TY - GEN
T1 - Stochastic H∞ control and estimation of state-multiplicative discrete-time systems with delay
AU - Gershon, Eli
AU - Shaked, Uri
PY - 2013
Y1 - 2013
N2 - Linear, state delayed, discrete-time systems with stochastic uncertainties in their state-space model are considered. The problems of both H ∞ state-feedback control and filtering are solved, for the stationary case, via an input-output approach by which the system is replaced by a nonretarded system with deterministic norm-bounded uncertainties. In both problems, a cost function is defined which is the expected value of the standard H∞ performance index with respect to the uncertain parameters.
AB - Linear, state delayed, discrete-time systems with stochastic uncertainties in their state-space model are considered. The problems of both H ∞ state-feedback control and filtering are solved, for the stationary case, via an input-output approach by which the system is replaced by a nonretarded system with deterministic norm-bounded uncertainties. In both problems, a cost function is defined which is the expected value of the standard H∞ performance index with respect to the uncertain parameters.
KW - input-output
KW - retarded discrete-time systems
UR - http://www.scopus.com/inward/record.url?scp=84893327989&partnerID=8YFLogxK
U2 - 10.23919/ecc.2013.6669737
DO - 10.23919/ecc.2013.6669737
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AN - SCOPUS:84893327989
SN - 9783033039629
T3 - 2013 European Control Conference, ECC 2013
SP - 4430
EP - 4435
BT - 2013 European Control Conference, ECC 2013
PB - IEEE Computer Society
T2 - 2013 12th European Control Conference, ECC 2013
Y2 - 17 July 2013 through 19 July 2013
ER -