TY - GEN

T1 - Robust H∞ output-feedback control of state-multiplicative stochastic systems with delay

AU - Gershon, Eli

AU - Shaked, Uri

N1 - Publisher Copyright:
© 2009 EUCA.

PY - 2014/3/26

Y1 - 2014/3/26

N2 - Linear, state delayed, continuous-time systems are considered with both stochastic and norm-bounded deterministic uncertainties in the state-space model. The problem of robust dynamic H∞ output-feedback control is solved, for the stationary case, via the input-output approach where the system is replaced by a nonretarded system with additional deterministic norm-bounded uncertainties. In this problem, a cost function is defined which is the expected value of the standard H∞ performance cost with respect to the stochastic parameters. An example is given that demonstrates the applicability of the theory.

AB - Linear, state delayed, continuous-time systems are considered with both stochastic and norm-bounded deterministic uncertainties in the state-space model. The problem of robust dynamic H∞ output-feedback control is solved, for the stationary case, via the input-output approach where the system is replaced by a nonretarded system with additional deterministic norm-bounded uncertainties. In this problem, a cost function is defined which is the expected value of the standard H∞ performance cost with respect to the stochastic parameters. An example is given that demonstrates the applicability of the theory.

KW - Stochastic output-feedback control

KW - Time-delay systems

KW - Uncertain systems

UR - http://www.scopus.com/inward/record.url?scp=84955193981&partnerID=8YFLogxK

U2 - 10.23919/ecc.2009.7074377

DO - 10.23919/ecc.2009.7074377

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AN - SCOPUS:84955193981

T3 - 2009 European Control Conference, ECC 2009

SP - 43

EP - 48

BT - 2009 European Control Conference, ECC 2009

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 2009 10th European Control Conference, ECC 2009

Y2 - 23 August 2009 through 26 August 2009

ER -