Automatica, Vol.32, No.7, 959-972, 1996
Performance Analysis and Controller Synthesis for Nonlinear-Systems with Stochastic Uncertainty Constraints
The paper introduces a new general framework for robustness analysis and robust controller synthesis. This framework allows for both stochastic and deterministic models of noise and uncertainty. Using a new S-procedure theorem, solutions to these problems are obtained-using dynamic programming methods.
Keywords:STRUCTURED UNCERTAINTY