Finite-time \(H_2 / H_\infty\) control for linear Itô stochastic Markovian jump systems with Brownian motion and Poisson jumps
DOI10.1016/j.sysconle.2022.105285zbMath1497.93207OpenAlexW4281777641MaRDI QIDQ2154845
Shiyu Zhong, Shuping He, Zhi-Guo Yan
Publication date: 15 July 2022
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2022.105285
Markovian jump systems\(H_2/ H_\infty\) controlBrownian motion and Poisson jumpsfinite-time bounded-Nessmode-dependent parameter approach
(H^infty)-control (93B36) Linear systems in control theory (93C05) Brownian motion (60J65) Stochastic systems in control theory (general) (93E03) Finite-time stability (93D40) Jump processes on discrete state spaces (60J74)
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