\(H_\infty\) control for nonlinear infinite Markov jump systems (Q1720685)
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| Language | Label | Description | Also known as |
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| English | \(H_\infty\) control for nonlinear infinite Markov jump systems |
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\(H_\infty\) control for nonlinear infinite Markov jump systems (English)
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8 February 2019
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Summary: In this paper, we discuss the infinite horizon \(H_{\infty}\) control problem for a class of nonlinear stochastic systems with state, control, and disturbance dependent noise. The jumping parameters are modelled as an infinite-state Markov chain. Based on the solvability of a set of coupled Hamilton-Jacobi inequalities (HJIs), the exponential mean square \(H_{\infty}\) controller for the considered nonlinear stochastic systems is obtained. A numerical example is given to show the effectiveness of the proposed design method.
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