Stochastic H2/H∞ control : a Nash game approach

著者

• Zhang, Weihai
• Xie, Lihua
• Chen, Bor-Sen

書誌事項

Stochastic H2/H∞ control : a Nash game approach

Weihai Zhang, Lihua Xie, Bor-Sen Chen

CRC Press, 2020, c2017

• : pbk

注記

Includes bibliographical references (p. 343-359) and index

内容説明・目次

内容説明

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 the Nash game approach to give necessary and sufficient conditions for the existence and uniqueness of the mixed H2/H control. Researchers will benefit from our detailed exposition of the stochastic mixed H2/H control theory, while practitioners can apply our efficient algorithms to address their practical problems.

目次

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.

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詳細情報

• NII書誌ID(NCID): BD0330039X
• ISBN:
  • 9780367573300
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Boca Raton
• ページ数/冊数: xix, 369 p.
• 大きさ: 24 cm
• 分類:
  • DC23 : 629.8312
• 件名:
  • LCSH : Nash, John F., 1928-
  • LCSH : Stochastic control theory
  • LCSH : Game theory