H∞ control and filtering of discrete-time stochastic systems with multiplicative noise

Automatica

Volumn 37, Issue 3, 2001, Pages 409-417

  Gershon, E ^a   Shaked, U ^a   Yaesh, I ^b  

^a TEL AVIV UNIVERSITY   (Israel)

^b Taas Israel Industries   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEM ANALYSIS; CORRELATION METHODS; FEEDBACK CONTROL; PARAMETER ESTIMATION; RANDOM PROCESSES; SIGNAL FILTERING AND PREDICTION; SPURIOUS SIGNAL NOISE; STATE SPACE METHODS; STOCHASTIC CONTROL SYSTEMS;

BILINEAR SYSTEMS; MULTIPLICATIVE NOISE; STOCHASTIC UNCERTAINTIES;

DISCRETE TIME CONTROL SYSTEMS;

EID: 0035284077     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0005-1098(00)00164-3     Document Type: Article

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