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

この図書・雑誌をさがす
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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