In this chapter we address the problems of continuous-time, state-multiplicative, H∞ state-feedback control and estimation via the solution of the stochastic BRL which is formulated and proved at the beginning of the chapter. We then solve the dynamic output-feedback control problem by transforming the problem to an estimation one, to which we apply the result of the filtering solution. We derive solutions of both, the finite-horizon and the stationary cases for the above mentioned problems.
|Title of host publication||H-Control and Estimation of State-multiplicative Linear Systems|
|Number of pages||24|
|ISBN (Print)||1852339977, 9781852339975|
|State||Published - 21 Sep 2005|
|Name||Lecture Notes in Control and Information Sciences|