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Output Feedback H ∞ Control for Discrete‐time Mean‐field Stochastic Systems
Author(s) -
Ma Limin,
Zhang Weihai
Publication year - 2015
Publication title -
asian journal of control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.769
H-Index - 53
eISSN - 1934-6093
pISSN - 1561-8625
DOI - 10.1002/asjc.1128
Subject(s) - control theory (sociology) , discrete time and continuous time , lemma (botany) , mathematics , controller (irrigation) , bounded function , nonlinear system , type (biology) , noise (video) , field (mathematics) , stochastic control , matrix (chemical analysis) , state (computer science) , control (management) , computer science , mathematical optimization , mathematical analysis , pure mathematics , optimal control , statistics , algorithm , physics , materials science , artificial intelligence , image (mathematics) , ecology , composite material , biology , quantum mechanics , agronomy , poaceae
This paper is to consider dynamic output feedback H ∞ control of mean‐field type for stochastic discrete‐time systems with state‐ and disturbance‐dependent noise. A stochastic bounded real lemma (SBRL) of mean‐field type is derived. Based on the SBRL, a sufficient condition with the form of coupled nonlinear matrix inequalities is derived for the existence of a stabilizing H ∞ controller. Moreover, a numerical example is given to examine the effectiveness of the theoretical results.