H_∞ Tracking with Preview for Linear Continuous-Time Systems Driven by Wiener and Poisson Processes

Abstract

In this paper, we study H_∞ tracking with preview problems for linear continuous-time systems driven by Wiener and Poisson Processes. We introduce Riccati differential equations affected by Poisson parameters to solve the problems. We consider more elaborate and more rigorous statements and arguments than related previous work based on [18]. Finally we investigate tracking performances for various preview lengths by numerical examples.