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State-feedback control of systems with multiplicative noise via linear matrix inequalities

  • Published:1995-02 Issue:3 Volume:24 Page:223-228
  • ISSN:0167-6911
  • Container-title:Systems & Control Letters
  • language:en
  • Short-container-title:Systems & Control Letters

Author:

El Ghaoui Laurent

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Mechanical Engineering,General Computer Science,Control and Systems Engineering

Reference16 articles.

1. Introduction to Stochastic Control Theory;Åström,1970

2. Stochastic Control of Partially Observable Systems;Bensoussan,1992

3. Robust static and dynamic output-feedback stabilization: deterministic and stochastic perspectives;Bernstein;IEEE Trans.,1987

4. LQG control with an H∞ performance bound: a Riccati equation approach;Bernstein;IEEE Trans.,1989

5. Linear Matrix Inequalities in Systems and Control Theory;Boyd;SIAM Frontier Series,1994

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