Infinite horizon stochastic H₂/H_ control for discrete-time systems with state and disturbance dependent noise
From MaRDI portal
Publication:999037
DOI10.1016/J.AUTOMATICA.2008.01.028zbMATH Open1153.93030OpenAlexW2120617135MaRDI QIDQ999037FDOQ999037
Authors: Weihai Zhang, Yulin Huang, Lihua Xie 
Publication date: 30 January 2009
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2008.01.028
Recommendations
- Stochastic \(H_{2}/H_{\infty }\) control for discrete-time systems with state and disturbance dependent noise
- Stochastic \(H_{2}/H_{\infty }\) control with \((x,u,v)\)-dependent noise: finite horizon case
- Stochastic \(H_\infty\) control for discrete-time singular systems with state and disturbance dependent noise
- Infinite horizon \(H_2/H_\infty\) optimal control for discrete-time Markov jump systems with \((x,u,v)\)-dependent noise
- Mixed \(\mathcal H_2/\mathcal H_{\infty}\) control: the discrete-time case
discrete-time stochastic systemsbounded realnesscoupled matrix-valued equations\(H_{2}/H_\infty \) controlstate and disturbance-dependent noise
Convex programming (90C25) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03)
Cites Work
- Mixed H/sub 2//H/sub ∞/-control of discrete-time Markovian jump linear systems
- Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls
- H∞-type control for discrete-time stochastic systems
- \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.
- A Nash game approach to mixed H/sub 2//H/sub ∞/ control
- Stochastic>tex<$H_2/H_infty $>/tex<Control WithState-Dependent Noise
- On stabilizability and exact observability of stochastic systems with their applications.
- Stochastic \(H_{2}/H_{\infty }\) control for discrete-time systems with state and disturbance dependent noise
- Mixed H/sub 2//H/sub infinity / control: a convex optimization approach
- Differential Game Approach to the Mixed H-H Problem
- Stochastic \(H_{2}/H_{\infty }\) control with \((x,u,v)\)-dependent noise: finite horizon case
- Mixed \(\mathcal H_2/\mathcal H_{\infty}\) control: the discrete-time case
- Multiobjective \({\mathcal H}_2/{\mathcal H}_{\infty}\) control design
- LQG control with an H/sup infinity / performance bound: a Riccati equation approach
- On the discrete-time bounded real lemma with application in the characterization of static state feedback \(H_ \infty\) controllers
- Static output-feedback of state-multiplicative systems with application to altitude control
- Extensions of quadratic minimization theory II. Infinite time results
Cited In (42)
- \(\mathcal{H}_-\) index for stochastic linear discrete-time systems
- Stochastic \(H_2/H_\infty\) control for discrete-time mean-field systems with Poisson jump
- Guaranteed cost PID control for uncertain discrete-time stochastic systems with additive gain perturbations
- Robust \(H_2/H_\infty\) control for a class of time-varying nonlinear stochastic systems with state- and control-dependent noises
- Stackelberg game approach to mixed stochastic \(H_2 /H_{\infty}\) control for mean-field jump-diffusions systems
- Stochastic incremental \(H_\infty\) control for discrete-time switched systems with disturbance dependent noise
- Incentive feedback Stackelberg strategy for the discrete-time stochastic systems
- Robust stability, stabilization, and \(H_{\infty}\) control of a class of nonlinear discrete time stochastic systems
- A novel adaptive robust control approach for underactuated mobile robot
- Estimating option Greeks under the stochastic volatility using simulation
- Stochastic \(H_\infty\) control for discrete-time singular systems with state and disturbance dependent noise
- Finite horizon \(H_2 / H_\infty\) control for SDEs with infinite Markovian jumps
- Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps
- Multiobjective \(\mathcal{H}_2/\mathcal{H}_\infty\) control design subject to multiplicative input dependent noises
- Infinite horizon \(H_{2}/H_{\infty }\) control for discrete-time time-varying Markov jump systems with multiplicative noise
- Quadratic stabilizability and \(H_{\infty}\) control of linear discrete-time stochastic uncertain systems
- Finite horizon mean-field stochastic \(H_2/H_\infty\) control for continuous-time systems with \((x,v)\)-dependent noise
- \(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching
- Stackelberg method to stabilize game-based control system
- Algorithms to solve stochastic \(H_2 / H_{\infty}\) control with state-dependent noise
- Multiobjective control for nonlinear stochastic Poisson jump-diffusion systems via T-S fuzzy interpolation and Pareto optimal scheme
- Discrete-time mean-field stochastic \(H_2/H_\infty\) control
- Output feedback \(H_{\infty}\) control for discrete-time mean-field stochastic systems
- Almost sure stability and stabilization of discrete-time stochastic systems
- Stochastic \(H_{2}/H_{\infty }\) control for discrete-time systems with state and disturbance dependent noise
- Robust quadratic stabilizability and \(H_{\infty}\) control of uncertain linear discrete-time stochastic systems with state delay
- Distributed \(\mathcal{H}_\infty\) Gaussian consensus filtering for discrete-time systems over lossy sensor networks
- Infinite horizon \(H_2/H_\infty\) optimal control for discrete-time Markov jump systems with \((x,u,v)\)-dependent noise
- Fault detection for linear discrete time-varying systems with measurement packet dropping
- A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems
- High-order stochastic adaptive controller design with application to mechanical system
- Some remarks on infinite horizon stochastic \(H_2/H_\infty\) control with \((x,u,v)\)-dependent noise and Markov jumps
- Open-loop and closed-loop Nash equilibria for the LQ stochastic difference game
- \(H_2/H_\infty\) control of networked control system with random time delays
- A bounded real lemma type-result with respect to the anisotropic norm setup for stochastic systems with multiplicative noise
- H2 performance limitations for LTI discrete-time systems in the presence of stochastic disturbance
- Recursive linear estimation for discrete-time systems in the presence of different multiplicative observation noises
- Infinite horizon linear-quadratic Stackelberg games for discrete-time stochastic systems
- Some properties of exact observability of linear stochastic systems and their applications
- Stochastic \(H_2/H_{\infty}\) control for mean-field stochastic differential systems with \((x, u, v)\)-dependent noise
- Elegant anti-disturbance control for discrete-time stochastic systems with nonlinearity and multiple disturbances
- \(H_\infty\) control for continuous-time mean-field stochastic systems
This page was built for publication: Infinite horizon stochastic \(H_2/H_\infty \)control for discrete-time systems with state and disturbance dependent noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q999037)
