Predictor-Based Control of Systems with State-Multiplicative Noise

Abstract

Linear, continuous-time systems with state-multiplicative noise and time-delayed input are considered. The problems of H∞ state-feedback and output-feedback control are solved for these systems when uncertainty in their deterministic parameters is encountered. Cascaded sub-predictors of the Luenberger-type are applied that considerably increase the size of the input time delay that can be solved for. Two examples are given. The first is a practical control engineering design and the second is an illustrative example that compares several solution methods for the stochastic state-feedback control.