화학공학소재연구정보센터
IEEE Transactions on Automatic Control, Vol.53, No.5, 1323-1328, 2008
Nonlinear stochastic H-2/H-infinity control with (x, u, v)-dependent noise: Infinite horizon case
For general nonlinear stochastic Ito systems with state, control and external disturbance-dependent noise, the infinite horizon mixed H-2/H-infinity control is studied. It turns out that in order to solve the H-2/H-infinity control, one only needs to solve four cross-coupled Hamilton-Jacobi equations. A necessary condition and a sufficient condition for the existence of the solution of H-2/H-infinity control is respectively presented, which extends the previous results to more general models.