TY - JOUR
T1 - H∞ control and estimation of retarded state-multiplicative stochastic systems
AU - Gershon, E.
AU - Shaked, U.
AU - Berman, N.
PY - 2007/9
Y1 - 2007/9
N2 - Linear, state-delayed, continuous-time systems with stochastic uncertainties in their state-space model are considered. The problems of both H∞ state-feedback control and filtering are solved, for the stationary case, via an input-output approach by which the system is replaced by a nonretarded system with deterministic norm-bounded uncertainties. In both problems, a cost function is defined that is the expected value of the standard H∞ performance index with respect to the uncertain parameters. Three examples are given that demonstrate the applicability of the theory.
AB - Linear, state-delayed, continuous-time systems with stochastic uncertainties in their state-space model are considered. The problems of both H∞ state-feedback control and filtering are solved, for the stationary case, via an input-output approach by which the system is replaced by a nonretarded system with deterministic norm-bounded uncertainties. In both problems, a cost function is defined that is the expected value of the standard H∞ performance index with respect to the uncertain parameters. Three examples are given that demonstrate the applicability of the theory.
KW - Stochastic H control
KW - Time-delay systems
KW - Uncertain systems
UR - http://www.scopus.com/inward/record.url?scp=34648840397&partnerID=8YFLogxK
U2 - 10.1109/TAC.2007.904618
DO - 10.1109/TAC.2007.904618
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AN - SCOPUS:34648840397
SN - 0018-9286
VL - 52
SP - 1773
EP - 1779
JO - IEEE Transactions on Automatic Control
JF - IEEE Transactions on Automatic Control
IS - 9
ER -