@inproceedings{804bc7c6af6d439f888e6a78c14ce64f,
title = "Robust L∞-induced optimal filtering and control of stochastic systems with state-multiplicative noise",
abstract = "Linear, continuous-time systems with stochastic uncertainties in their state-space model are considered. The problems of L∞ state-feedback control and filtering are solved for the stationary case. In both problems, a cost function which is the expected value of the standard induced L∞ norm performance index with respect to the uncertain parameters is defined. An example which demonstrates the applicability of the theory is given.",
keywords = "Multiplicative noise, P2P control, P2P filtering, Stochastic systems",
author = "Nadav Berman and Uri Shaked",
note = "Publisher Copyright: {\textcopyright} 2009 EUCA.; 2009 10th European Control Conference, ECC 2009 ; Conference date: 23-08-2009 Through 26-08-2009",
year = "2014",
month = mar,
day = "26",
doi = "10.23919/ecc.2009.7074472",
language = "אנגלית",
series = "2009 European Control Conference, ECC 2009",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "619--624",
booktitle = "2009 European Control Conference, ECC 2009",
address = "ארצות הברית",
}