H∞-Control and Estimation of State-multiplicative Linear Systems

• Main Authors: Gershon, Eli (Author), Shaked, Uri (Author), Yaesh, Isaac (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: London : Springer London, 2005.
• Series: Lecture Notes in Control and Information Science, 318
• Subjects: Engineering.; System theory.; Automotive engineering.; Control engineering.; Robotics.; Mechatronics.; Electrical engineering.; Electronics.; Microelectronics.; Control.; Control, Robotics, Mechatronics.; Systems Theory, Control.; Electronics and Microelectronics, Instrumentation.; Electrical Engineering.; Automotive Engineering.

Multiplicative noise appears in systems where the process or measurement noise levels depend on the system state vector. Such systems are relevant, for example, in radar measurements where larger ranges involve higher noise level. This monograph embodies a comprehensive survey of the relevant litera...

Table of Contents:

• Part I: Introduction and Literature Survey: Introduction
• Part II: Continuous-time Systems: Control and Luenberger-type Filtering; General Filtering; Tracking Control; Static Output-feedback; Stochastic Passivity
• Part III: Discrete-time Systems: Control and Luenberger-type Filtering; General Filtering; Tracking Control; Static Output-feedback
• Part IV: Applications: Systems with State-multiplicative Noise: Applications
• Appendix A Introduction to Stochastic Differential Equations
• Appendix B The Continuous DLMI Method
• Appendix C The Discrete DLMI Method.