Robust Control for Nonlinear Markov Jump Systems with Partially Unknown Transition Probabilities
Keyword(s):
This note focuses on the finite horizon H2/H∞ control for stochastic nonlinear jump systems with partially unknown transition probabilities. We derive the nonlinear stochastic bounded real lemma and the nonlinear optimal regular result for the considered system at first. A sufficient condition and a necessary condition for the solution of H2/H∞ control are, respectively, offered by four cross-coupled Hamilton–Jacobi equations (HJEs). Besides, numerical examples show the effectiveness of the obtained results.
2018 ◽
Vol 355
(8)
◽
pp. 3423-3437
◽
Keyword(s):
Keyword(s):
2013 ◽
Vol 58
(6)
◽
pp. 1566-1572
◽
Keyword(s):
2012 ◽
Vol 23
(8)
◽
pp. 894-902
◽
Keyword(s):
2014 ◽
Vol 7
(4)
◽
pp. 728-734
Keyword(s):
2009 ◽
Vol 30
(5)
◽
pp. 477-494
◽
Keyword(s):
Keyword(s):
2019 ◽
Vol 50
(10)
◽
pp. 2042-2052
◽
Keyword(s):