## Abstract

In this paper a new method for designing a reduced-order output feedback controller for a linear time-invariant retarded system with stochastic state-multiplicative Wiener-type noise, that achieves a minimum bound on the H_{∞} performance level, is introduced. The solution of the stochastic H_{∞} reduced-order outputfeedback control problem is solved, for the stationary case, via the input-output approach where the system is replaced by a non-retarded system that contain, instead, deterministic norm-bounded uncertainties. The stochastic uncertainties appear in the dynamic matrices, which correspond to the delayed and non-delayed states of the system. In this problem, a cost function is defined which is the expected value of the standard H_{∞} performance cost with respect to the stochastic parameters.

Original language | English |
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Title of host publication | 2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012 |

DOIs | |

State | Published - 2012 |

Event | 2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012 - Eilat, Israel Duration: 14 Nov 2012 → 17 Nov 2012 |

### Publication series

Name | 2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012 |
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### Conference

Conference | 2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012 |
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Country/Territory | Israel |

City | Eilat |

Period | 14/11/12 → 17/11/12 |

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