Robust L-induced filtering and control of stochastic systems with state-multiplicative noise

Nadav Berman, Uri Shaked

Research output: Contribution to journalArticlepeer-review

Abstract

Linear, continuous-time systems with stochastic uncertainties in their state-space model are considered. The problems of induced L state-feedback control and filtering are solved, for the stationary case. In both problems, the cost function is defined to be the expected value of the standard induced L performance index with respect to the uncertain parameters. An example that demonstrates the applicability of the theory is given.

Original languageEnglish
Article number5409517
Pages (from-to)732-737
Number of pages6
JournalIEEE Transactions on Automatic Control
Volume55
Issue number3
DOIs
StatePublished - Mar 2010

Keywords

  • L performance
  • Multiplicative noise
  • Peak-to-peak control
  • Stochastic systems

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