Nonlinear stochastic H2/H∞ control with state-dependent noise

Proceedings of the American Control Conference

Volumn 1, Issue , 2005, Pages 380-385

  Zhang, Weihai ^a,b   Feng, Jun'e ^c   Chen, Bor Sen ^d   Cheng, Zhaolin ^c  

^a Shenzhen University Town   (China)

^b SHANDONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^c SHANDONG UNIVERSITY   (China)

^d NATIONAL TSING HUA UNIVERSITY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

DIFFERENTIAL EQUATIONS; HAMILTONIANS; MATHEMATICAL MODELS; NONLINEAR CONTROL SYSTEMS; OPTIMIZATION; PROBLEM SOLVING; STATE ESTIMATION;

HAMILTON-JACOBI EQUATIONS; NONLINEAR STOCHASTIC SYSTEMS; STATE-DEPENDENT NOISE;

STOCHASTIC CONTROL SYSTEMS;

EID: 23944490495     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (17)

1. G. Zames, "Feedback and optimal sensitivity: model reference transformation, multiplicative seminorms and approximative inverses," IEEE Trans. Automat. Contr., vol. 26, 1981, pp. 301-320.
2. ∞ control," IEEE Trans.Automat.Contr., vol. 39, 1994, pp. 69-82.
3. S. Boyd, L. El Ghaoui, E. Feron and V. Balakrishnan, Linear matrix inequalities in system and control theory. Philadelphia: SIAM, 1994.
4. ∞, " SIAM J. Contr. Optimiz., vol. 36, 1998, pp. 1504-1538.
5. R. Z. Has'minskii, Stochastic stability of differential equations, Alphen: Sijtjoff and Noordhoff, 1980.
6. Y. Liu, Backward stochastic differential equation and stochastic control system. Ph. D thesis, Shandong University, Jinan, P.R. China, 1999.
7. ∞ control of stochastic uncertain systems," accepted for publication in Proc. 5th World Congress on Intelligent Control and Automation, June, 2004.
8. ∞ control with state-dependent noise," IEEE Trans. Automat. Contr., vol. 49, 2004, pp. 45-57.
9. ∞ control of nonlinear systems," in Proc. 34th CDC. New Orleans, USA, 1995, pp. 333-338.
10. ∞ control of systems with parameter uncertainty," Int. J. Contr., vol. 63, 1996, pp. 741-750.
11. ∞ control for a class of nonlinear stochastic systems," SIAM J. Contr. Optim., in revision.
12. B.-S. Chen and W. Zhang, "A Unified Treatment for Regulator Theory and Stabilization of Nonlinear Stochastic Systems," IEEE Trans. Automat. Contr., submitted for publication.
13. R.Curtain. Lecture Notes in Mathematics 294, New York: Springer Verlag, 1972.
14. ∞ control," IEEE Trans.Automat.Contr., vol. 37, 1992, pp.770-784.
15. ∞ problems," IEEE Trans.Automat.Contr., vol. 34, 1989, pp. 831-847.
16. ∞ performance bound: A Riccati equation approach," IEEE Trans.Automat.Contr., vol. 34, 1989, pp. 293-305.
17. P. Florchinger, "Feedback stabilization of stochastic bilinear systems and of some nonlinear stochastic systems," Stochastic Analysis and Applications, vol. 12, 1994, pp. 527-541.