Title :
Stochastic H∞ control and estimation of state-multiplicative discrete-time systems with delay
Author :
Gershon, Eli ; Shaked, Uri
Author_Institution :
Fac. of Electr. Eng., Holon Inst. of Technol. (HIT), Holon, Israel
Abstract :
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.
Keywords :
H∞ control; delays; discrete time systems; state feedback; state-space methods; stochastic systems; H∞ performance index; H∞ state-feedback; input-output approach; state delays; state multiplicative discrete time systems; state-space model; stochastic H∞ control; stochastic uncertainties; uncertain parameters; Delays; Linear matrix inequalities; Noise; Stability criteria; Stochastic processes; Uncertainty; Stochastic H∞ control; input-output; retarded discrete-time systems;
Conference_Titel :
Control Conference (ECC), 2013 European
Conference_Location :
Zurich
