Parametrized riccati equations associated to input-output operators for discrete-time systems with state-dependent noise

DOI10.1080/07362999808809570zbMath0920.93042OpenAlexW2022764899MaRDI QIDQ4215908

Toader Morozan

Publication date: 15 September 1999

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

Full work available at URL: https://doi.org/10.1080/07362999808809570

zbMATH Keywords

discrete-time systemsstochastic stabilityinput-output operators

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (4)

A bounded real lemma type-result with respect to the anisotropic norm setup for stochastic systems with multiplicative noise ⋮ Multiobjective $\mathcal{H}_2$/$\mathcal{H}_\infty$ Control Design Subject to Multiplicative Input Dependent Noises ⋮ \(H_\infty\) output-feedback control of discrete-time systems with state-multiplicative noise ⋮ A note on the robust control of Markov jump linear uncertain systems

Cites Work

• Robustness of stability of time-varying linear systems
• Stability radii of linear systems with respect to stochastic perturbations
• Infinite horizon disturbance attenuation for discrete-time systems. A Popov-Yakubovich approach
• Stability Radii of Some Stochastic Differential Equations

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