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In this paper, the robust variance-constrained composite control problem is investigated for linear uncertain discrete-time stochastic systems. The parameter uncertainties are allowed to be norm-bounded and enter into the state matrix. The purpose of this problem is to design a disturbance observer to estimate the disturbance generated by an exogenous system, then construct the control strategy by...
This paper is concerned with the state estimation problem of a class of uncertain Markovian jump neutral-type stochastic systems. This kind of systems involves parameter uncertainties, noise disturbances and time-delay. Based on Lyapunov-Krasovskii functional approach, a delay-dependent condition is derived for the existence of state observer. The desired gain matrix and state-feedback controller...
In this note, the observer-based feedback control problem is investigated for a class of non-Gaussian stochastic systems. The proposed control strategy is the optimal control under a performance function measuring a sort of entropy of the state deviation. Sufficient conditions under which the closed-loop system is locally and ultimately bounded in the mean-square sense are presented. Simulation results...
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