Robust Output-Feedback Control of Stochastic Discrete-Time Systems

Eli Gershon*, Uri Shaked

*Corresponding author for this work

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


Linear discrete-time systems with stochastic and deterministic polytopic-type uncertainties in their state-space model are considered. A dynamic output-feedback controller is obtained via a new approach, which allows a derivation of a controller in spite of parameter uncertainty. In the proposed approach, the system is described via a difference equation and an augmented system is then used to obtain the output-feedback controller parameters. The controller is obtained without assuming a specific structure to the quadratic Lyapunov function. It is the first time that an output-feedback controller is obtained for robust state-multiplicative systems. The controller minimizes the stochastic l2-gain of the closed-loop system, where the cost function is defined to be the expected value of the standard H performance index with respect to the stochastic uncertainty. An example is given that demonstrates the merit of the theory.

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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