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

Nadav Berman, Uri Shaked

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

Abstract

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

Original languageEnglish
Title of host publication2009 European Control Conference, ECC 2009
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages619-624
Number of pages6
ISBN (Electronic)9783952417393
StatePublished - 26 Mar 2014
Event2009 10th European Control Conference, ECC 2009 - Budapest, Hungary
Duration: 23 Aug 200926 Aug 2009

Publication series

Name2009 European Control Conference, ECC 2009

Conference

Conference2009 10th European Control Conference, ECC 2009
Country/TerritoryHungary
CityBudapest
Period23/08/0926/08/09

Keywords

  • Multiplicative noise
  • P2P control
  • P2P filtering
  • Stochastic systems

ASJC Scopus subject areas

  • Control and Systems Engineering

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