On Dissipation in Stochastic Systems

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    Abstract

    We define the property of dissipativity for controlled Ito diffusions. We investigate elementary properties, and we demonstrate that the framework is useful for control problems in which both probabilistic and worst-case representations of dynamic uncertainty are present. As an example we discuss a problem involving robust ℋ2 performance in presence of two types of dynamic uncertainty: ℋ∞ bounded perturbations, and disturbances with finite signal-to-noise ratio in the sense of Skelton.
    Original languageEnglish
    Title of host publicationProceedings of the American Control Conference, 1999
    Volume2
    Publication date1999
    ISBN (Print)0-7803-4990-3
    DOIs
    Publication statusPublished - 1999
    EventAmerican Control Conference 1999 - San Diego, CA, United States
    Duration: 2 Jun 19994 Jun 1999

    Conference

    ConferenceAmerican Control Conference 1999
    CountryUnited States
    CitySan Diego, CA
    Period02/06/199904/06/1999

    Bibliographical note

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