Nonlinear Stochastic H∞ Control with Markov Jumps and (x,u,v)-Dependent Noise : Finite and Infinite Horizon Cases
Joint Authors
Wang, Yuhong
Zhu, Meijun
Sheng, Li
Zhang, Weihai
Source
Mathematical Problems in Engineering
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-06-18
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
This paper is concerned with the H∞ control problem for nonlinear stochastic Markov jump systems with state, control, and external disturbance-dependent noise.
By means of inequality techniques and coupled Hamilton-Jacobi inequalities, both finite and infinite horizon H∞ control designs of such systems are developed.
Two numerical examples are provided to illustrate the effectiveness of the proposed design method.
American Psychological Association (APA)
Sheng, Li& Zhu, Meijun& Zhang, Weihai& Wang, Yuhong. 2014. Nonlinear Stochastic H∞ Control with Markov Jumps and (x,u,v)-Dependent Noise : Finite and Infinite Horizon Cases. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-10.
https://search.emarefa.net/detail/BIM-510531
Modern Language Association (MLA)
Sheng, Li…[et al.]. Nonlinear Stochastic H∞ Control with Markov Jumps and (x,u,v)-Dependent Noise : Finite and Infinite Horizon Cases. Mathematical Problems in Engineering No. 2014 (2014), pp.1-10.
https://search.emarefa.net/detail/BIM-510531
American Medical Association (AMA)
Sheng, Li& Zhu, Meijun& Zhang, Weihai& Wang, Yuhong. Nonlinear Stochastic H∞ Control with Markov Jumps and (x,u,v)-Dependent Noise : Finite and Infinite Horizon Cases. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-10.
https://search.emarefa.net/detail/BIM-510531
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-510531
