Robust Vertex-Dependent Control and Filtering of Stochastic Systems

Eli Gershon, Uri Shaked

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

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’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.

Original languageEnglish
Title of host publicationLecture Notes in Control and Information Sciences
PublisherSpringer Verlag
Pages129-153
Number of pages25
DOIs
StatePublished - 2019

Publication series

NameLecture Notes in Control and Information Sciences
Volume481
ISSN (Print)0170-8643
ISSN (Electronic)1610-7411

Fingerprint

Dive into the research topics of 'Robust Vertex-Dependent Control and Filtering of Stochastic Systems'. Together they form a unique fingerprint.

Cite this