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A linear parameter varying approach for designing a constant output feedback controller for a linear time-invariant retarded system with stochastic multiplicative Wiener-type noise, that achieves a minimum bound on the Hinfin performance level is introduced. The stochastic uncertainties appear in the dynamic matrices, which correspond to the delayed and non-delayed states of the system, and in the...
The problem of designing robust filter with guaranteed induced lscrinfin norm for the estimation of the state-vector of finite dimensional discrete-time linear systems is considered. The design process applies a lemma which was recently derived by the authors of this paper, characterizing the induced lscrinfin norm by Linear Matrix Inequalities. The results are applied to a tracking problem with uncertainty...
The problem of stationary Hinfin output-feedback tracking for linear discrete-time systems with stochastic state-multiplicative parameter uncertainties is investigated. We consider two tracking patterns depending on the nature of the reference signal i.e: whether it is measured on line or previewed in a fixed time-interval ahead. The stochastic uncertainties appear in both the dynamic and measurement...
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