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arXiv · 1710.09752

New Approach to General Nonlinear Discrete-Time Stochastic $H_\infty$ Control

Xiangyun Lin·Tianliang Zhang·Weihai Zhang·Bor-Sen Chen
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Abstract

In this paper, a new approach based on convex analysis is introduced to solve the $H_\infty$ problem for discrete-time nonlinear stochastic systems. A stochastic version of bounded real lemma is proved and the state feedback $H_\infty$ control is studied. Two examples are presented to show the effectiveness of our developed theory.

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Xiangyun Lin, Tianliang Zhang, Weihai Zhang, Bor-Sen Chen. 2017-10-26. New Approach to General Nonlinear Discrete-Time Stochastic $H_\infty$ Control. https://arxiv.org/abs/1710.09752

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