H∞ Control and Estimation of Retarded State-Multiplicative Stochastic Systems

Gershon E.; Shaked U.; Berman N.

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H∞ Control and Estimation of Retarded State-Multiplicative Stochastic Systems

机译：时滞状态相乘随机系统的H∞控制和估计

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Linear, state-delayed, continuous-time systems with stochastic uncertainties in their state-space model are considered. The problems of both Hinfin state-feedback control and filtering are solved, for the stationary case, via an input-output approach by which the system is replaced by a nonretarded system with deterministic norm-bounded uncertainties. In both problems, a cost function is defined that is the expected value of the standard Hinfin performance index with respect to the uncertain parameters. Three examples are given that demonstrate the applicability of the theory.

机译：考虑在状态空间模型中具有随机不确定性的线性，状态延迟，连续时间系统。对于固定情况，通过输入输出方法解决了Hinfin状态反馈控制和滤波问题，该方法将系统替换为具有确定性范数不确定性的非延迟系统。在这两个问题中，都定义了成本函数，该成本函数是标准Hinfin性能指标相对于不确定参数的期望值。给出了三个例子，证明了该理论的适用性。

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《IEEE Transactions on Automatic Control》 |2007年第9期|p.1773-1779|共7页
作者
Gershon E.; Shaked U.; Berman N.;
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正文语种 eng
中图分类自动化系统;
关键词
Hinfin control; continuous time systems; delay systems; linear systems; performance index; state feedback; state-space methods; stochastic systems; uncertain systems; Hinfin control; continuous-time system; cost function; deterministic norm-bounded uncert;

机译：Hinfin控制;连续时间系统;延迟系统;线性系统;性能指标;状态反馈;状态空间方法;随机系统;不确定系统;Hinfin控制;连续时间系统;成本函数;确定性有界不确定;

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H∞ Control and Estimation of Retarded State-Multiplicative Stochastic Systems

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