Stochastic H2/H Control

The Hâž control has been one of the important robust control approaches since the 1980s. This book extends the area to nonlinear stochastic H2/Hâž control and studies more complex and practically useful mixed H2/Hâž controller synthesis rather than the pure Hâž control. Different from the commonly used convex optimization method this book applies the Nash game approach to give necessary and sufficient conditions for the existence and uniqueness of the mixed H2/Hâž control. Researchers will benefit from our detailed exposition of the stochastic mixed H2/Hâž control theory while practitioners can apply our efficient algorithms to address their practical problems. . Language: English