화학공학소재연구정보센터
IEEE Transactions on Automatic Control, Vol.55, No.3, 732-737, 2010
Robust L-infinity-Induced Filtering and Control of Stochastic Systems With State-Multiplicative Noise
Linear, continuous-time systems with stochastic uncertainties in their state-space model are considered. The problems of induced L-infinity state-feedback control and filtering are solved, for the stationary case. In both problems, the cost function is defined to be the expected value of the standard induced L-infinity performance index with respect to the uncertain parameters. An example that demonstrates the applicability of the theory is given.