Infinite horizon stochastic H2/H∞ control for discrete-time systems with state and disturbance dependent noise
- 30 September 2008
- journal article
- Published by Elsevier BV in Automatica
- Vol. 44 (9), 2306-2316
- https://doi.org/10.1016/j.automatica.2008.01.028
Abstract
No abstract availableKeywords
This publication has 18 references indexed in Scilit:
- Stochastic H2/H∞ control for discrete-time systems with state and disturbance dependent noiseAutomatica, 2007
- Stochastic control with -dependent noise: Finite horizon caseAutomatica, 2006
- Stochastic>tex<$H_2/H_infty $>/tex<Control WithState-Dependent NoiseIEEE Transactions on Automatic Control, 2004
- On stabilizability and exact observability of stochastic systems with their applicationsAutomatica, 2004
- Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controlsIEEE Transactions on Automatic Control, 2001
- Mixed H/sub 2//H/sub ∞/-control of discrete-time Markovian jump linear systemsIEEE Transactions on Automatic Control, 1998
- Differential Game Approach to the Mixed H-H ProblemJournal of Guidance, Control, and Dynamics, 1997
- A Nash game approach to mixed H/sub 2//H/sub ∞/ controlIEEE Transactions on Automatic Control, 1994
- Mixed H/sub 2//H/sub infinity / control: a convex optimization approachIEEE Transactions on Automatic Control, 1991
- LQG control with an H/sup infinity / performance bound: a Riccati equation approachIEEE Transactions on Automatic Control, 1989