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We study the behavior of stochastic discrete-time models controlled by an output linear feedback during a tracking process. The controlled system is assumed to be nonlinear satisfying the global "quasi-Lipschitz" condition and subjected to stochastic input and output disturbances. Two gain matrices (in a feedback and in an observer) define an ellipsoid in the tracking-error space where all...
A positive-real like lemma for finite dimensional linear time invariant uncertain systems with state multiplicative noise is derived. The system uncertainties are assumed to be of either polytopic or Markov jump type. Passivity conditions for both cases are derived in terms of linear matrix inequalities. The results are used to the design a direct adaptive controller for a tracking system.
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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