| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 722888 | IFAC Proceedings Volumes | 2006 | 6 Pages |
Abstract
Robust stochastic H∞-optimization problem has been solved for linear discrete time-invariant system with structured parametric uncertainty. This problem solution reduces to solving the system of four cross-coupled Riccati equations, Lyapunov equation, and special-type nonlinear algebraic equation. This paper presents the homotopy method — a numerical method for solving this problem.
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