Stability and Stabilization of Uncertain 2-D Discrete Systems with Stochastic Perturbation
Multidimensional Systems and Signal Processing
Computer-aided on-line development and derivation of the motion equation of space module
Automation and Remote Control
Stochastic problems in H∞ and H2/H∞ control
Automation and Remote Control
IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
Robust H2/H∞ global linearization filter design for nonlinear stochastic systems
IEEE Transactions on Circuits and Systems Part I: Regular Papers
Synthesis of switching H2and H∞output-feedback controllers: a fuzzy supervisor approach
ACC'09 Proceedings of the 2009 conference on American Control Conference
Stochastic H∞control problem with state-dependent noise for multimodeling systems
ACC'09 Proceedings of the 2009 conference on American Control Conference
An adaptive controller design for uncertain stochastic systems
CCDC'09 Proceedings of the 21st annual international conference on Chinese control and decision conference
Dissipative control for stochastic descriptor systems with time-delays
CCDC'09 Proceedings of the 21st annual international conference on Chinese control and decision conference
Automation and Remote Control
Representation of the bilinear system output by multiple stochastic integrals
Automation and Remote Control
International Journal of Automation and Computing
Filtering for discrete fuzzy stochastic systems with sensor nonlinearities
IEEE Transactions on Fuzzy Systems
SIAM Journal on Control and Optimization
Residual bounds of the stochastic algebraic Riccati equation
Applied Numerical Mathematics
Journal of Global Optimization
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We consider stochastic linear plants which are controlled by dynamic output feedback and subjected to both deterministic and stochastic perturbations. Our objective is to develop an $H^{\infty}$-type theory for such systems. We prove a bounded real lemma for stochastic systems with deterministic and stochastic perturbations. This enables us to obtain necessary and sufficient conditions for the existence of a stabilizing compensator which keeps the effect of the perturbations on the to-be-controlled output below a given threshhold $\gamma 0$. In the deterministic case, the analogous conditions involve two uncoupled linear matrix inequalities, but in the stochastic setting we obtain coupled nonlinear matrix inequalities instead. The connection between $H^{\infty}$ theory and stability radii is discussed and leads to a lower bound for the radii, which is shown to be tight in some special cases.