Infinite horizon stochastic \(H_2/H_\infty \)control for discrete-time systems with state and disturbance dependent noise
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Publication:999037
DOI10.1016/j.automatica.2008.01.028zbMath1153.93030OpenAlexW2120617135MaRDI QIDQ999037
Weihai Zhang, Yulin Huang, Xie, Lihua
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
bounded realnessdiscrete-time stochastic systemscoupled 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)
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