Stochastic H/sub 2//H/sub /spl infin// control with state-dependent noise |
| |
Authors: | Bor-Sen Chen Weihai Zhang |
| |
Affiliation: | Dept. of Electr. Eng., Nat. Tsing Hua Univ., Taiwan, Taiwan; |
| |
Abstract: | This paper discusses the stochastic H/sub 2//H/sub /spl infin// control problem with state-dependent noise. By means of the stabilization, exact observability and stochastic detectability of stochastic systems, the infinite horizon stochastic H/sub 2//H/sub /spl infin// control design is developed. For the finite horizon H/sub 2//H/sub /spl infin// control problem, our results generalize the corresponding deterministic ones to the stochastic models. Finally, the observer-based suboptimal stochastic H/sub 2//H/sub /spl infin// control is discussed in which the state variables cannot be measured directly, and a feasible design algorithm is proposed. |
| |
Keywords: | |
|
|