Algorithms to Solve Stochastic H2/H∞ Control with State-Dependent Noise
This paper is concerned with the algorithms which solve H2/H∞ control problems of stochastic systems with state-dependent noise. Firstly, the algorithms for the finite and infinite horizon H2/H∞ control of discrete-time stochastic systems are reviewed and studied. Secondly, two algorithms are propos...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2014-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2014/205967 |