New Approach to General Nonlinear Discrete-Time Stochastic H_\infty Control

DOI10.1109/TAC.2018.2847764zbMATH Open1482.93592arXiv1710.09752OpenAlexW2962713343MaRDI QIDQ5223654FDOQ5223654

Authors: Xiangyun Lin, Tianliang Zhang, Weihai Zhang, Bor-Sen Chen 

Publication date: 18 July 2019

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Abstract: In this paper, a new approach based on convex analysis is introduced to solve the $H_{i}nfty$ problem for discrete-time nonlinear stochastic systems. A stochastic version of bounded real lemma is proved and the state feedback $H_{i}nfty$ control is studied. Two examples are presented to show the effectiveness of our developed theory.

Full work available at URL: https://arxiv.org/abs/1710.09752

Mathematics Subject Classification ID

(H^infty)-control (93B36) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03)

Cited In (2)

• Event‐triggered H_∞ filtering for nonlinear discrete‐time stochastic systems with application to vehicle roll stability control
• Robust \(H_\infty\) filtering for nonlinear discrete-time stochastic systems

This page was built for publication: New Approach to General Nonlinear Discrete-Time Stochastic $H_\infty$ Control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5223654)