Robust L∞-induced filtering and control of stochastic systems with state-multiplicative noise

Nadav Berman; Uri Shaked

doi:10.1109/TAC.2010.2040426

Robust L_∞-induced filtering and control of stochastic systems with state-multiplicative noise

Nadav Berman
, Uri Shaked

Department of Mechanical Engineering

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

22 Scopus citations

Abstract

Linear, continuous-time systems with stochastic uncertainties in their state-space model are considered. The problems of induced L_∞ state-feedback control and filtering are solved, for the stationary case. In both problems, the cost function is defined to be the expected value of the standard induced L_∞ performance index with respect to the uncertain parameters. An example that demonstrates the applicability of the theory is given.

Original language	English
Article number	5409517
Pages (from-to)	732-737
Number of pages	6
Journal	IEEE Transactions on Automatic Control
Volume	55
Issue number	3
DOIs	https://doi.org/10.1109/TAC.2010.2040426
State	Published - 1 Mar 2010

Keywords

L performance
Multiplicative noise
Peak-to-peak control
Stochastic systems

ASJC Scopus subject areas

Control and Systems Engineering
Computer Science Applications
Electrical and Electronic Engineering

Access to Document

10.1109/TAC.2010.2040426

Cite this

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