Author_Institution
    Sch. of Math. & Syst. Sci., Shandong Univ. of Sci. & Technol., Qingdao, China
  • Volume
    9
  • Issue
    16
  • fYear
    2015
  • Firstpage
    2451
  • Lastpage
    2457
  • Abstract
    The aim of this study is to investigate the discrete-time periodic stochastic mixed H2/H control problem with state and external disturbance dependent noises. Under the assumption of KN-exact observability, the authors present a sufficient condition for the existence of mixed H2/H control for stochastic periodic difference systems, which transforms the H2/H controller design into solving four coupled matrix-valued equations.
  • Keywords
    H control; H2 control; control system synthesis; discrete time systems; observability; periodic control; robust control; stochastic systems; κN-exact observability; coupled matrix-valued equations; discrete-time periodic stochastic mixed H2-H control problem; external disturbance dependent noises; mutiplicative noise; periodic stochastic difference systems; robust H2-H controller design; sufficient condition;
  • fLanguage
    English
  • Journal_Title
    Control Theory Applications, IET
  • Publisher
    iet
  • ISSN
    1751-8644
  • Type

    jour

  • DOI
    10.1049/iet-cta.2014.0559
  • Filename
    7299718