By Topic

Robust H2/H control for discrete-time stochastic systems with Markovian jumps and multiplicative noise: Finite horizon case

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Hou Ting ; Coll. of Inf. & Electr. Eng., Shandong Univ. of Sci. & Technol., Qingdao ; Zhang Weihai ; Ma Hongji

In this paper, we consider the finite horizon H2/Hinfin control problem for discrete-time stochastic linear systems subject to Markov jump parameters and multiplicative noise. A necessary and sufficient condition is established for the existence of the mixed H2/Hinfin control via the solvability of four coupled difference matrix-valued equations (CDMEs). Moreover, the state feedback controller is designed by means of the solutions of CDMEs.

Published in:

Control Conference, 2008. CCC 2008. 27th Chinese

Date of Conference:

16-18 July 2008