H control and estimation of retarded state-multiplicative stochastic systems

E. Gershon, U. Shaked, N. Berman

Research output: Contribution to journalArticlepeer-review

49 Scopus citations


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 languageEnglish
Pages (from-to)1773-1779
Number of pages7
JournalIEEE Transactions on Automatic Control
Issue number9
StatePublished - 1 Sep 2007


  • Stochastic H control
  • Time-delay systems
  • Uncertain systems

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering


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