Infinite horizon H_2/H_\infty optimal control for discrete-time Markov jump systems with (x,u,v)-dependent noise |
| |
Authors: | Ting Hou Weihai Zhang Hongji Ma |
| |
Institution: | 1. College of Science, Shandong University of Science and Technology, Qingdao, 266590, China 2. College of Information and Electrical Engineering, Shandong University of Science and Technology, Qingdao, 266590, China
|
| |
Abstract: | In this paper, an infinite horizon $H_2/H_\infty $ control problem is addressed for a broad class of discrete-time Markov jump systems with ( $x,u,v$ )-dependent noises. First of all, under the condition of exact detectability, the stochastic Popov–Belevich–Hautus (PBH) criterion is utilized to establish an extended Lyapunov theorem for a generalized Lyapunov equation. Further, a necessary and sufficient condition is presented for the existence of state-feedback $H_2/H_\infty $ optimal controller on the basis of two coupled matrix Riccati equations, which may be solved by a backward iterative algorithm. A numerical example with simulations is supplied to illustrate the proposed theoretical results. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|