Robust H∞ infinity control in the presence of stochastic uncertainty

Author:
  • VUValery A. Ugrinovskii
    Valery A. Ugrinovskii
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Abstract
This paper considers a robust H infinity state feedback control problem for linear uncertain systems with stochastic uncertainty. The uncertainty class considered in the paper involves uncertain multiplicative white noise perturbations which satisfy a certain variance constraint. A state feedback controller is presented which guarantees a prescribed level of disturbance attenuation for all admissible stochastic uncertainties.