TY - GEN
T1 - Robust H∞ control and estimation of state-multiplicative stochastic systems with delay
AU - Gershon, E.
AU - Shaked, U.
AU - Berman, N.
PY - 2008/10/6
Y1 - 2008/10/6
N2 - Linear, state delayed, norm bounded uncertain continuous-time systems with stochastic uncertainties in their state-space model are considered. The problems of both H∞ robust state-feedback control and robust filtering are solved, for the stationary case, via an input-output approach by which the system is replaced by a nonretarded system with (additional) 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. Two examples are given that demonstrate the applicability of the theory.
AB - Linear, state delayed, norm bounded uncertain continuous-time systems with stochastic uncertainties in their state-space model are considered. The problems of both H∞ robust state-feedback control and robust filtering are solved, for the stationary case, via an input-output approach by which the system is replaced by a nonretarded system with (additional) 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. Two examples are given that demonstrate the applicability of the theory.
UR - http://www.scopus.com/inward/record.url?scp=52949148190&partnerID=8YFLogxK
U2 - 10.1109/MED.2008.4602148
DO - 10.1109/MED.2008.4602148
M3 - Conference contribution
AN - SCOPUS:52949148190
SN - 9781424425051
T3 - 2008 Mediterranean Conference on Control and Automation - Conference Proceedings, MED'08
SP - 818
EP - 823
BT - 2008 Mediterranean Conference on Control and Automation - Conference Proceedings, MED'08
T2 - 2008 Mediterranean Conference on Control and Automation, MED'08
Y2 - 25 June 2008 through 27 June 2008
ER -