Extension of one known result in stochastic H /H -control theory | Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitelnaja tehnika i informatika – Tomsk State University Journal of Control and Computer Science. 2013. № 2(23).

HomeIssuesExtension of one known result in stochastic H /H -control theory | Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitelnaja tehnika i informatika – Tomsk State University Journal of Control and Computer Science. 2013. № 2(23).

Extension of one known result in stochastic H /H -control theory

The paper discusses the stochastic linear H /H -control problem with state and control dependent noise. The solution of stochastic H /H -control problem with finite horizon has close relation to a pair of coupled Riccati-type equations.

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Keywords

шум, зависящий от состояния и управления, подавление возмущений, робастное управление, матричное Риккати-подобное уравнение, state and control dependent noise, disturbance attenuation problem, robust control, Riccati-type equation

Authors

NameOrganizationE-mail
Shaikin Michail E.Institute of Control Sciences Russian Academy of Sciences (Moscow)shaikin@ipu.ru
Всего: 1

References

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Extension of one known result in stochastic H /H -control theory | Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitelnaja tehnika i informatika – Tomsk State University Journal of Control and Computer Science. 2013. № 2(23).

Extension of one known result in stochastic H /H -control theory | Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitelnaja tehnika i informatika – Tomsk State University Journal of Control and Computer Science. 2013. № 2(23).

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