Robust H 2 control in the presence of stochastic uncertainty
نویسنده
چکیده
This paper considers a robust H¥ 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.
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