TY - GEN
T1 - Systems with multiplicative noise
T2 - 14th Mediterranean Conference on Control and Automation, MED'06
AU - Gershon, E.
AU - Shaked, U.
PY - 2006
Y1 - 2006
N2 - The problem of stationary H∞ output-feedback tracking for linear discrete-time systems with stochastic state-multiplicative parameter uncertainties is investigated. We consider two tracking patterns depending on the nature of the reference signal i.e : whether it is measured on line or previewed in a fixed time-interval ahead. The stochastic uncertainties appear in both the dynamic and measurement matrices of the system. For each of the above two cases a solution is found where, given a specific reference signal, the controller plays against nature which chooses the initial condition and the energy-bounded disturbance. The problems are solved by applying a special Lyapunov function which leads to an LMI based tractable solution. The theory developed is demonstrated by a simple example.
AB - The problem of stationary H∞ output-feedback tracking for linear discrete-time systems with stochastic state-multiplicative parameter uncertainties is investigated. We consider two tracking patterns depending on the nature of the reference signal i.e : whether it is measured on line or previewed in a fixed time-interval ahead. The stochastic uncertainties appear in both the dynamic and measurement matrices of the system. For each of the above two cases a solution is found where, given a specific reference signal, the controller plays against nature which chooses the initial condition and the energy-bounded disturbance. The problems are solved by applying a special Lyapunov function which leads to an LMI based tractable solution. The theory developed is demonstrated by a simple example.
UR - http://www.scopus.com/inward/record.url?scp=36049047393&partnerID=8YFLogxK
U2 - 10.1109/MED.2006.328868
DO - 10.1109/MED.2006.328868
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AN - SCOPUS:36049047393
SN - 0978672003
SN - 9780978672003
T3 - 14th Mediterranean Conference on Control and Automation, MED'06
BT - 14th Mediterranean Conference on Control and Automation, MED'06
Y2 - 28 June 2006 through 30 June 2006
ER -