H∞ control and estimation of retarded linear discrete-time systems

Abstract

In this chapter we address the problems of H∞ state-feedback control and filtering of state-delayed, discrete-time, state-multiplicative linear systems via the input-output approach based on the stability and Bounded Real Lemma (BRL) of these systems, which are developed here. The multiplicative noise appears in the system model in both the delayed and the non delayed states of the system.