Hou, Ting; Zhang, Weihai; Ma, Hongji - In: Journal of Global Optimization 57 (2013) 4, pp. 1245-1262
In this paper, an infinite horizon <InlineEquation ID="IEq5"> <EquationSource Format="TEX">$$H_2/H_\infty $$</EquationSource> </InlineEquation> control problem is addressed for a broad class of discrete-time Markov jump systems with (<InlineEquation ID="IEq6"> <EquationSource Format="TEX">$$x,u,v$$</EquationSource> </InlineEquation>)-dependent noises. First of all, under the condition of exact detectability, the stochastic Popov–Belevich–Hautus (PBH) criterion is...</equationsource></inlineequation></equationsource></inlineequation>