Abstract
Linear discrete-time systems with stochastic uncertainties in their state-space model are considered. The problem of dynamic output-feedback control is solved via a new approach, for both the finite horizon and the stationary cases. In both cases, a cost function is defined which is the expected value of the standard H ∞ performance index with respect to the uncertain parameters. An example is given which demonstrates the applicability of the theory.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.