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.
, Lihua Xie
, Bor-Sen Chen
Country of Publication:
30 June 2020
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.
Weihai Zhang, Lihau Xie, Bor-Sen Chen