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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...
Linear discrete-time systems with stochastic uncertainties in their state-space matrices are considered. The problems of finite-horizon filtering and output-feedback control are solved, taking into account possible cross-correlations between the uncertain parameters. In both problems, a cost function is defined which is the expected value of the relevant standard H ~ performance index with...
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