Dynamic game approach of H2/H∞ control for stochastic discrete-time systems

• MUKAIDANI Hiroaki

  Institute of Engineering, Hiroshima University

• TANABATA Ryousei

  Hiroshima Municipal Motomachi Senior High School

• MATSUMOTO Chihiro

  Faculty of Integrated Arts and Sciences, Hiroshima University

書誌事項

タイトル別名

• Dynamic Game Approach of <i>H</i>₂/<i>H</i>_∞ Control for Stochastic Discrete-Time Systems

抄録

In this paper, the H₂/H_∞ control problem for a class of stochastic discrete-time linear systems with state-, control-, and external-disturbance-dependent noise or (x, u, v)-dependent noise involving multiple decision makers is investigated. It is shown that the conditions for the existence of a strategy are given by the solvability of cross-coupled stochastic algebraic Riccati equations (CSAREs). Some algorithms for solving these equations are discussed. Moreover, weakly-coupled large-scale stochastic systems are considered as an important application, and some illustrative examples are provided to demonstrate the effectiveness of the proposed decision strategies.

収録刊行物

• IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences

  IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences E97.A (11), 2200-2211, 2014

  一般社団法人 電子情報通信学会

キーワード

• <i>H</i>₂/<i>H</i>_∞ control
• cross-coupled stochastic algebraic Riccati equations (CSAREs)
• state
• control and external disturbance dependent noise
• weakly-coupled stochastic systems

詳細情報

• CRID: 1390282681289112576
• NII論文ID: 130004706372
• DOI: 10.1587/transfun.e97.a.2200
• ISSN: 17451337
• ISSN: 09168508
• Web Site: https://www.jstage.jst.go.jp/article/transfun/E97.A/11/E97.A_2200/_pdf
• 本文言語コード: en
• データソース種別:
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