The risk-sensitive index and the H-2 and H-infinity norms for nonlinear systems

被引：31

作者：

Fleming, WH ^{[1
]}

James, MR ^{[1
]}

机构：

[1] AUSTRALIAN NATL UNIV,FAC ENGN & INFORMAT TECHNOL,DEPT ENGN,CANBERRA,ACT 0200,AUSTRALIA

来源：

MATHEMATICS OF CONTROL SIGNALS AND SYSTEMS | 1995年 / 8卷 / 03期

关键词：

risk-sensitive stochastic control; nonlinear H-infinity control; asymptotic analysis;

D O I：

10.1007/BF01211859

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper we study two measures of the ''size'' of systems, namely, the so-called H-2 and H-infinity norms. These measures are important tools for determining the influence of disturbances on performance. We show that the risk-sensitive index on an infinite time horizon contains detailed information concerning these measures, via small noise and small risk limits.

引用

页码：199 / 221

页数：23

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