Stochastic H2/H ∞ Control: A Nash Game Approach

Weihai Zhang, Lihua Xie, Bor-Sen Chen (Autoren)

Buch | Hardcover

368 Seiten

2017
Crc Press Inc (Verlag)
978-1-4665-7364-2 (ISBN)

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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.

Weihai Zhang, Lihau Xie, Bor-Sen Chen

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.

Zusatzinfo	6 Tables, black and white; 19 Line drawings, black and white; 19 Illustrations, black and white
Verlagsort	Bosa Roca
Sprache	englisch
Maße	156 x 234 mm
Gewicht	680 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Algebra
	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
	Mathematik / Informatik ► Mathematik ► Finanz- / Wirtschaftsmathematik
	Technik ► Elektrotechnik / Energietechnik
	Technik ► Umwelttechnik / Biotechnologie
ISBN-10	1-4665-7364-3 / 1466573643
ISBN-13	978-1-4665-7364-2 / 9781466573642
Zustand	Neuware