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Table of contents

  1. Front Matter
  2. Eli Gershon, Uri Shaked, Isaac Yaesh
    Pages 3-18
  3. Eli Gershon, Uri Shaked, Isaac Yaesh
    Pages 21-44
  4. Eli Gershon, Uri Shaked, Isaac Yaesh
    Pages 45-54
  5. Eli Gershon, Uri Shaked, Isaac Yaesh
    Pages 55-73
  6. Eli Gershon, Uri Shaked, Isaac Yaesh
    Pages 75-86
  7. Eli Gershon, Uri Shaked, Isaac Yaesh
    Pages 87-93
  8. Eli Gershon, Uri Shaked, Isaac Yaesh
    Pages 97-124
  9. Eli Gershon, Uri Shaked, Isaac Yaesh
    Pages 125-136
  10. Eli Gershon, Uri Shaked, Isaac Yaesh
    Pages 137-162
  11. Eli Gershon, Uri Shaked, Isaac Yaesh
    Pages 163-172
  12. Eli Gershon, Uri Shaked, Isaac Yaesh
    Pages 175-204
  13. Eli Gershon, Uri Shaked, Isaac Yaesh
    Pages 205-216
  14. Eli Gershon, Uri Shaked, Isaac Yaesh
    Pages 217-228
  15. Eli Gershon, Uri Shaked, Isaac Yaesh
    Pages 229-237
  16. Back Matter

About this book

Introduction

Multiplicative noise appears in systems where the process or measurement noise levels depend on the system state vector. Such systems are relevant, for example, in radar measurements where larger ranges involve higher noise level.

This monograph embodies a comprehensive survey of the relevant literature with basic problems being formulated and solved by applying various techniques including game theory, linear matrix inequalities and Lyapunov parameter-dependent functions.

Topics covered include: convex H2 and H-infinity norms analysis of systems with multiplicative noise; state feedback control and state estimation of systems with multiplicative noise; dynamic and static output feedback of stochastic bilinear systems; tracking controllers for stochastic bilinear systems utilizing preview information.

Various examples which demonstrate the applicability of the theory to practical control engineering problems are considered; two such examples are taken from the aerospace and guidance control areas.

Keywords

Bilinear Systems Control Control Systems Control Theory H-infinity Control Radar Robust Control State-multiplicative Noise Stochastic Control Stochastic Systems Tracking control engineering

Bibliographic information

  • DOI https://doi.org/10.1007/b103068
  • Copyright Information Springer-Verlag London Limited 2005
  • Publisher Name Springer, London
  • eBook Packages Engineering
  • Print ISBN 978-1-85233-997-5
  • Online ISBN 978-1-84628-337-6
  • Series Print ISSN 0170-8643
  • Series Online ISSN 1610-7411
  • Buy this book on publisher's site