Stochastic H2/H ∞ Control: A Nash Game Approach: A Nash Game Approach

ISBN-13: 9780367573300 / Angielski / Miękka / 2020 / 368 str.

Weihai Zhang; Lihua Xie; Bor-Sen Chen

Opis

The H∞ control has been one of the important robust control approaches since the 1980s. This book extends the area to nonlinear stochastic H2/H∞ control, and studies more complex and practically useful mixed H2/H∞ controller synthesis rather than the pure H∞ control. Different from the commonly used convex optimization method, this book applies

Spis treści

Mathematical Preliminaries. Linear Continuous-Time Stochastic H2 ∞ H1 Control. Linear Discrete-Time Stochastic H2  ∞ H1 Control. H2 ∞ H1 Control for Linear Discrete Time-Varying Stochastic Systems. Linear Markovian Jump Systems with Multiplicative Noise. Nonlinear Continuous-Time Stochastic H1 and H2 ∞ H1 Controls. Nonlinear Stochastic H1 and H2 ∞ H1 Filtering. Some Further Research Topics in Stochastic H2 ∞ H1 Control. Index.

O autorze

Weihai Zhang, Lihau Xie, Bor-Sen Chen