Robust output feedback control for linear stochastic systems in continuous time with time-varying parameters

DOI10.1109/9.704988zbMATH Open0957.93037OpenAlexW2172244503MaRDI QIDQ4506540FDOQ4506540

Authors: A. Iparraguirre, Michael Taksar, Alexander S. Poznyak 

Publication date: 17 October 2000

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.704988

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zbMATH Keywords

stochastic systemstrackingtime-varying parametersrobust feedback

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Design techniques (robust design, computer-aided design, etc.) (93B51) Adaptive or robust stabilization (93D21)

Cited In (5)

• Robust stochastic maximum principle for multi-model worst case optimization
• A distributed stochastic approximation algorithm for stochastic LQ control with unknown uncertainty
• Robust control of the output probability density functions for multivariable stochastic systems with guaranteed stability
• Robust optimal control for minimax stochastic linear quadratic problem
• Robust variance-constrained design for uncertain continuous stochastic systems via output feedback

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