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The Relation Between Deterministic
Disturbance Attenuation Design and Stochastic Control Design

*C.D. Charalambous*
In this work, the connection between deterministic disturbance attenuation
problems, also known as state space
robust control problems, and stochastic optimal control problems, is introduced
by invoking large deviations theoretic concepts. This link is of particular
interest in mathematical models in which the disturbances are inherently
random but robust filters and controller are preferable.

*Annual Report*

*Fri Nov 26 23:00:32 GMT 1999*