The H∞ Control for Bilinear Systems with Poisson Jumps. (21st May 2014)

• Record Type: Journal Article
• Authors: Zhang, Rui; Zhang, Weihai; Lin, Xiangyun
• Other Names: Xie Xuejun Academic Editor.
• Is Part Of: Mathematical problems in engineering. Volume 2014(2014)
• Publication Date: 2014-05-21
• Subjects: Engineering mathematics -- Periodicals; 510.2462
• DOI: 10.1155/2014/635758
• Languages: English
• ISSNs: 1024-123X

Abstract

Abstract : This paper discusses the state feedback H ∞ control problem for a class of bilinear stochastic systems driven by both Brownian motion and Poisson jumps. By completing square method, we obtain the H ∞ control by solutions of the corresponding Hamilton-Jacobi equations (HJE). By the tensor power series method, we also shift such HJEs into a kind of Riccati equations, and the H ∞ control is represented with the form of tensor power series.