Stochastic H∞ tracking with preview for state-multiplicative systems

IEEE Transactions on Automatic Control

Volumn 49, Issue 11, 2004, Pages 2061-2068

  Gershon, E ^a   Limebeer, D J N ^c   Shaked, U ^b   Yaesh, I ^d  

^a HOLON INSTITUTE OF TECHNOLOGY   (Israel)

^b TEL AVIV UNIVERSITY   (Israel)

^c IMPERIAL COLLEGE LONDON   (United Kingdom)

^d IMI   (Israel)

Author keywords

Preview tracking; Stochastic H tracking; Stochastic uncertainty

Indexed keywords

FEEDBACK CONTROL; GAME THEORY; LINEAR CONTROL SYSTEMS; MATHEMATICAL MODELS; MATRIX ALGEBRA; OPTIMAL CONTROL SYSTEMS; STATE FEEDBACK; STATE SPACE METHODS; STOCHASTIC CONTROL SYSTEMS; TIME VARYING CONTROL SYSTEMS; UNCERTAIN SYSTEMS; WHITE NOISE;

LINEAR TIME VARYING SYSTEMS; PREVIEW TRACKING; STATE SPACE MODEL; STOCHASTIC UNCERTAINTY;

CONTROL SYSTEM ANALYSIS;

EID: 9744256320     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2004.837534     Document Type: Article

References (20)

1. 2 and H∞ control problems," IEEE Trans. Automat. Contr., vol. 34, pp. 831-847, July 1989.
2. U. Shaked and C. E. de-Souza, "Continuous-time tracking problems in an H∞ setting: A game theory approach," IEEE Trans. Automat. Contr., vol. 40, pp. 841-852, June 1995.
3. A. Cohen and U. Shaked, "Linear discrete-time H∞ -optimal tracking with preview," IEEE Trans. Automat. Contr., vol. 42, pp. 270-276, Feb. 1997.
4. A. Kojima and S. Ishijima, "H∞ control with preview compensation," in Proc. Amer. Control Conf., Albuquerque, NM, June, 4-6 1997, pp. 1692-1697.
5. A. Cohen and U. Shaked, "Robust discrete-time H∞ -optimal control tracking with preview," Int. J. Robust Nonlinear Control, vol. 8, pp. 29-37, 1998.
6. J. L. Willems and J. C. Willems, "Feedback stabilizability for stochastic systems with state and control dependent noise," Automatica, vol. 12, pp. 277-283, 1976.
7. V. Dragan, T. Morozan, and A. Halanay, "Optimal stability compensator for linear systems with state dependent noise," Stoch. Anal. Applicat., vol. 10, pp. 557-572, 1992.
8. O. L. V. Costa and C. S. Kubrusly, "State-feedback H∞ -control for discrete-time infinite-dimensional stochastic bilinear systems," J. Math. Syst. Estimat. Control, vol. 6, pp. 1-32, 1996.
9. V. Dragan, A. Halanay, and A. Stoica, "A small gain theorem for linear stochastic system," Syst. Control Lett., vol. 30, pp. 243-251, 1997.
10. L. El Ghaoui, "State-feedback control of systems with multiplicative noise via linear matrix inequalities," Syst. Control Lett., vol. 24, PP. 223-228, 1995.
11. D. Hinriechsen and A. J. Pritchard, "Stochastic H∞ ," SIAM J. Control Optim., vol. 36, no. 5, pp. 1504-1538, 1998.
12. E. Gershon, D. J. N. Limebeer, U. Shaked, and I. Yaesh, "Robust H & filtering of stationary continuous-time linear systems with stochastic uncertainties," IEEE Trans. Automat. Contr., vol. 46, pp. 1788-1793, Nov. 2001.
13. V. Dragan and A. Stoica, "A γ attenuation problem for discrete-time time-varying stochastic systems with multiplicative noise," Reprint Ser. Inst. Math. Romanian Acad., no. 10, 1998.
14. E. Gershon, U. Shaked, and I. Yaesh, "H∞ control and filtering of discrete-time stochastic systems with multiplicative noise," Automatica, vol. 37, pp. 409-417, 2001.
15. A. El Bouhtouri, D. Hinriechsen, and A. J. Pritchard, " H∞-type control for discrete-time stochasic systems," Int. J. Robust Nonlinear Control, vol. 9, pp. 923-948, 1999.
16. E. Gershon, U. Shaked, and I. Yaesh, "Robust H∞ estimation of stationary discrete-time linear processes with stochastic uncertainties," Syst. Control Lett., vol. 45, pp. 257-269, 2002.
17. T. Morozan, "Parametrized Riccati equations associated input-output operators for discrete-time systems with state-dependent noise," Reprint Ser. Inst. Math. Romanian Acad., 1999.
18. V. A. Ugrinovsky, "Robust H∞ control in the presence of stochastic uncertainty," Int. J. Control, vol. 71, pp. 219-237, 1989.
19. M. Green and D. J. N. Limebeer, Linear Robust Control. Upper Saddle River, NJ: Prentice-Hall, 1995.
20. S. Boyd, L. El Ghaoui, E. Feron, and V. Balakrishnan, Linear Matrix Inequality in Systems and Control Theory. Philadelphia, PA: SIAM, Apr. 1994.