H_∞ CONTROL FOR STOCHASTIC SYSTEMS WITH POISSON JUMPS  

作　　者：Xiangyun LIN Rui ZHANG 

机构地区：[1]Schooi of Mathematics, Shandong University, Jinan 250100, China College of Science, Shandong Universityof Science and Technology, Qingdao 266510, China. [2]College of Information Science and Technology, Shandong University of Science and Technology, Qingdao 266510, China.

出　　处：《Journal of Systems Science & Complexity》2011年第4期683-700,共18页系统科学与复杂性学报（英文版）

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

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.

关 键 词：Externally stable H∞ control internally stable Poisson random measure Riccati equa-tion stochastic system with jumps. 

分 类 号：TP273.2[自动化与计算机技术—检测技术与自动化装置] O231[自动化与计算机技术—控制科学与工程]