Robust H<inf>&#x221E;</inf> control and estimation of state-multiplicative stochastic systems with delay

Abstract

Linear, state delayed, norm bounded uncertain continuous-time systems with stochastic uncertainties in their state-space model are considered. The problems of both H<sub>infin</sub> robust state-feedback control and robust filtering are solved, for the stationary case, via an input-output approach by which the system is replaced by a nonretarded system with… (More)

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