Infinite horizon stochastic H2 / H∞ control for discrete-time systems with state and disturbance dependent noise

Automatica

Volumn 44, Issue 9, 2008, Pages 2306-2316

  Zhang, Weihai ^a   Huang, Yulin ^b   Xie, Lihua ^c  

^a SHANDONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b QILU UNIVERSITY OF TECHNOLOGY   (China)

^c NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

Bounded realness; Coupled matrix valued equations; Discrete time stochastic systems; H2 H control; State and disturbance dependent noise

Indexed keywords

BOUNDED REALNESS; COUPLED MATRIX-VALUED EQUATIONS; DISCRETE-TIME STOCHASTIC SYSTEMS; INFINITE HORIZONS; STATE AND DISTURBANCE-DEPENDENT NOISE;

EID: 50049126357     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2008.01.028     Document Type: Article

References (22)

1. Anderson B.D.O., and Moore J.B. Optimal control-linear quadratic methods (1989), Prentice-Hall, New York
2. Ait Rami M., Chen X., Moore J.B., and Zhou X.Y. Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls. IEEE Transactions on Automatic Control 46 (2001) 428-440
3. ∞-optimal control and related minimax design problems: A dynamic game approach (1995), Birkhäuser, Boston
4. ∞ performance bound: A Riccati equation approach. IEEE Transactions on Automatic Control 34 (1989) 293-305
5. ∞ control with state-dependent noise. IEEE Transactions on Automatic Control 49 (2004) 45-57
6. ∞ control of discrete-time Markovian jump linear systems. IEEE Transactions on Automatic Control 43 (1998) 95-100
7. ∞ control design. SIAM Journal on Control and Optimization 40 (2001) 628-660
8. ∞ controllers. Systems and Control Letters 18 (1992) 61-71
9. De Oliviera, M. C., Geromel, J. C., & Bernussou, J. (1999). An LMI optimization approach to multiobjective controller design for discrete-time systems. In Proc. 38th IEEE conf. decision and control (pp. 3611-3616)
10. ∞ control design for hard disk drives. IEEE Transactions on Control Systems Technology 13 (2005) 832-839
11. ∞-type control for discrete-time stochastic systems. International Journal of Robust Nonlinear Control 9 (1999) 923-948
12. Gershon E., Shaked U., and Yaesh U. Control and estimation of state-multiplicative linear systems (2005), Springer-Verlag, London
13. Huang, Y., Zhang, W., & Zhang, H. (2006). Infinite horizon LQ optimal control for discrete-time stochastic systems. In Proc. of the 6th world congress on control and automation (pp. 252-256)
14. ∞ control: A convex optimization approach. IEEE Transactions on Automatic Control 36 (1991) 824-837
15. ∞ control. IEEE Transactions on Automatic Control 39 (1994) 69-82
16. ∞ control: The discrete-time case. Systems and Control Letters 54 (2005) 1-13
17. Qian, L., & Gajic, Z. (2002). Variance minimization stochastic power control in CDMA systems. In IEEE international conference on communications, 3 (pp. 1763-1767)
18. ∞ problem. Journal of Guidance Control, and Dynamics 20 (1997) 1229-1234
19. ∞ problems via convex optimization. In Proc. American control (pp. 2251-2256)
20. Zhang W., and Chen B.S. On stabilizability and exact observability of stochastic systems with their applications. Automatica 40 (2004) 87-94
21. ∞ control for discrete-time systems with state and disturbance dependent noise. Automatica 43 (2007) 513-521
22. ∞ control with (x, u, v)-dependent noise: Finite horizon case. Automatica 42 (2006) 1891-1898