The field of stochastic state-multiplicative control and filtering has greatly matured since, its emergence in the 60’s of the last century , , , , , , , , , , , (see also , ,  for extensive review). The linear quadratic optimization problems (stochastic H 2) that were treated in the first two decades cleared the way, in the mid 80s, to the H ∞ worst case control strategy, resulting in a great expansion of research effort, aimed at the solution of related problems such as state-feedback control, estimation, dynamic output-feedback control, preview tracking control and zero-order control among other problems, for various types of nominal and uncertain systems , -, -, , , ,  (see also  for extensive review).
KeywordsLinear Matrix Inequality Stochastic System Wiener Process Borel Measurable Function Nonlinear Stochastic System
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