## 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 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 language | English |
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Title of host publication | Proceedings of the 2007 American Control Conference, ACC |

Pages | 329-334 |

Number of pages | 6 |

DOIs | |

State | Published - 1 Dec 2007 |

Event | 2007 American Control Conference, ACC - New York, NY, United States Duration: 9 Jul 2007 → 13 Jul 2007 |

### Publication series

Name | Proceedings of the American Control Conference |
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ISSN (Print) | 0743-1619 |

### Conference

Conference | 2007 American Control Conference, ACC |
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Country/Territory | United States |

City | New York, NY |

Period | 9/07/07 → 13/07/07 |

## ASJC Scopus subject areas

- Electrical and Electronic Engineering

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