Robust stochastic tracking for discrete-time models: designing of ellipsoid where random trajectories converge with probability one

DOI10.1080/00207721.2010.547664zbMath1307.93368OpenAlexW2164480989MaRDI QIDQ5497432

Hussain Alazki, Alexander S. Poznyak

Publication date: 4 February 2015

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2010.547664

zbMATH Keywords

linear matrix inequalitiesstochastic modelsquasi-martingale propertyrobust attractive ellipsoid method

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03)

Related Items (1)

Dr. Alexander Semionovich Poznyak Gorbatch: Biography

Cites Work

• The extended Luenberger observer for nonlinear systems
• Ellipsoidal state estimation for dynamical systems
• Set invariance in control
• Rejection of bounded exogenous disturbances by the method of invariant ellipsoids
• Observer matrix gain optimization for stochastic continuous time nonlinear systems
• On the minimax reachability of target sets and target tubes
• A Luenberger-like observer for nonlinear systems
• On Ellipsoidal Techniques for Reachability Analysis. Part I: External Approximations
• Infinite time reachability of state-space regions by using feedback control
• A linear matrix inequality approach to peak-to-peak gain minimization

This page was built for publication: Robust stochastic tracking for discrete-time models: designing of ellipsoid where random trajectories converge with probability one