Stochastic H∞ preview control with state-dependent noise

doi:10.11918/j.issn.0367-6234.2014.07.017

Home > Archive>Volume 46, Issue 7, 2014 >101-106. DOI:10.11918/j.issn.0367-6234.2014.07.017

Stochastic H∞ preview control with state-dependent noise
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                        10.11918/j.issn.0367-6234.2014.07.017
                    
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Affiliation:(1.School of Information Engineering, Zhejiang University of Technology, 310023 Hangzhou, China; 2. School of Control Science and Engineering, Shandong University, 250061 Jinan, China)
Clc Number:TP13
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Abstract:

The paper aims to improve the H∞ control performance of a class of systems. It is concentrated on H∞ preview control for stochastic Ito system with state-dependent noise. Associating game theory and dynamic programming, we present the solvable condition and explicit controller of the stochastic H∞ preview control via decoupling the coupled ordinary and partial differential equations and utilizing the characteristic curve.

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Received:January 09,2014
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Online: July 30,2014
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