IEEE Transactions on Automatic Control, Vol.44, No.4, 813-816, 1999
On LMI formulations of some problems arising in nonlinear stochastic system analysis
This work involves formulation of some problems arising in the analysis of a class of discrete-time nonlinear stochastic systems in terms of linear matrix inequalities. This allows one to utilize a wide variety of numerical techniques available for tackling both the feasibility problem and the actual numerical solution in an efficient manner.