Algorithms to Solve Stochastic H2H∞ Control with State-Dependent Noise
Joint Authors
Fu, Changdi
Gao, Ming
Zhang, Weihai
Source
Mathematical Problems in Engineering
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-08-17
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Abstract EN
This paper is concerned with the algorithms which solve H2/H∞ control problems of stochastic systems with state-dependent noise.
Firstly, the algorithms for the finite and infinite horizon H2/H∞ control of discrete-time stochastic systems are reviewed and studied.
Secondly, two algorithms are proposed for the finite and infinite horizon H2/H∞ control of continuous-time stochastic systems, respectively.
Finally, several numerical examples are presented to show the effectiveness of the algorithms.
American Psychological Association (APA)
Gao, Ming& Fu, Changdi& Zhang, Weihai. 2014. Algorithms to Solve Stochastic H2H∞ Control with State-Dependent Noise. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-9.
https://search.emarefa.net/detail/BIM-454392
Modern Language Association (MLA)
Gao, Ming…[et al.]. Algorithms to Solve Stochastic H2H∞ Control with State-Dependent Noise. Mathematical Problems in Engineering No. 2014 (2014), pp.1-9.
https://search.emarefa.net/detail/BIM-454392
American Medical Association (AMA)
Gao, Ming& Fu, Changdi& Zhang, Weihai. Algorithms to Solve Stochastic H2H∞ Control with State-Dependent Noise. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-9.
https://search.emarefa.net/detail/BIM-454392
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-454392