• DocumentCode
    700963
  • Title

    A Riccati equation for stochastic H∞

  • Author

    Hinrichsen, D. ; Pritchard, A.J.

  • Author_Institution
    Inst. fur Dynamische Syst., Univ. Bremen, Bremen, Germany
  • fYear
    1997
  • fDate
    1-7 July 1997
  • Firstpage
    3159
  • Lastpage
    3163
  • Abstract
    In this note we report on a new kind of algebraic Riccati equation which we encountered when studying an H∞ type problem of disturbance attenuation for stochastic linear systems. The same equation occurs in the analysis of stability radii of linear systems with both deterministic and stochastic uncertainties. The associated linear matrix inequality is also considered.
  • Keywords
    H∞ control; Riccati equations; linear matrix inequalities; linear systems; stability; stochastic systems; uncertain systems; algebraic Riccati equation; deterministic uncertainty; disturbance attenuation; linear matrix inequality; stability analysis; stochastic H∞ control; stochastic linear system; stochastic uncertainty; Linear matrix inequalities; Mathematical model; Riccati equations; Stability criteria; Stochastic processes; Stochastic systems; Symmetric matrices; LMI; Riccati equation; Robust stability; Stochastic systems;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control Conference (ECC), 1997 European
  • Conference_Location
    Brussels
  • Print_ISBN
    978-3-9524269-0-6
  • Type

    conf

  • Filename
    7082595
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=700963