Control and estimation of linear systems with state-multiplicative noise in the H-infinity setting is covered in this monograph. Multiplicative noise appears in systems where the process or measurement noise levels depend on the system state vector. Such systems are relevant when a gain-scheduled controller utilizes a noisy gain-scheduling parameter or when the noise level depends on one or more of the states; the latter is encountered, for example, in radar measurements where larger ranges involve higher noise level. The last decade has witnessed a resurgence of interest in the study of these systems, which constitute a special class of nonlinear systems, mainly in the field of H-infinity control.
H-infinity Control and Estimation of State-multiplicative Linear Systems 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:
- practical problems in which state-multiplicative noise has to be dealt with;
- 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.
