Stochastic problems in H_ and H₂/ H_ control

DOI10.1134/S0005117909020015zbMATH Open1163.93032OpenAlexW2029859517MaRDI QIDQ1027686FDOQ1027686

M. E. Shaikin

Publication date: 30 June 2009

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

Full work available at URL: https://doi.org/10.1134/s0005117909020015

zbMATH Keywords

linear matrix inequalitiesstochastic control systemsstochastic and determinate perturbations

Mathematics Subject Classification ID

(H^infty)-control (93B36) Perturbations in control/observation systems (93C73) Stochastic systems in control theory (general) (93E03)

Cites Work

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• A linear matrix inequality approach to H_∞ control
• Stochastic $H^\infty$
• Mixed ℋ/sub 2/ and ℋ/sub ∞/ performance objectives. I. Robust performance analysis
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• A Nash game approach to mixed H/sub 2//H/sub ∞/ control
• Stochastic>tex<$H_2/H_infty $>/tex<Control WithState-Dependent Noise
• Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
• The singular \(H_ 2\) control problem
• Mixed \(\mathcal H_2/\mathcal H_{\infty}\) control: the discrete-time case
• Stability Radii of Systems with Stochastic Uncertainty and Their Optimization by Output Feedback
• State-space approach to discrete-time,_ℋ∞control
• A new approach to lineary perturbed Riccati equations arising in stochastic control
• Minimum entropy static output-feedback control with an H/sub ∞/-norm performance bound
• Solution of the stochastic \(H_{\infty }\)-optimization problem for discrete time linear systems under parametric uncertainty
• On the relationship between the problem of anisotropy-based controller synthesis and classical optimal control problems

Cited In (5)

• Title not available (Why is that?)
• Stochastic Optimal Control in Infinite Dimension
• Algorithms to solve stochastic \(H_2 / H_{\infty}\) control with state-dependent noise
• Scaling and saturation in infinite-dimensional control problems with applications to stochastic partial differential equations
• Intrinsic difficulties in stochastic control of unstable convolution operators on Z

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