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Volumn 43, Issue 3, 2007, Pages 513-521

Stochastic H2 / H∞ control for discrete-time systems with state and disturbance dependent noise

Author keywords

Coupled matrix valued equations; Discrete time stochastic systems; H2 H control

Indexed keywords

ALGORITHMS; CONTROL EQUIPMENT; LOGIC DESIGN; MATRIX ALGEBRA; PROBLEM SOLVING; STOCHASTIC CONTROL SYSTEMS;

EID: 33846829408     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2006.09.015     Document Type: Article
Times cited : (111)

References (15)
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    • 33846809855 scopus 로고    scopus 로고
    • Discrete-time indefinite LQ control with state and control dependent noises
    • Ait Rami M., Chen X., and Zhou X.Y. Discrete-time indefinite LQ control with state and control dependent noises. Journal of Global Optimization 23 (2002) 245-265
    • (2002) Journal of Global Optimization , vol.23 , pp. 245-265
    • Ait Rami, M.1    Chen, X.2    Zhou, X.Y.3
  • 6
    • 30844449664 scopus 로고    scopus 로고
    • ∞ output-feedback of discrete-time LTI systems with state multiplicative noise
    • ∞ output-feedback of discrete-time LTI systems with state multiplicative noise. Systems and Control Letters 55 (2006) 232-239
    • (2006) Systems and Control Letters , vol.55 , pp. 232-239
    • Gershon, E.1    Shaked, U.2
  • 11
    • 0036279669 scopus 로고    scopus 로고
    • Qian, L., & Gajic, Z. (2002). Variance minimization stochastic power control in CDMA systems. In IEEE international conference on communications (Vol. 3, pp. 1763-1767), New York.
  • 12
    • 0036538310 scopus 로고    scopus 로고
    • Robust Kalman filters for linear time-varying systems with stochastic parametric uncertainties
    • Wang F., and Balakrishnan V. Robust Kalman filters for linear time-varying systems with stochastic parametric uncertainties. IEEE Transactions on Signal Processing 50 (2002) 803-813
    • (2002) IEEE Transactions on Signal Processing , vol.50 , pp. 803-813
    • Wang, F.1    Balakrishnan, V.2
  • 14
    • 23944490495 scopus 로고    scopus 로고
    • ∞ control with state-dependent noise. In 2005 American control conference (pp. 380-385), Portland, OR, USA.
  • 15
    • 33847222203 scopus 로고    scopus 로고
    • ∞ control with (x, u, v)-dependent noise. In Proceedings of the 44th IEEE conference on decision and control, and the European control conference 2005 (pp. 7352-7357), Seville, Spain.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.