摘要
This paper is concerned with the infinite horizon H_2/H_∞ control problem for a broad class of discrete-time infinite Markov jump systems with(x, u, v)-dependent noise. We first derive a linear quadratic optimal control problem(LQ problem, for short) for the considered system. Next, a necessary and sufficient condition is presented for the existence of the mixed H_2/H_∞ control by four coupled matrix Riccati equations(CMREs), and a state feedback H_2/H_∞ controller is constructed through the solution of CMREs.
This paper is concerned with the infinite horizon H_2/H_∞ control problem for a broad class of discrete-time infinite Markov jump systems with(x, u, v)-dependent noise. We first derive a linear quadratic optimal control problem(LQ problem, for short) for the considered system. Next, a necessary and sufficient condition is presented for the existence of the mixed H_2/H_∞ control by four coupled matrix Riccati equations(CMREs), and a state feedback H_2/H_∞ controller is constructed through the solution of CMREs.
引文
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