Robust stability and performance of stochastic uncertain systems on an infinite time interval

DOI10.1016/S0167-6911(01)00149-9zbMath0986.93052OpenAlexW2177395128MaRDI QIDQ5958602

Valery A. Ugrinovskii, Ian R. Petersen

Publication date: 3 March 2002

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6911(01)00149-9

zbMATH Keywords

robust stabilitystochastic stabilityrisk-sensitive controlcontinuous-time uncertain systemsrelative entropy constraintuncertain probability distribution

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Robust stability (93D09) Stochastic stability in control theory (93E15)

Related Items (5)

Robust output feedback stabilization via risk-sensitive control ⋮ Guaranteed cost LQG control for uncertain systems with a normalized coprime factor uncertainty structure ⋮ Stabilization for T-S model based uncertain stochastic systems ⋮ Joint stochastic distribution tracking control for multivariate descriptor systems with non-gaussian variables ⋮ Robust filtering of stochastic uncertain systems on an infinite time horizon

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