Nonlinear Stochastic H 2 / H ∞ Control With State-Dependent Noise
Nonlinear Stochastic H 2 / H ∞ Control With State-Dependent Noise
复制标题
DOI：
--
复制
发表时间：
2005
期刊：
影响因子：
--
通讯作者：
Weihai Zhang;Jun-e Feng;Bor‐Sen Chen;Z. Cheng
中科院分区：
文献类型：
--
作者：
Weihai Zhang;Jun-e Feng;Bor‐Sen Chen;Z. Cheng
对于具有状态相关噪声的IT型非线性随机微分方程系统，考虑了H_2/H_∞控制问题，该控制问题将H_2优化与H_(∞)鲁棒性能相结合。得到了一个与非线性随机H2/H∞控制相关的交叉耦合的哈密顿-雅可比方程，并在此基础上得到了有限和无限范围的非线性随机H2/H∞控制器设计的充分条件。关于线性随机H2/H∞控制的一些结果可以看作是本文的推论。
For a system governed by Itô-type nonlinear stochastic differential equation with state-dependent noise, the H2/H∞ control problem is considered, which combines the H2 optimization with the robust H∞ performance. A cross-coupled Hamilton-Jacobi equations associated with the nonlinear stochastic H2/H∞ control are obtained, based on which, sufficient conditions for designing the finite and infinite horizon nonlinear stochastic H2/H∞ controllers are derived. Some results on linear stochastic H2/H∞ control can be viewed as corollaries of this paper.