Some Remarks on General Nonlinear Stochastic H Control With State, Control, and Disturbance-Dependent Noise

This technical note studies the nonlinear stochastic H ∞ control of Itô-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 sy...

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Veröffentlicht in:	IEEE transactions on automatic control 2014-01, Vol.59 (1), p.237-242
Hauptverfasser:	Zhang, Weihai, Chen, Bor-Sen, Tang, Huaibin, Sheng, Li, Gao, Ming
Format:	Artikel
Sprache:	eng
Schlagworte:	H_{\infty } control Hamilton-Jacobi inequalities nonlinear stochastic systems v) -dependent noise x
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Beschreibung
Zusammenfassung:	This technical note studies the nonlinear stochastic H ∞ control of Itô-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.
ISSN:	0018-9286 1558-2523
DOI:	10.1109/TAC.2013.2270073