H∞ Output-feedback of Discrete-time Systems with State-multiplicative Noise
نویسندگان
چکیده
Linear discrete-time systems with stochastic uncertainties in their state-space model are considered. The problem of dynamic output-feedback control is solved via a new approach, for both the finite horizon and the stationary cases. In both cases, a cost function is defined which is the expected value of the standard H∞ performance index with respect to the uncertain parameters. An example is given which demonstrates the applicability of the theory. Copyright c ©2005 IFAC.
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تاریخ انتشار 2005