@inbook{10be634b493340d39090425e480babc7,

title = "Robust Vertex-Dependent Control and Filtering of Stochastic Systems",

abstract = "Linear discrete- and continuous-time systems with multiplicative noise and polytopic-type parameter uncertainties are considered. The problems of H∞ state-feedback control and filtering of these systems are addressed. These problems are solved by applying a vertex-dependent Lyapunov function, based on the Finsler{\textquoteright}s lemma, which considerably reduces the overdesign associated with the classical “quadratic” design that applies a single Lyapunov function for the whole parameters range. In both settings, a cost function is defined which is the expected value of the standard H∞ performance index with respect to the stochastic multiplicative parameters. The results are demonstrated via two numerical examples.",

author = "Eli Gershon and Uri Shaked",

note = "Publisher Copyright: {\textcopyright} 2019, Springer Nature Switzerland AG.",

year = "2019",

doi = "10.1007/978-3-030-16008-1_10",

language = "אנגלית",

series = "Lecture Notes in Control and Information Sciences",

publisher = "Springer Verlag",

pages = "129--153",

booktitle = "Lecture Notes in Control and Information Sciences",

}