Infinite horizon stochastic <mml:math altimg="si5.gif" display="inline" overflow="scroll" xmlns:xocs="http://www.elsevier.com/xml/xocs/dtd" xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.elsevier.com/xml/ja/dtd" xmlns:ja="http://www.elsevier.com/xml/ja/dtd" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:tb="http://www.elsevier.com/xml/common/table/dtd" xmlns:sb="http://www.elsevier.com/xml/common/struct-bib/dtd" xmlns:ce="http://www.elsevier.com/xml/common/dtd" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:cals="http://www.elsevier.com/xml/common/cals/dtd"><mml:msub><mml:mrow><mml:mi>H</mml:mi></mml:mrow><mml:mrow><mml:mn>2</mml:mn></mml:mrow></mml:msub><mml:mo>/</mml:mo><mml:msub><mml:mrow><mml:mi>H</mml:mi></mml:mrow><mml:mrow><mml:mi>∞</mml:mi></mml:mrow></mml:msub></mml:math> control for discrete-time systems with state and disturbance dependent noise

Weihai Zhang; Yulin Huang; Lihua Xie

doi:10.1016/j.automatica.2008.01.028

Infinite horizon stochastic H2/H∞ control for discrete-time systems with state and disturbance dependent noise

Automatica ◽

10.1016/j.automatica.2008.01.028 ◽

2008 ◽

Vol 44 (9) ◽

pp. 2306-2316 ◽

Cited By ~ 74

Author(s):

Weihai Zhang ◽

Yulin Huang ◽

Lihua Xie

Keyword(s):

Discrete Time ◽

Infinite Horizon ◽

Discrete Time Systems ◽

Time Systems

Download Full-text

Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: Stability and moving-horizon approximations

Journal of Optimization Theory and Applications ◽

10.1007/bf00938540 ◽

1988 ◽

Vol 57 (2) ◽

pp. 265-293 ◽

Cited By ~ 529

Author(s):

S. S. Keerthi ◽

E. G. Gilbert

Keyword(s):

Discrete Time ◽

General Class ◽

Infinite Horizon ◽

Discrete Time Systems ◽

Feedback Laws ◽

Time Systems

Download Full-text

The solution of the infinite horizon tracking problem for discrete time systems possessing an exogenous component

Journal of Economic Dynamics and Control ◽

10.1016/0165-1889(90)90041-e ◽

1990 ◽

Vol 14 (3-4) ◽

pp. 741-762 ◽

Cited By ~ 8

Author(s):

Jacob Chr. Engwerda

Keyword(s):

Discrete Time ◽

Infinite Horizon ◽

Tracking Problem ◽

Discrete Time Systems ◽

Time Systems

Download Full-text

Infinite horizon risk-sensitive control of nonlinear discrete time systems

Proceedings of the 36th IEEE Conference on Decision and Control ◽

10.1109/cdc.1997.657111 ◽

2002 ◽

Author(s):

T. Runolfsson

Keyword(s):

Discrete Time ◽

Infinite Horizon ◽

Discrete Time Systems ◽

Risk Sensitive ◽

Risk Sensitive Control ◽

Time Systems

Download Full-text

Constrained Infinite-Horizon Model Predictive Control for Fuzzy Discrete-Time Systems

IEEE Transactions on Fuzzy Systems ◽

10.1109/tfuzz.2010.2043441 ◽

2010 ◽

Cited By ~ 32

Author(s):

Xia ◽

Yang ◽

Shi ◽

Keyword(s):

Model Predictive Control ◽

Predictive Control ◽

Discrete Time ◽

Infinite Horizon ◽

Discrete Time Systems ◽

Time Systems

Download Full-text

Optimal infinite-horizon control and the stabilization of linear discrete-time systems: State-control constraints and nonquadratic cost functions

IEEE Transactions on Automatic Control ◽

10.1109/tac.1986.1104237 ◽

1986 ◽

Vol 31 (3) ◽

pp. 264-266 ◽

Cited By ~ 5

Author(s):

S. Keerthi ◽

E. Gilbert

Keyword(s):

Discrete Time ◽

Infinite Horizon ◽

Cost Functions ◽

Control Constraints ◽

State Control ◽

Discrete Time Systems ◽

Infinite Horizon Control ◽

Time Systems

Download Full-text

Stochastic H2/H∞ control for discrete-time systems with multiplicative noise in state and control input: Infinite horizon case

2007 46th IEEE Conference on Decision and Control ◽

10.1109/cdc.2007.4434226 ◽

2007 ◽

Author(s):

Weihai Zhang ◽

Yulin Huang ◽

Lihua Xie

Keyword(s):

Discrete Time ◽

Multiplicative Noise ◽

Infinite Horizon ◽

Control Input ◽

Discrete Time Systems ◽

And Control ◽

Time Systems ◽

Horizon Case

Download Full-text

Rebuttal to Comments on “Constrained Infinite-Horizon Model Predictive Control for Fuzzy-Discrete-Time Systems”

IEEE Transactions on Fuzzy Systems ◽

10.1109/tfuzz.2011.2126581 ◽

2011 ◽

Vol 19 (3) ◽

pp. 601-602

Author(s):

Yuanqing Xia ◽

Hongjiu Yang ◽

Peng Shi ◽

Mengyin Fu

Keyword(s):

Model Predictive Control ◽

Predictive Control ◽

Discrete Time ◽

Infinite Horizon ◽

Discrete Time Systems ◽

Time Systems

Download Full-text

Optimal infinite-horizon control and the stabilization of linear discrete-time systems: State-control constraints and non-quadratic cost functions

10.1109/cdc.1985.268641 ◽

1985 ◽

Author(s):

S. Keerthi ◽

E. Gilbert

Keyword(s):

Discrete Time ◽

Infinite Horizon ◽

Cost Functions ◽

Control Constraints ◽

State Control ◽

Quadratic Cost ◽

Discrete Time Systems ◽

Infinite Horizon Control ◽

Time Systems

Download Full-text

Robust H2/H∞ control for discrete-time systems with Markovian jumps and multiplicative noise: Infinite horizon case

2013 10th IEEE International Conference on Control and Automation (ICCA) ◽

10.1109/icca.2013.6564873 ◽

2013 ◽

Author(s):

Ting Hou ◽

Weihai Zhang ◽

Hongji Ma

Keyword(s):

Discrete Time ◽

Multiplicative Noise ◽

Infinite Horizon ◽

Discrete Time Systems ◽

Time Systems ◽

Horizon Case

Download Full-text

Infinite horizon optimal control of linear discrete time systems with stochastic parameters

Automatica ◽

10.1016/0005-1098(82)90072-3 ◽

1982 ◽

Vol 18 (4) ◽

pp. 443-453 ◽

Cited By ~ 93

Author(s):

W.L. De Koning

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Infinite Horizon ◽

Discrete Time Systems ◽

Stochastic Parameters ◽

Time Systems

Download Full-text