\(H_\infty\) control and estimation of state-multiplicative linear systems. (Q2571138): Difference between revisions

This monograph deals with the control and estimation problems of noisy state-multiplicative uncertain continuous and discrete-time linear systems within an \(H_\infty\) framework. It consists of four parts. Part I contains introduction to stochastic control and literature survey. Part II is devoted to continuous time systems. In particular, the authors formulate a stochastic version of the bounded real lemma and making use of it derive the state-feedback control as well as Luenberger observer-based estimation problems. They also treat the stationary estimation problem (by applying a general type fitter), trading control problem, and solve the stochastic static output-feedback control problem. Part III is concerned with discrete-time control and estimation problems. It brings solutions to the counterpart issues raised and practical engineering problems, such as trading, guidance as well as navigation control. These examples are solved by the methods described in the previous parts.