H∞ control and estimation of retarded state-multiplicative stochastic systems

E. Gershon; U. Shaked; N. Berman

doi:10.1109/TAC.2007.904618

H_∞ control and estimation of retarded state-multiplicative stochastic systems

E. Gershon, U. Shaked, N. Berman

Department of Mechanical Engineering

Research output: Contribution to journal › Article › peer-review

49 Scopus citations

Abstract

Linear, state-delayed, continuous-time systems with stochastic uncertainties in their state-space model are considered. The problems of both H_∞ state-feedback control and filtering are solved, for the stationary case, via an input-output approach by which the system is replaced by a nonretarded system with deterministic norm-bounded uncertainties. In both problems, a cost function is defined that is the expected value of the standard H_∞ performance index with respect to the uncertain parameters. Three examples are given that demonstrate the applicability of the theory.

Original language	English
Pages (from-to)	1773-1779
Number of pages	7
Journal	IEEE Transactions on Automatic Control
Volume	52
Issue number	9
DOIs	https://doi.org/10.1109/TAC.2007.904618
State	Published - 1 Sep 2007

Keywords

Stochastic H control
Time-delay systems
Uncertain systems

ASJC Scopus subject areas

Control and Systems Engineering
Computer Science Applications
Electrical and Electronic Engineering

Access to Document

10.1109/TAC.2007.904618

Cite this

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