γ-Attenuation problem for discrete-time time-varying stochastic systems with multiplicative noise

Proceedings of the IEEE Conference on Decision and Control

Volumn 1, Issue , 1998, Pages 796-797

  Dragan, V ^a   Stoica, A ^a  

^a INSTITUTE OF MATHEMATICS   (Romania)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL THEORY; DISCRETE TIME CONTROL SYSTEMS; MATRIX ALGEBRA; OPTIMAL CONTROL SYSTEMS; SPURIOUS SIGNAL NOISE; SYSTEM STABILITY; TIME VARYING CONTROL SYSTEMS;

DETERMINISTIC CONTROLLERS; LINEAR MATRIX INEQUALITIES;

STOCHASTIC CONTROL SYSTEMS;

EID: 0032277887     PISSN: 01912216     EISSN: None     Source Type: None    
DOI: None     Document Type: Article

References (7)

1. ∞; type control for discrete-time stochastic systems", Technical Report Nr. 424, Inst. jur Dynamische Systeme, Universitat Bremen, 1998.
2. V. Dragan, and A. Stoica, "A γ-attenuation problem for discrete-time time-varying stochastic systems with multiplicative noise", Preprint series of the Institute of mathematics o/ the Romanian Academy, nr.10/1998.
3. ∞ Control", Int. J. Robust Nonlinear Contr. 4, 1994, pp.421-448.
4. T. Morozan, "Stabilization of Some Stochastic Discrete- Time Control Systems", Stochastic Analysis and Applications, 1, 1983, pp.89-116.
5. T. Morozan, "Optimal Stabilizing Compensator for Linear Systems with State-Dependent Noise", Stochastic Analysis and Applications, 10, 1992, pp.557-572.
6. T. Morozan, "Parameterized Riccati Equations Associated to Input-Output Operators for Discrete-Time Systems with State-Dependent Noise", Will appear in Stochastic Analysis and Applications( 1999).
7. W.M. Wonham, "Optimal stationary control of linear system with state dependent noise", SIAM J. Control and Optimization, 5, 1967, pp.486-500.