15th Triennial World Congress of the International Federation of Automatic Control
  Barcelona, 21–26 July 2002 
H TRACKING OF LINEAR SYSTEMS WITH STOCHASTIC UNCERTAINTIES AND PREVIEW
Eli Gershon* Uri shaked* Itzhak Yaes*
* Dept. of Electrical Eng. - Systems, Tel Aviv University, Tel
Aviv 6997*, Israel
e-mail:gershon@eng.tau.ac.il

The problem of finite-horizon H tracking for linear continuous time-varying systems with stochastic parameter uncertainties is investigated for both, the state-feedback and the output-feedback control problems. We consider three tracking patterns which include the case where the reference signal is previewed in a fixed time-interval ahead. In the state-feedback case a game theory approach is applied where the controller plays against nature and where necessary and sufficient conditions are found for the existence of a saddle-point equilibrium. The output-feedback control problem is solved as a max-min problem with the application of a bounded real lemma. A simple example demonstrates the theory.
Keywords: Stochastic H tracking, multiplicative uncertainty, preview tracking
Session slot T-Th-A21: Posters of Robotics and Robust Control/Area code 2e : Robust Control