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This paper designs the central finite-dimensional H∞ controller for linear stochastic time-varying systems with integral-quadratically bounded deterministic disturbances, that is suboptimal for a given threshold γ with respect to a modified Bolza-Meyer quadratic criterion including the attenuation control term with the opposite sign. In contrast to the previously obtained results, the paper reduces...
This paper designs the central finite-dimensional H∞ filter for a linear stochastic systems with integral-quadratically bounded deterministic disturbances, that is suboptimal for a given threshold γ with respect to a modified Bolza-Meyer quadratic criterion including the attenuation control term with opposite sign. In contrast to the previously obtained results, the paper reduces the original H∞ filtering...
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