Stochastic \(H_{2}/H_{\infty }\) control for discrete-time systems with state and disturbance dependent noise

DOI10.1016/j.automatica.2006.09.015zbMath1137.93057OpenAlexW8698150MaRDI QIDQ875493

Weihai Zhang, Yulin Huang, Huan-Shui Zhang

Publication date: 13 April 2007

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2006.09.015

zbMATH Keywords

discrete-time stochastic systems\(H_{2}/H_{\infty}\) controlcoupled matrix-valued equations

Mathematics Subject Classification ID

Design techniques (robust design, computer-aided design, etc.) (93B51) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03)

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Cites Work

• Discrete-time indefinite LQ control with state and control dependent noises
• Mixed \(\mathcal H_2/\mathcal H_{\infty}\) control: the discrete-time case
• Static \(H_{2}\) and \(H_{\infty }\) output-feedback of discrete-time LTI systems with state multiplicative noise
• Multiobjective \boldmath$\Ht/\Hf$ Control Design
• State Feedback $H_\infty$ Control for a Class of Nonlinear Stochastic Systems
• Mixed H/sub 2//H/sub infinity / control: a convex optimization approach
• A Nash game approach to mixed H/sub 2//H/sub ∞/ control
• Mixed H/sub 2//H/sub ∞/-control of discrete-time Markovian jump linear systems
• H∞-type control for discrete-time stochastic systems
• Stochastic>tex<$H_2/H_infty $>/tex<Control WithState-Dependent Noise
• Robust Kalman filters for linear time-varying systems with stochastic parametric uncertainties
• Stochastic differential equations. An introduction with applications.

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