Infinite horizon \(H_2/H_\infty\) control for stochastic systems with Markovian jumps

DOI10.1016/j.automatica.2007.07.001zbMath1283.93253MaRDI QIDQ2440668

Gang Feng, Yulin Huang, Weihai Zhang

Publication date: 19 March 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2007.07.001

zbMATH Keywords

Markovian jumps; stochastic systems; coupled algebraic Riccati equations; stochastic \(H_2/H_\infty\) control

Mathematics Subject Classification ID

93B35: Sensitivity (robustness)

93B36: (H^infty)-control

93E03: Stochastic systems in control theory (general)

Related Items

H∞ Constraint Pareto Optimal Strategy for Stochastic LPV Systems, Incentive Stackelberg Games for Stochastic Systems, Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application, A Newton iterative method for coupled Lyapunov matrix equations, On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise, Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise, Some remarks on infinite horizon stochastic \(H_2/H_\infty\) control with \((x,u,v)\)-dependent noise and Markov jumps, Infinite horizon \(H_\infty\) control for nonlinear stochastic Markov jump systems with \((x, u, v)\)-dependent noise via fuzzy approach, Algorithms to solve stochastic \(H_2 / H_{\infty}\) control with state-dependent noise, Finite-time \(H_2/ H_\infty\) control design for stochastic Poisson systems with applications to clothing hanging device, Finite horizon \(H_2 / H_\infty\) control for SDEs with infinite Markovian jumps, A new look at the robust control of discrete-time Markov jump linear systems, Robust state-feedback control of stochastic state-multiplicative discrete-time linear switched systems with dwell time, RobustH_∞control of stochastic linear switched systems with dwell time

Uses Software

• LMI toolbox

Cites Work

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