H_∞ CONTROL FOR STOCHASTIC SYSTEMS WITH POISSON JUMPS

作     者：Xiangyun LIN Rui ZHANG 

作者机构：Schooi of Mathematics Shandong University Jinan 250100 China College of Science Shandong Universityof Science and Technology Qingdao 266510 China. College of Information Science and Technology Shandong University of Science and Technology Qingdao 266510 China. 

出 版 物：《Journal of Systems Science & Complexity》 (系统科学与复杂性学报（英文版）)

年 卷 期：2011年第24卷第4期

页      面：683-700页

核心收录：

学科分类：07[理学] 08[工学] 070105[理学-运筹学与控制论] 071101[理学-系统理论] 0810[工学-信息与通信工程] 1205[管理学-图书情报与档案管理] 0711[理学-系统科学] 0802[工学-机械工程] 0835[工学-软件工程] 081101[工学-控制理论与控制工程] 0811[工学-控制科学与工程] 0701[理学-数学] 0812[工学-计算机科学与技术（可授工学、理学学位）] 080201[工学-机械制造及其自动化] 

基　　金：supported by the National Natural Science Foundation of China under Grant Nos.60874032 and 70971079 

主　　题：Externally stable H∞ control internally stable Poisson random measure Riccati equa-tion stochastic system with jumps. 

摘      要：This paper discusses the H∞ control problem for a class of linear stochastic systems driven by both Brownian motion and Poisson jumps. The authors give the basic theory about stabilities for such systems, including internal stability and external stability, which enables to prove the bounded real lemma for the systems. By means of Riccati equations, infinite horizon linear stochastic state-feedback H∞ control design is also extended to such systems.