H∞ control and estimation of state-multiplicative stochastic systems with delay

E. Gershon; U. Shaked; N. Berman

doi:10.1109/ACC.2007.4282427

H_∞ control and estimation of state-multiplicative stochastic systems with delay

E. Gershon^*, U. Shaked, N. Berman

^*Corresponding author for this work

School of Electrical Engineering

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

9 Scopus citations

Abstract

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 which 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.

Original language	English
Title of host publication	Proceedings of the 2007 American Control Conference, ACC
Pages	329-334
Number of pages	6
DOIs	https://doi.org/10.1109/ACC.2007.4282427
State	Published - 2007
Event	2007 American Control Conference, ACC - New York, NY, United States Duration: 9 Jul 2007 → 13 Jul 2007

Publication series

Name	Proceedings of the American Control Conference
ISSN (Print)	0743-1619

Conference

Conference	2007 American Control Conference, ACC
Country/Territory	United States
City	New York, NY
Period	9/07/07 → 13/07/07

Access to Document

10.1109/ACC.2007.4282427

Cite this

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abstract = "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 which 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.",

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Gershon, E, Shaked, U & Berman, N 2007, H_∞ control and estimation of state-multiplicative stochastic systems with delay. in Proceedings of the 2007 American Control Conference, ACC., 4282427, Proceedings of the American Control Conference, pp. 329-334, 2007 American Control Conference, ACC, New York, NY, United States, 9/07/07. https://doi.org/10.1109/ACC.2007.4282427

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