TY - JOUR
T1 - Robust L∞-induced filtering and control of stochastic systems with state-multiplicative noise
AU - Berman, Nadav
AU - Shaked, Uri
N1 - Funding Information:
Manuscript received October 24, 2008; revised March 05, 2009, August 07, 2009, August 09, 2009, and August 10, 2009. First published February 08, 2010; current version published March 10, 2010. This work was supported by the C&M Maus Chair at Tel Aviv University. Recommended by Associate Editor D. Arzelier. N. Berman is with the Department of Mechanical Engineering, Ben Gurion University of the Negev, Beer Sheva 84105, Israel (e-mail: [email protected]). U. Shaked is with the School of Electrical Engineering, Tel-Aviv University, Tel-Aviv 69978, Israel (e-mail: [email protected]). Color versions of one or more of the figures in this technical note are available online at http://ieeexplore.ieee.org. Digital Object Identifier 10.1109/TAC.2010.2040426
PY - 2010/3
Y1 - 2010/3
N2 - 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.
AB - 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.
KW - L performance
KW - Multiplicative noise
KW - Peak-to-peak control
KW - Stochastic systems
UR - http://www.scopus.com/inward/record.url?scp=77949425165&partnerID=8YFLogxK
U2 - 10.1109/TAC.2010.2040426
DO - 10.1109/TAC.2010.2040426
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AN - SCOPUS:77949425165
SN - 0018-9286
VL - 55
SP - 732
EP - 737
JO - IEEE Transactions on Automatic Control
JF - IEEE Transactions on Automatic Control
IS - 3
M1 - 5409517
ER -