The Output Feedback <scp>H</scp>∞ Control Design for the Linear Stochastic System Driven by Both Brownian Motion and <scp>P</scp>oisson Jumps: A Nonlinear Matrix Inequality Approach

DOI10.1002/asjc.644zbMath1286.93160OpenAlexW1944817249MaRDI QIDQ5416869

Weihai Zhang, Xiangyun Lin, Xiang-Rong Wang

Publication date: 15 May 2014

Published in: Asian Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asjc.644

zbMATH Keywords

stochastic systemsPoisson jumpsnonlinear matrix inequalitiesoutput feedback \(H_{\infty }\) control

Mathematics Subject Classification ID

Feedback control (93B52) (H^infty)-control (93B36) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)

Related Items

\(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching ⋮ \(H_\infty\) robust tracking control of stochastic T-S fuzzy systems with Poisson jumps ⋮ Multiobjective control for nonlinear stochastic Poisson jump-diffusion systems via T-S fuzzy interpolation and Pareto optimal scheme

Cites Work

• Unnamed Item
• Unnamed Item
• Stochastic \(H_{2}/H_{\infty }\) control with \((x,u,v)\)-dependent noise: finite horizon case
• Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations
• McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets
• On solutions of backward stochastic differential equations with jumps and applications
• \(H_\infty\) control for stochastic systems with Poisson jumps
• \(H_\infty\) output-feedback control of discrete-time systems with state-multiplicative noise
• Robust H∞ observer-based tracking control of stochastic immune systems under environmental disturbances and measurement noises
• State Feedback $H_\infty$ Control for a Class of Nonlinear Stochastic Systems
• Output Feedback $H_\infty$ Control of Continuous-Time Infinite Markovian Jump Linear Systems via LMI Methods
• Optimal Control of Jump Processes
• Stochastic $H^\infty$
• A linear matrix inequality approach to H_∞ control
• Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
• Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration
• Robust H/sub ∞/ filtering of stationary continuous-time linear systems with stochastic uncertainties
• Robust H_∞ control of norm bounded uncertain systems via Markovian approach
• Option pricing when underlying stock returns are discontinuous