Abstract: In the presence of all disturbances whose outer products are bounded by a known matrix N, this paper develops controllers to minimize the control L∞ norm bound subject to L∞ constraints on ...

Abstract: This paper presents estimation design methods for linear systems whose white noise sources have intensities affinely related to the variance of the signal they corrupt. Systems with such noise ...

Abstract: In this paper the Markov data-based LQG control problem is considered. The Markov data-based LQG control problem is to find the optimal control sequence which minimizes a quadratic cost function ...