\(H^{2}\) optimal control for linear stochastic systems

DOI10.1016/j.automatica.2004.01.023zbMath1060.93107OpenAlexW2091804515MaRDI QIDQ1883117

Toader Morozan, Vasile Dragan, Adrian-Mihail Stoica

Publication date: 1 October 2004

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2004.01.023

zbMATH Keywords

stabilizationRiccati equationswhite noisestochastic systemsoutput-feedbacknumerical algorithmsstabilizing solutionsMarkov jump parameters\(H^2\) optimal control

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) (H^infty)-control (93B36) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

Related Items

Controller design for Markov jumping systems subject to actuator saturation, Stabilization of the stochastic jump diffusion systems by state-feedback control, The LMI approach for stabilizing of linear stochastic systems, A separation principle for the \(H_{2}\)-control of continuous-time infinite Markov jump linear systems with partial observations, Quadratic optimal control of switched linear stochastic systems, Stochastic stabilization of a class of nonhomogeneous Markovian jump linear systems, Almost sure exponential stabilisation of stochastic systems by state-feedback control, Output feedback control of a class of stochastic hybrid systems, Multiobjective output feedback control of a class of stochastic hybrid systems with state-dependent noise, Singular linear quadratic optimal control for singular stochastic discrete‐time systems, Global mean‐square exponential stabilization of stochastic system with time delay via impulsive control, Stochastic \(H^2\) optimal control for a class of linear systems with periodic coefficients, H₂optimal control for a wide class of discrete-time linear stochastic systems, H₂control of discrete-time periodic systems with Markovian jumps and multiplicative noise

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