Robust \(H_{\infty }\)control with maximal decay rate for linear discrete-time stochastic systems

DOI10.1016/j.jmaa.2008.11.086zbMath1159.93011MaRDI QIDQ1014710

Shengyuan Xu, Jun-E. Feng

Publication date: 29 April 2009

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2008.11.086

zbMATH Keywords

uncertain systems; convex optimization; discrete-time stochastic system; robust \(H_{\infty}\) control; decay rate constraints

Mathematics Subject Classification ID

93B35: Sensitivity (robustness)

93C55: Discrete-time control/observation systems

93E15: Stochastic stability in control theory

93E03: Stochastic systems in control theory (general)

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