Stochastic approach to H∞-optimization

A. V. Semyonov; I. G. Vladimirov; A. P. Kurdjukov

Stochastic approach to H_∞-optimization

A. V. Semyonov^*
, I. G. Vladimirov
, A. P. Kurdjukov

^*Corresponding author for this work

Research output: Contribution to journal › Conference article › peer-review

72 Citations (Scopus)

Abstract

A stochastic H_∞-optimization problem is stated. The links between the problem formulated and the standard H_∞-optimization problem are outlined. By means of the stochastic gain with respect to Gaussian family, a stochastic interpretation of the entropy integral is given.

Original language	English
Pages (from-to)	2249-2250
Number of pages	2
Journal	Proceedings of the IEEE Conference on Decision and Control
Volume	3
Publication status	Published - 1994
Event	Proceedings of the 2nd IEEE International Symposium on Requirements Engineering - York, Engl Duration: 27 Mar 1995 → 29 Mar 1995

Cite this

@article{ccef25a7db33424db0395a6b3e567b18,

title = "Stochastic approach to H∞-optimization",

abstract = "A stochastic H∞-optimization problem is stated. The links between the problem formulated and the standard H∞-optimization problem are outlined. By means of the stochastic gain with respect to Gaussian family, a stochastic interpretation of the entropy integral is given.",

author = "Semyonov, \{A. V.\} and Vladimirov, \{I. G.\} and Kurdjukov, \{A. P.\}",

year = "1994",

language = "English",

volume = "3",

pages = "2249--2250",

journal = "Proceedings of the IEEE Conference on Decision and Control",

issn = "0191-2216",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

note = "Proceedings of the 2nd IEEE International Symposium on Requirements Engineering ; Conference date: 27-03-1995 Through 29-03-1995",

}

TY - JOUR

T1 - Stochastic approach to H∞-optimization

AU - Semyonov, A. V.

AU - Vladimirov, I. G.

AU - Kurdjukov, A. P.

PY - 1994

Y1 - 1994

N2 - A stochastic H∞-optimization problem is stated. The links between the problem formulated and the standard H∞-optimization problem are outlined. By means of the stochastic gain with respect to Gaussian family, a stochastic interpretation of the entropy integral is given.

AB - A stochastic H∞-optimization problem is stated. The links between the problem formulated and the standard H∞-optimization problem are outlined. By means of the stochastic gain with respect to Gaussian family, a stochastic interpretation of the entropy integral is given.

UR - https://www.scopus.com/pages/publications/0028748881

M3 - Conference article

AN - SCOPUS:0028748881

SN - 0191-2216

VL - 3

SP - 2249

EP - 2250

JO - Proceedings of the IEEE Conference on Decision and Control

JF - Proceedings of the IEEE Conference on Decision and Control

T2 - Proceedings of the 2nd IEEE International Symposium on Requirements Engineering

Y2 - 27 March 1995 through 29 March 1995

ER -

Stochastic approach to H_∞-optimization

Abstract

Other files and links

Fingerprint

Cite this