H2/H∞ Control for MJLS with Infinite Markov Chain

With the help of a stochastic bounded real lemma, we deal with finite horizon H2/H∞ control problem for discrete-time MJLS, whose Markov chain takes values in an infinite set. Besides, a unified control design for H2, H∞, and H2/H∞ is given.

Bibliographic Details
Main Authors: Ting Hou, Jie Wang, Yueying Liu, Xiao Shen
Format: Article
Language:English
Published: Hindawi Limited 2017-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2017/9038469