Output feedback \(H_{\infty}\) control for discrete-time mean-field stochastic systems. (English) Zbl 1338.93392
Summary: This paper is to consider dynamic output feedback \(H_{\infty}\) control of mean-field type for stochastic discrete-time systems with state- and disturbance-dependent noise. A stochastic bounded real lemma (SBRL) of mean-field type is derived. Based on the SBRL, a sufficient condition with the form of coupled nonlinear matrix inequalities is derived for the existence of a stabilizing \(H_{\infty}\) controller. Moreover, a numerical example is given to examine the effectiveness of the theoretical results.
MSC:
| 93E15 | Stochastic stability in control theory |
| 93E03 | Stochastic systems in control theory (general) |
| 93B36 | \(H^\infty\)-control |
| 93C55 | Discrete-time control/observation systems |
| 93D15 | Stabilization of systems by feedback |
Keywords:
mean-field; \(H_{\infty}\) control; discrete-time stochastic systems; output feedback; matrix inequalitiesReferences:
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