Controller Synthesis for Stochastic Systems with Persistent Noise via Semi-definite Programming
We propose convex controller synthesis algorithms for a class of stochastic differential equations (SDEs) with persistent noise. This includes SDEs in which the noise does not vanish at the equilibria of the system. Our performance criterion is Noise-to-State Stability (NSS) in the moments, which is...
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Institute of Electrical and Electronics Engineers
2016
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