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Stochastic H<inf>∞</inf> control problem with state-dependent noise for multimodeling systems
Description
In this paper, stochastic H ∞ state feedback control with state-dependent noise for multimodeling systems is addressed. After establishing the asymptotic structure of the stochastic multi-modeling algebraic Riccati equation (SMARE), an iterative algorithm that is based on Newton's method is established. A high-order state feedback controller by means of the obtained iterative solution is given and the degradation of the H ∞ performance is investigated for the stochastic case for the first time. Finally, in order to demonstrate the efficiency of the proposed algorithm, numerical example is given for practical megawatt-frequency control problem.
Journal
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- 2009 American Control Conference
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2009 American Control Conference 4410-4415, 2009-01-01
IEEE
