@inproceedings{226d1f68ef8d4dce82a240892c78c576,
title = "Stochastic linear systems: Robust H∞ control via vertex-dependent approach",
abstract = "We consider linear continuous-time systems with multiplicative noise and polytopic type parameter uncertainty and we address the problems of H∞ state-feedback control and filtering of these systems. These problems are solved by applying a vertex dependent Lyapunov function that considerably reduces the over-design associated with the classical 'quadratic' design that is based on a single Lyapunov function for the whole parameters range. In both problems, a cost function is defined which is the expected value of the standard H∞ performance index with respect to the stochastic multiplicative parameters.",
keywords = "Stochastic H control, continuous-time systems, robust filtering",
author = "Eli Gershon and Uri Shaked and Liron Itzhaki",
note = "Publisher Copyright: {\textcopyright} 2015 IEEE.; 23rd Mediterranean Conference on Control and Automation, MED 2015 ; Conference date: 16-06-2015 Through 19-06-2015",
year = "2015",
month = jul,
day = "14",
doi = "10.1109/MED.2015.7158818",
language = "אנגלית",
series = "2015 23rd Mediterranean Conference on Control and Automation, MED 2015 - Conference Proceedings",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "638--643",
editor = "Victor Munoz and Joseba Quevedo and Martinez, {Jorge L.} and Jesus Morales",
booktitle = "2015 23rd Mediterranean Conference on Control and Automation, MED 2015 - Conference Proceedings",
address = "ארצות הברית",
}