The H∞ control problem
Linear robust control
Stability Radii of Systems with Stochastic Uncertainty and Their Optimization by Output Feedback
SIAM Journal on Control and Optimization
SIAM Journal on Control and Optimization
Feedback Control Theory
Automation and Remote Control
Automation and Remote Control
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We consider stochastic control systems subjected simultaneously to stochastic and determinate perturbations. Stochastic perturbations are assumed to be state-multiplicative stochastic processes, while determinate perturbations can be any processes with finite energy on infinite time interval. The results of the determinate H 驴-theory are compared to their stochastic analogs. The determinate and stochastic theories are linked together by the lemma that establishes the equivalence between the stability and boundness of the 驴L驴驴 驴 norm of the perturbation operator L, from one side, and the solvability of certain linear matrix inequalities (LMIs), from the other side. As soon as the stochastic version of the lemma is proven, the 驴-controller analysis and design problems are solved, in general, identically in the frame of the united LMI methodology.