The field of stochastic state-multiplicative control and filtering has greatly matured since, its emergence in the 60’s of the last century [72], [91], [92], [93], [97], [100], [102], [121], [122], [124], [125], (see also [16], [53], [80] 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 [13], [24]-[28], [44]-[54], [94], [95], [99], [115] (see also [53] for extensive review).


Linear Matrix Inequality Stochastic System Wiener Process Borel Measurable Function Nonlinear Stochastic System 
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© Springer-Verlag London 2013

Authors and Affiliations

  1. 1.Department of Electrical and Electronics EngineeringHolon Institute of TechnologyHolonIsrael
  2. 2.School of Electrical EngineeringTel Aviv UniversityRamat AvivIsrael

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