H output-feedback of discrete-time systems with state-multiplicative noise

Eli Gershon*, Uri Shaked

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

2 Scopus citations


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 languageEnglish
Title of host publicationProceedings of the 16th IFAC World Congress, IFAC 2005
PublisherIFAC Secretariat
Number of pages6
ISBN (Print)008045108X, 9780080451084
StatePublished - 2005

Publication series

NameIFAC Proceedings Volumes (IFAC-PapersOnline)
ISSN (Print)1474-6670


  • Multiplicative noise
  • Nonlinear systems
  • Robust control


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