Infinite horizon stochastic \(H_2/H_\infty \)control for discrete-time systems with state and disturbance dependent noise

DOI10.1016/j.automatica.2008.01.028zbMath1153.93030MaRDI QIDQ999037

Xie, Lihua, Weihai Zhang, Yulin Huang

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

zbMATH Keywords

bounded realness; discrete-time stochastic systems; coupled matrix-valued equations; \(H_{2}/H_\infty \) control; state and disturbance-dependent noise

Mathematics Subject Classification ID

90C25: Convex programming

93C55: Discrete-time control/observation systems

93E03: Stochastic systems in control theory (general)

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