• DocumentCode
    56999
  • Title

    Finite horizon H2/H∞ control of time-varying stochastic systems with Markov jumps and (x, u, v)-dependent noise

  • Author

    Ming Gao ; Li Sheng ; Weihai Zhang

  • Author_Institution
    Coll. of Electr. Eng. & Autom., Shandong Univ. of Sci. & Technol., Qingdao, China
  • Volume
    8
  • Issue
    14
  • fYear
    2014
  • fDate
    September 18 2014
  • Firstpage
    1354
  • Lastpage
    1363
  • Abstract
    This study investigates the finite horizon H2/H∞ control of time-varying stochastic Markov jump systems (SMJSs) with state, control and disturbance-dependent noise. Firstly, the stochastic bounded real lemma of SMJSs is established, which by itself has theoretical importance. Secondly, several necessary and sufficient conditions for H2/H∞ control of SMJSs are proposed by means of coupled generalised differential Riccati equations. Finally, two numerical examples are given to show the effectiveness of the obtained results.
  • Keywords
    H∞ control; Markov processes; Riccati equations; differential equations; stochastic systems; SMJS; coupled generalised differential Riccati equations; disturbance-dependent noise; finite horizon H infinity control; stochastic bounded real lemma; time-varying stochastic Markov jump systems;
  • fLanguage
    English
  • Journal_Title
    Control Theory & Applications, IET
  • Publisher
    iet
  • ISSN
    1751-8644
  • Type

    jour

  • DOI
    10.1049/iet-cta.2013.1070
  • Filename
    6892178
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=56999