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

DOI10.1109/9.704988zbMath0957.93037OpenAlexW2172244503MaRDI QIDQ4506540

A. Iparraguirre, Alexander S. Poznyak, Michael I. Taksar

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

zbMATH Keywords

trackingtime-varying parametersstochastic systemsrobust feedback

Mathematics Subject Classification ID

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

Related Items (3)

Robust optimal control for minimax stochastic linear quadratic problem ⋮ Robust stochastic maximum principle for multi-model worst case optimization ⋮ A distributed stochastic approximation algorithm for stochastic LQ control with unknown uncertainty

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