Infinite horizon stochastic \(H_2/H_\infty \)control for discrete-time systems with state and disturbance dependent noise (Q999037)

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Infinite horizon stochastic \(H_2/H_\infty \)control for discrete-time systems with state and disturbance dependent noise
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    Infinite horizon stochastic \(H_2/H_\infty \)control for discrete-time systems with state and disturbance dependent noise (English)
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    30 January 2009
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    discrete-time stochastic systems
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    state and disturbance-dependent noise
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    bounded realness
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    \(H_{2}/H_\infty \) control
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    coupled matrix-valued equations
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