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

E. Gershon, U. Shaked

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-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 languageEnglish
Title of host publication2008 IEEE 25th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2008
Pages504-508
Number of pages5
DOIs
StatePublished - 2008
Event2008 IEEE 25th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2008 - Eilat, Israel
Duration: 3 Dec 20085 Dec 2008

Publication series

NameIEEE Convention of Electrical and Electronics Engineers in Israel, Proceedings

Conference

Conference2008 IEEE 25th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2008
Country/TerritoryIsrael
CityEilat
Period3/12/085/12/08

Keywords

  • DLMI
  • State multiplicative systems
  • Stochastic H control
  • Stochastic output-feedback

Fingerprint

Dive into the research topics of 'Application of the difference LMIs method to robust stochastic H control and filtering of distinct plants'. Together they form a unique fingerprint.

Cite this