Stochastic problems in \(H_{\infty}\) and \(H_{2}/ H_{\infty}\) control

DOI10.1134/S0005117909020015zbMath1163.93032OpenAlexW2029859517MaRDI QIDQ1027686

M. E. Shaikin

Publication date: 30 June 2009

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117909020015

zbMATH Keywords

linear matrix inequalitiesstochastic control systemsstochastic and determinate perturbations

Mathematics Subject Classification ID

Perturbations in control/observation systems (93C73) (H^infty)-control (93B36) Stochastic systems in control theory (general) (93E03)

Cites Work

• Solution of the stochastic \(H_{\infty }\)-optimization problem for discrete time linear systems under parametric uncertainty
• On the relationship between the problem of anisotropy-based controller synthesis and classical optimal control problems
• The singular \(H_ 2\) control problem
• A new approach to lineary perturbed Riccati equations arising in stochastic control
• Mixed \(\mathcal H_2/\mathcal H_{\infty}\) control: the discrete-time case
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• Stability Radii of Systems with Stochastic Uncertainty and Their Optimization by Output Feedback
• State-space approach to discrete-time,_ℋ∞control
• Stochastic $H^\infty$
• A Nash game approach to mixed H/sub 2//H/sub ∞/ control
• A linear matrix inequality approach to H_∞ control
• Mixed ℋ/sub 2/ and ℋ/sub ∞/ performance objectives. I. Robust performance analysis
• Minimum entropy static output-feedback control with an H/sub ∞/-norm performance bound
• Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
• Stochastic>tex<$H_2/H_infty $>/tex<Control WithState-Dependent Noise
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