Stochastic \(H_2/H_\infty\)-control for a dynamical system with internal noises multiplicative with respect to state, control, and external disturbance

DOI10.1134/S0005117913030089zbMath1282.93269OpenAlexW2011377419MaRDI QIDQ361671

M. E. Shaikin

Publication date: 19 August 2013

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

Full work available at URL: https://doi.org/10.1134/s0005117913030089

Mathematics Subject Classification ID

Perturbations in control/observation systems (93C73) (H^infty)-control (93B36) Stochastic stability in control theory (93E15)

Related Items (4)

Multiplicative stochastic systems: optimization and analysis ⋮ Multiplicative stochastic systems with multiple external disturbances ⋮ Design of optimal state controller robust to external disturbance for one class of nonstationary stochastic systems ⋮ RobustH₂/H_∞control for a class of time-varying nonlinear stochastic systems with state- and control-dependent noises

Cites Work

• Unnamed Item
• Unnamed Item
• Anisotropy-based robust performance analysis of finite horizon linear discrete time varying systems
• Minimum entropy \(H_{\infty}\) control
• Solving forward-backward stochastic differential equations explicitly -- a four step scheme
• Analytical controller design. I
• Forward-backward stochastic differential equations, linear quadratic stochastic optimal control and nonzero sum differential games
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• Feedback and optimal sensitivity: Model reference transformations, multiplicative seminorms, and approximate inverses
• Robustness with observers
• Stochastic $H^\infty$
• Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
• Mixed ℋ/sub 2/ and ℋ/sub ∞/ performance objectives. I. Robust performance analysis
• Mixed ℋ/sub 2/ and ℋ/sub ∞/ performance objectives. II. Optimal control
• Generalized Lyapunov Equation Approach to State-Dependent Stochastic Stabilization/Detectability Criterion
• Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
• Stochastic>tex<$H_2/H_infty $>/tex<Control WithState-Dependent Noise

This page was built for publication: Stochastic \(H_2/H_\infty\)-control for a dynamical system with internal noises multiplicative with respect to state, control, and external disturbance