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<tex>$H_{2}/H_{\infty}$</tex> Control for Continuous-Time Stochastic Systems with Infinite Markovian Jumps
- Source :
- 2018 37th Chinese Control Conference (CCC).
- Publication Year :
- 2018
- Publisher :
- IEEE, 2018.
-
Abstract
- In this paper, we consider the finite horizon $H_{2}/H_{\infty}$ control problem for linear stochastic differential equations (SDEs) with infinite Markovian jumps. A necessary and sufficient condition is proposed for the existence of the mixed $H_{2}/H_{\infty}$ control by means of the solvability of the coupled difference Riccati equations (CDREs). Moreover, the state feedback $H_{2}/H_{\infty}$ controller is constructed through the solution of CDREs.
- Subjects :
- 0209 industrial biotechnology
Differential equation
010102 general mathematics
Markov process
02 engineering and technology
State (functional analysis)
Finite horizon
01 natural sciences
symbols.namesake
Stochastic differential equation
020901 industrial engineering & automation
Aerospace electronics
Control theory
symbols
Symmetric matrix
Applied mathematics
0101 mathematics
Mathematics
Subjects
Details
- Database :
- OpenAIRE
- Journal :
- 2018 37th Chinese Control Conference (CCC)
- Accession number :
- edsair.doi...........744ff2f4967e13666e6ad70e50bca9c0