Vertex-dependent Approach to Robust H Control and Estimation of Stochastic Discrete-time Systems

E. Gershon, U. Shaked

Research output: Contribution to journalConference articlepeer-review

Abstract

We consider linear state-multiplicative noisy, discrete-time systems with polytopic uncertainties. The stationary problems of H state-feedback control and filtering are solved by applying a vertex dependent Lyapunov function. This enable us to reduces considerably the over-design that is associated with the classical design and that is based on a single Lyapunov function for the whole parameters range. The solutions to the robust problems of both: the state-feedback and the filtering problems are obtained via a set of LMIs which are readily applicable.

Original languageEnglish
Pages (from-to)949-953
Number of pages5
JournalIFAC-PapersOnLine
Volume48
Issue number11 11
DOIs
StatePublished - 2015
Event1st IFAC Conference on Modelling, Identification and Control of Nonlinear Systems MICNON 2015: - Saint Petersburg, Russian Federation
Duration: 24 Jun 201526 Jun 2016

Keywords

  • Stochastic H control
  • discrete-time systems
  • robust filtering

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