Infinite horizon \(H_{2}/H_{\infty }\) control for discrete-time time-varying Markov jump systems with multiplicative noise

DOI10.1016/j.automatica.2012.05.006zbMath1246.93074OpenAlexW1996927847MaRDI QIDQ445990

Ting Hou, Hongji Ma, Weihai Zhang

Publication date: 27 August 2012

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2012.05.006

zbMATH Keywords

discrete-time systemstime-varying systemsRiccati equationsMarkov parametersmultiplicative noise\(H_{2}/H_{\infty }\) control

Mathematics Subject Classification ID

Related Items (21)

An efficient model predictive control for Markovian jump systems with all unstable modes ⋮ Robust mixed \(H_2/H_\infty\) model predictive control for Markov jump systems with partially uncertain transition probabilities ⋮ Some remarks on infinite horizon stochastic \(H_2/H_\infty\) control with \((x,u,v)\)-dependent noise and Markov jumps ⋮ Finite horizon mean-field stochastic \(H_2/H_\infty\) control for continuous-time systems with \((x,v)\)-dependent noise ⋮ \(H_2/H_{\infty}\) control design of detectable periodic Markov jump systems ⋮ Asynchronous output feedback control of time-varying Markovian jump systems within a finite-time interval ⋮ On the p th moment contraction of discrete-time stochastic delay systems with multi-dimensional random noises ⋮ Spectral tests for observability and detectability of periodic Markov jump systems with nonhomogeneous Markov chain ⋮ Stochastic \(H_2/H_{\infty}\) control for mean-field stochastic differential systems with \((x, u, v)\)-dependent noise ⋮ Discrete-time mean-field stochastic \(H_2/H_\infty\) control ⋮ Adaptive event-triggered output tracking control for Markovian jump systems: a robust \(H_2/H_\infty\) MPC approach ⋮ Dynamic output feedback model predictive control for asynchronous Markovian jump systems under try‐once‐discard protocol ⋮ Finite-time \(H_2/ H_\infty\) control design for stochastic Poisson systems with applications to clothing hanging device ⋮ Further Analysis on Observability of Stochastic Periodic Systems with Application to Robust Control ⋮ \(H_\infty\) control of Markov jump time-delay systems under asynchronous controller and quantizer ⋮ Algorithms to solve stochastic \(H_2 / H_{\infty}\) control with state-dependent noise ⋮ On the existence of the stabilizing solution of generalized Riccati equations arising in zero-sum stochastic difference games: the time-varying case ⋮ Finite-time \(H_2/H_\infty\) control for linear Itô stochastic systems with \((x,u,v)\)-dependent noise ⋮ Almost sure estimation and synthesis of ultimate bounds for discrete-time Markov jump linear systems ⋮ Stochastic \(H_2/H_\infty\) control for discrete-time mean-field systems with Poisson jump ⋮ H₂control of discrete-time periodic systems with Markovian jumps and multiplicative noise

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