Infinite Horizon H_2/H_∞ Optimal Control for Discrete-Time Infinite Markov Jump Systems with(x,u,v)-Dependent Noise

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• 英文论文题名：Infinite Horizon H_2/H_∞ Optimal Control for Discrete-Time Infinite Markov Jump Systems with(x,u,v)-Dependent Noise
• 论文作者：Liu Yueying ; Hou Ting ; Bai Xingzhen
• 英文论文作者：Liu Yueying ; Hou Ting ; Bai Xingzhen ; College of Mathematics and Systems Science ; Shandong University of Science and Technology ; College of Electrical Engineering and Automation ; Shandong University of Science and Technology
• 年：2017
• 作者机构：College of Mathematics and Systems Science,Shandong University of Science and Technology;College of Electrical Engineering and Automation,Shandong University of Science and Technology;
• 英文论文关键词：discrete-time systems ; infinite Markov jump ; infinite horizon H2/H∞ control ; exponential mean square stability ; strong detectability ; coupled matrix Riccati equations
• 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：O232
• 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：6
• 文件大小：299k
• 原文格式：D
• 会议级别：全国

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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