H control and estimation of state-multiplicative stochastic systems with delay

E. Gershon, U. Shaked, N. Berman

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

10 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 which 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
Title of host publicationProceedings of the 2007 American Control Conference, ACC
Number of pages6
StatePublished - 1 Dec 2007
Event2007 American Control Conference, ACC - New York, NY, United States
Duration: 9 Jul 200713 Jul 2007

Publication series

NameProceedings of the American Control Conference
ISSN (Print)0743-1619


Conference2007 American Control Conference, ACC
Country/TerritoryUnited States
CityNew York, NY

ASJC Scopus subject areas

  • Electrical and Electronic Engineering


Dive into the research topics of 'H control and estimation of state-multiplicative stochastic systems with delay'. Together they form a unique fingerprint.

Cite this