Control Under Stochastic Multiplicative Uncertainties: Part I, Fundamental Conditions of Stabilizability
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DOI: 10.1109/tac.2016.2585919
Abstract: In this two-part paper we study stabilization and optimal control of linear time-invariant systems with stochastic multiplicative uncertainties. We consider structured multiplicative perturbations, which, unlike in robust control theory, consist of static, zero-mean stochastic processes,… read more here.
Keywords: stabilizability; multiplicative uncertainties; part; control ... See more keywords