Application of the difference LMIs method to robust stochastic H ∞ control and filtering of distinct plants

E. Gershon; U. Shaked

doi:10.1109/EEEI.2008.4736579

Application of the difference LMIs method to robust stochastic H _∞ control and filtering of distinct plants

E. Gershon^*, U. Shaked

^*Corresponding author for this work

School of Electrical Engineering

Holon Institute of Technology

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

A recently developed method is applied to the solution of linear matrix inequalities over a finite horizon for stochastic, state-multiplicative, linear, discrete-time varying systems with or without uncertainties. The method is used to solve a variety of problems beginning with the stochastic H _∞ discrete-time bounded real lemma and extending to robust state-feedback control, robust a priori and a posteriori filtering, robust H_∞ general-filtering and static output-feedback control design of uncertain systems. In all the above cases a solution is presented in the form of difference linear matrix inequalities. An example is brought which demonstrates the efficiency of the method.

Original language	English
Title of host publication	2008 IEEE 25th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2008
Pages	504-508
Number of pages	5
DOIs	https://doi.org/10.1109/EEEI.2008.4736579
State	Published - 2008
Event	2008 IEEE 25th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2008 - Eilat, Israel Duration: 3 Dec 2008 → 5 Dec 2008

Publication series

Name	IEEE Convention of Electrical and Electronics Engineers in Israel, Proceedings

Conference

Conference	2008 IEEE 25th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2008
Country/Territory	Israel
City	Eilat
Period	3/12/08 → 5/12/08

Keywords

DLMI
State multiplicative systems
Stochastic H control
Stochastic output-feedback

Access to Document

10.1109/EEEI.2008.4736579

Cite this

Gershon, E., & Shaked, U. (2008). Application of the difference LMIs method to robust stochastic H _∞ control and filtering of distinct plants. In 2008 IEEE 25th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2008 (pp. 504-508). Article 4736579 (IEEE Convention of Electrical and Electronics Engineers in Israel, Proceedings). https://doi.org/10.1109/EEEI.2008.4736579

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title = "Application of the difference LMIs method to robust stochastic H ∞ control and filtering of distinct plants",

abstract = "A recently developed method is applied to the solution of linear matrix inequalities over a finite horizon for stochastic, state-multiplicative, linear, discrete-time varying systems with or without uncertainties. The method is used to solve a variety of problems beginning with the stochastic H ∞ discrete-time bounded real lemma and extending to robust state-feedback control, robust a priori and a posteriori filtering, robust H∞ general-filtering and static output-feedback control design of uncertain systems. In all the above cases a solution is presented in the form of difference linear matrix inequalities. An example is brought which demonstrates the efficiency of the method.",

keywords = "DLMI, State multiplicative systems, Stochastic H control, Stochastic output-feedback",

author = "E. Gershon and U. Shaked",

year = "2008",

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Gershon, E & Shaked, U 2008, Application of the difference LMIs method to robust stochastic H _∞ control and filtering of distinct plants. in 2008 IEEE 25th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2008., 4736579, IEEE Convention of Electrical and Electronics Engineers in Israel, Proceedings, pp. 504-508, 2008 IEEE 25th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2008, Eilat, Israel, 3/12/08. https://doi.org/10.1109/EEEI.2008.4736579

Application of the difference LMIs method to robust stochastic H _∞ control and filtering of distinct plants. / Gershon, E.; Shaked, U.
2008 IEEE 25th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2008. 2008. p. 504-508 4736579 (IEEE Convention of Electrical and Electronics Engineers in Israel, Proceedings).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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