H-infinity Output-Feedback of Discrete-time Systems with State-Multiplicative Noise

Authors:	Gershon Eli, Tel Aviv, Israel Shaked Uri, Tel Aviv, Israel
Topic:	2.5 Robust Control
Session:	Robust Controller Synthesis for Stochastic Systems
Keywords:	Stochastic H-infinity output-feedback, multiplicativenoise, nonlinear systems, robust control

Abstract

Linear discrete-time systems with stochastic uncertainties intheir state-space model are considered. The problem of dynamicoutput-feedback control is solved via a new approach, for both thefinite horizon and the stationary cases. In both cases, a costfunction is defined which is the expected value of the standardH-infinity performance index with respect to the uncertainparameters. An example is given which demonstrates theapplicability of the theory.