2 Continuous-time systems: Control and luenberger-type filtering

Eli Gershon, Uri Shaked, Isaac Yaesh

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

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.

Original languageEnglish
Title of host publicationH-Control and Estimation of State-multiplicative Linear Systems
PublisherSpringer Verlag
Pages21-44
Number of pages24
ISBN (Print)1852339977, 9781852339975
DOIs
StatePublished - 21 Sep 2005

Publication series

NameLecture Notes in Control and Information Sciences
Volume318
ISSN (Print)0170-8643

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