## Abstract

Linear discrete-time systems with stochastic uncertainties in their state-space model are considered. The problem of dynamic output-feedback control is solved via a new approach, for both the finite horizon and the stationary cases. in both cases, a cost function is defined which is the expected value of the standard H_{∞} performance index with respect to the uncertain parameters. An example is given which demonstrates the applicability of the theory.

Original language | English |
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Title of host publication | Proceedings of the 16th IFAC World Congress, IFAC 2005 |

Publisher | IFAC Secretariat |

Pages | 411-416 |

Number of pages | 6 |

ISBN (Print) | 008045108X, 9780080451084 |

DOIs | |

State | Published - 2005 |

### Publication series

Name | IFAC Proceedings Volumes (IFAC-PapersOnline) |
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Volume | 16 |

ISSN (Print) | 1474-6670 |

## Keywords

- Multiplicative noise
- Nonlinear systems
- Robust control

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