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

Stochastic H2/H ∞ Control: A Nash Game Approach

ISBN 9781466573642
Published July 18, 2017 by CRC Press
388 Pages 19 B/W Illustrations

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Book 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.

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Weihai Zhang, Lihau Xie, Bor-Sen Chen

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Author - Weihai  Zhang

Weihai Zhang

Professor, Shandong University of Science and Technology
Qingdao, Shandong Province, China

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