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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 tex2html_wrap_inline1862 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