2021
DOI: 10.3390/math10010037
|View full text |Cite
|
Sign up to set email alerts
|

Full Information H2 Control of Borel-Measurable Markov Jump Systems with Multiplicative Noises

Abstract: This paper addresses an H2 optimal control problem for a class of discrete-time stochastic systems with Markov jump parameter and multiplicative noises. The involved Markov jump parameter is a uniform ergodic Markov chain taking values in a Borel-measurable set. In the presence of exogenous white noise disturbance, Gramian characterization is derived for the H2 norm, which quantifies the stationary variance of output response for the considered systems. Moreover, under the condition that full information of th… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1

Citation Types

0
4
0

Year Published

2022
2022
2023
2023

Publication Types

Select...
9

Relationship

0
9

Authors

Journals

citations
Cited by 19 publications
(4 citation statements)
references
References 28 publications
0
4
0
Order By: Relevance
“…Nonlinear problems are always full of infinite charm and challenges. Some meaningful developments of nonlinear models deserve attention, such as the H 2 optimal controller of coupled stochastic algebraic Riccati equations [32], and the influence of higher-order nonlinear effects on optical solitons [33].…”
Section: Conclusion and Discussionmentioning
confidence: 99%
“…Nonlinear problems are always full of infinite charm and challenges. Some meaningful developments of nonlinear models deserve attention, such as the H 2 optimal controller of coupled stochastic algebraic Riccati equations [32], and the influence of higher-order nonlinear effects on optical solitons [33].…”
Section: Conclusion and Discussionmentioning
confidence: 99%
“…An iterative method for solving for approximate solutions of (41) maybe found in [16]. Keeping in mind the boundary condition (2) at t = 1, we calculate I 1−α 0 + y(t, λ) and then evaluate this at t = 1 in order to find the dispersion relation for the eigenvalues.…”
Section: Existence and Asymptotic Distribution Of The Eigenvaluesmentioning
confidence: 99%
“…To date, many fundamental properties of the equation have been studied from the equation itself, including the Hamiltonian structure, 26 and Borel-measurable Markov jump systems. 27 A great deal of work has been carried out by many mathematicians and physicists on nonlinear equations, and they have found a variety of complex solution methods, such as sine-cosine method, 28 ( G / G ) -expansion method, 29 Darboux transformation method, 30 Jacobi elliptic function expansion method, 31,32 Bäcklund transformation method, 33,34 and so on.…”
Section: Introductionmentioning
confidence: 99%