New Approach to General Nonlinear Discrete-Time Stochastic $H_\infty$ Control
Optimization and Control
2017-10-27 v1
Abstract
In this paper, a new approach based on convex analysis is introduced to solve the problem for discrete-time nonlinear stochastic systems. A stochastic version of bounded real lemma is proved and the state feedback control is studied. Two examples are presented to show the effectiveness of our developed theory.
Cite
@article{arxiv.1710.09752,
title = {New Approach to General Nonlinear Discrete-Time Stochastic $H_\infty$ Control},
author = {Xiangyun Lin and Tianliang Zhang and Weihai Zhang and Bor-Sen Chen},
journal= {arXiv preprint arXiv:1710.09752},
year = {2017}
}
Comments
29 pages, 4 figures, 36 references