Abstract
In this chapter we address the problems of continuous-time, state-multiplicative, H∞ state-feedback control and estimation via the solution of the stochastic BRL which is formulated and proved at the beginning of the chapter. We then solve the dynamic output-feedback control problem by transforming the problem to an estimation one, to which we apply the result of the filtering solution. We derive solutions of both, the finite-horizon and the stationary cases for the above mentioned problems.
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Gershon, E., Shaked, U., Yaesh, I. 2 Continuous-time Systems: Control and Luenberger-type Filtering. In: H∞-Control and Estimation of State-multiplicative Linear Systems. Lecture Notes in Control and Information Science, vol 318. Springer, London. https://doi.org/10.1007/11351429_2
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DOI: https://doi.org/10.1007/11351429_2
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Publisher Name: Springer, London
Print ISBN: 978-1-85233-997-5
Online ISBN: 978-1-84628-337-6
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