Predictor-Based Control of Systems with State-Multiplicative Noise

Eli Gershon*, Uri Shaked

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review


Linear, continuous-time systems with state-multiplicative noise and time-delayed input are considered. The problems of H state-feedback and output-feedback control are solved for these systems when uncertainty in their deterministic parameters is encountered. Cascaded sub-predictors of the Luenberger-type are applied that considerably increase the size of the input time delay that can be solved for. Two examples are given. The first is a practical control engineering design and the second is an illustrative example that compares several solution methods for the stochastic state-feedback control.

Original languageEnglish
Title of host publicationLecture Notes in Control and Information Sciences
PublisherSpringer Verlag
Number of pages15
StatePublished - 2019

Publication series

NameLecture Notes in Control and Information Sciences
ISSN (Print)0170-8643
ISSN (Electronic)1610-7411


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