Finite Horizon H_2/H_∞ Control for Discrete-Time Time-Varying Stochastic Systems with Infinite Markov Jumps
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- 英文论文题名：Finite Horizon H_2/H_∞ Control for Discrete-Time Time-Varying Stochastic Systems with Infinite Markov Jumps
- 论文作者：Jie Wang ; Ting Hou
- 英文论文作者：Jie Wang ; Ting Hou ; College of Mathematics and Systems Science ; Shandong University of Science and Technology
- 年：2017
- 作者机构：College of Mathematics and Systems Science,Shandong University of Science and Technology;
- 英文论文关键词：infinite Markov jumps ; time-varying systems ; bounded real lemma ; finite horizon H2/H∞ control
- 会议召开时间：2017-07-26
- 会议录名称：第36届中国控制会议论文集（B）
- 英文会议录名称：Proceedings of the 36th Chinese Control Conference（B）
- 语种：英文
- 分类号：TP273
- 学会代码：KZLL
- 会议名称：第36届中国控制会议
- 会议地点：中国辽宁大连
- 主办单位：中国自动化学会控制理论专业委员会
- 学会名称：中国自动化学会控制理论专业委员会
- 页数：4
- 文件大小：255k
- 原文格式：D
- 会议级别：全国
摘要
This paper discusses the finite horizon H_2/H_∞ control for discrete-time time-varying systems with infinite Markov jumps parameters and multiplicative noise. Firstly, we present a stochastic bounded real lemma, which is crucial to solve the mixed H_2/H_∞ control problem of the concerned systems. A sufficient and necessary condition for the existence of the state feedback H_2/H_∞ controller is represented by the solvability of four coupled difference matrix-valued recursions.
This paper discusses the finite horizon H_2/H_∞ control for discrete-time time-varying systems with infinite Markov jumps parameters and multiplicative noise. Firstly, we present a stochastic bounded real lemma, which is crucial to solve the mixed H_2/H_∞ control problem of the concerned systems. A sufficient and necessary condition for the existence of the state feedback H_2/H_∞ controller is represented by the solvability of four coupled difference matrix-valued recursions.
This paper discusses the finite horizon H_2/H_∞ control for discrete-time time-varying systems with infinite Markov jumps parameters and multiplicative noise. Firstly, we present a stochastic bounded real lemma, which is crucial to solve the mixed H_2/H_∞ control problem of the concerned systems. A sufficient and necessary condition for the existence of the state feedback H_2/H_∞ controller is represented by the solvability of four coupled difference matrix-valued recursions.
引文
[1]D.Hinrichsen and A.J.Pritchard,Stochastic H∞,SIAM Journal on Control and Optimization,36(5),1504-1538,1998.
[2]B.S.Chen and W.Zhang,Stochastic H2/H∞control with state-dependent noise,IEEE Transactions on Automatic Control,49(1),45-57,2004.
[3]W.Zhang and B.S.Chen,State feedback H∞for a class of nonlinear stochastic systems,SIAM Journal on Control and Optimization,44(6),1973-1991,2006.
[4]A.El Bouhtouri,D.Hinrichsen and A.J.Pritchard,H∞-type control for discrete-time stochastic systems,International Journal of Robust and Nonlinear Control,9(13),923-948,1999.
[5]O.L.V.Costa and R.P.Marques,Mixed H2/H∞control of discrete-time Markovian jump linear systems,IEEE Transactions on Automatic Control,43(1),95-100,1998.
[6]T.Hou,W.Zhang and H.Ma,Infinite horizon H2/H∞optimal control for discrete-time Markov jump systems with(x,u,υ)-dependent noise,Journal of Global Optimization,57(4),1245-1262,2013.
[7]V.Dragan,T.Morozan and A.M.Stoica,Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems.Springer:New York,2010.
[8]T.Hou,W.Zhang and H.Ma,Finite horizon H2/H∞control for discrete-time stochastic systems with Markovian Jumps and multiplicative noise,IEEE Transactions on Automatic Control,55(5):1185-1191,2010.
[9]T.Hou,J.Wang and H.Ma,Bounded real lemma for discretetime stochastic systems with infinite Markov jumps,Proceedings of the 35th Chinese Control Conference,1856-1861,2016.
[10]T.Hou,W.Zhang,H.Ma,A game-based control design for discrete-time Markov jump systems with multiplicative noise,IET Control Theory and Applications,7(5):773-783,2013.
[11]O.L.V.Costa and L.P.Wanderlei,Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems,Automatica,43(4),587-597,2007.
[2]B.S.Chen and W.Zhang,Stochastic H2/H∞control with state-dependent noise,IEEE Transactions on Automatic Control,49(1),45-57,2004.
[3]W.Zhang and B.S.Chen,State feedback H∞for a class of nonlinear stochastic systems,SIAM Journal on Control and Optimization,44(6),1973-1991,2006.
[4]A.El Bouhtouri,D.Hinrichsen and A.J.Pritchard,H∞-type control for discrete-time stochastic systems,International Journal of Robust and Nonlinear Control,9(13),923-948,1999.
[5]O.L.V.Costa and R.P.Marques,Mixed H2/H∞control of discrete-time Markovian jump linear systems,IEEE Transactions on Automatic Control,43(1),95-100,1998.
[6]T.Hou,W.Zhang and H.Ma,Infinite horizon H2/H∞optimal control for discrete-time Markov jump systems with(x,u,υ)-dependent noise,Journal of Global Optimization,57(4),1245-1262,2013.
[7]V.Dragan,T.Morozan and A.M.Stoica,Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems.Springer:New York,2010.
[8]T.Hou,W.Zhang and H.Ma,Finite horizon H2/H∞control for discrete-time stochastic systems with Markovian Jumps and multiplicative noise,IEEE Transactions on Automatic Control,55(5):1185-1191,2010.
[9]T.Hou,J.Wang and H.Ma,Bounded real lemma for discretetime stochastic systems with infinite Markov jumps,Proceedings of the 35th Chinese Control Conference,1856-1861,2016.
[10]T.Hou,W.Zhang,H.Ma,A game-based control design for discrete-time Markov jump systems with multiplicative noise,IET Control Theory and Applications,7(5):773-783,2013.
[11]O.L.V.Costa and L.P.Wanderlei,Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems,Automatica,43(4),587-597,2007.