Stochastic H2/H ∞ Control: A Nash Game Approach: 1st Edition (Hardback) book cover

Stochastic H2/H ∞ Control: A Nash Game Approach

1st Edition

By Weihai Zhang, Lihua Xie, Bor-Sen Chen

CRC Press

368 pages | 19 B/W Illus.

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pub: 2017-07-18
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Description

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.

Table of Contents

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.

About the Originator

Author

Weihai Zhang

Qingdao, Shandong Province, China

Learn more about Weihai Zhang >>

Subject Categories

BISAC Subject Codes/Headings:
MAT003000
MATHEMATICS / Applied
MAT011000
MATHEMATICS / Game Theory
TEC007000
TECHNOLOGY & ENGINEERING / Electrical