Title | ||
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Some Remarks on General Nonlinear Stochastic $H_{\infty }$ Control With State, Control, and Disturbance-Dependent Noise. |
Abstract | ||
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This technical note studies the nonlinear stochastic H control of Ito-type differential systems with all the state, control input and external disturbance-dependent noise ( (x,u,v)-dependent noise for short). A sufficient condition is given for the finite/infinite horizon H control of such a system by means of an Hamilton-Jacobi inequality (HJI) instead of three coupled Hamilton-Jacobi equations (HJEs) as in previous literature. |
Year | DOI | Venue |
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2014 | 10.1109/TAC.2013.2270073 | IEEE Trans. Automat. Contr. |
Keywords | Field | DocType |
stochastic systems,H<sup>∞,</sup> control,infinite horizon,nonlinear control systems,partial differential equations | Mathematical optimization,Nonlinear system,Technical note,Differential systems,Control theory,Infinite horizon,Partial differential equation,Mathematics,Stochastic control | Journal |
Volume | Issue | ISSN |
59 | 1 | 0018-9286 |
Citations | PageRank | References |
10 | 0.63 | 10 |
Authors | ||
5 |
Name | Order | Citations | PageRank |
---|---|---|---|
Weihai Zhang | 1 | 625 | 67.73 |
Bor-Sen Chen | 2 | 2640 | 228.84 |
huaibin | 3 | 12 | 1.25 |
Li Sheng | 4 | 125 | 15.24 |
Ming Gao | 5 | 79 | 8.36 |