New Approach to General Nonlinear Discrete-Time Stochastic H_∞ Control

2017/10/26 by Xiangyun Lin, Lin, Xiangyun, Tianliang Zhang +5
Engineering · #Adaptive Control of Nonlinear Systems #Control Systems and Identification #FOS: Mathematics #Optimization and Control (math.OC) #Stability and Control of Uncertain Systems

paper · pdf · doi:10.48550/arxiv.1710.09752

openalex publication_date 2017/10/26 · openalex created_date 2017/11/10 · openalex updated_date 2026/07/28

Abstract

In this paper, a new approach based on convex analysis is introduced to solve the H_∞ problem for discrete-time nonlinear stochastic systems. A stochastic version of bounded real lemma is proved and the state feedback H_∞ control is studied. Two examples are presented to show the effectiveness of our developed theory.

Citations

• Robust Scheduling Filter Design for a Class of Nonlinear Stochastic Poisson Signal Systems

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