Algorithms to Solve Stochastic H2 /H infinity Control with State-Dependent Noise

This paper is concerned with the algorithms which solve sub(H2) / sub(H infinity ) control problems of stochastic systems with state-dependent noise. Firstly, the algorithms for the finite and infinite horizon sub(H2) / sub(H infinity ) control of discrete-time stochastic systems are reviewed and st...

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Bibliographic Details
Published inMathematical problems in engineering Vol. 2014
Main Authors Gao, Ming, Fu, Changdi, Zhang, Weihai
Format Journal Article
LanguageEnglish
Published 01.01.2014
Subjects
Algorithms
Control systems
Horizon
Mathematical analysis
Mathematical models
Noise
Noise control
Stochastic systems
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Summary:This paper is concerned with the algorithms which solve sub(H2) / sub(H infinity ) control problems of stochastic systems with state-dependent noise. Firstly, the algorithms for the finite and infinite horizon sub(H2) / sub(H infinity ) control of discrete-time stochastic systems are reviewed and studied. Secondly, two algorithms are proposed for the finite and infinite horizon sub(H2) / sub(H infinity ) control of continuous-time stochastic systems, respectively. Finally, several numerical examples are presented to show the effectiveness of the algorithms.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
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ISSN:1024-123X
1563-5147
DOI:10.1155/2014/205967