Open AccessA game‐based control design for discrete‐time Markov jump systems with multiplicative noise
Author(s) -
Hou Ting,
Zhang Weihai,
Ma Hongji
Publication year - 2013
Publication title -
iet control theory and applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.059
H-Index - 108
eISSN - 1751-8652
pISSN - 1751-8644
DOI - 10.1049/iet-cta.2012.1018
Subject(s) - multiplicative function , nash equilibrium , multiplicative noise , discrete time and continuous time , control theory (sociology) , markov chain , mathematics , mathematical optimization , noise (video) , control (management) , quadratic equation , markov process , computer science , statistics , artificial intelligence , mathematical analysis , geometry , signal transfer function , digital signal processing , analog signal , image (mathematics) , computer hardware
This study is devoted to investigating the inherent relationship among the H 2 , H ∞ and H 2 / H ∞ control designs for discrete‐time Markov jump systems with multiplicative noise. From a new perspective of non‐zero‐sum Nash game, we show that the Nash equilibrium solution may present a unified treatment approach for these three types of control design problems by taking adequate parameters in the quadratic performance indices. Moreover, a numerical example is supplied to illustrate the proposed results.