Performance Analysis and Controller Synthesis for Nonlinear Systems with Stochastic Uncertainty Constraints

Petersen, Ian R.James, M. R.2026-06-282026-06-280005-1098ORCID:/0000-0003-4856-9450/work/218841675https://hdl.handle.net/1885/733812205The paper introduces a new general framework for robustness analysis and robust controller synthesis. This framework allows for both stochastic and deterministic models of noise and uncertainty. Using a new S-procedure theorem, solutions to these problems are obtained using dynamic programming methods.Acknowledgements-This work was supported by the Australian Research Council and the Cooperative Research Centre for Robust and Adaptive Systems.14enDynamic programmingGame theoryRobust controlRobust performanceStochastic controlStochastic systemsPerformance Analysis and Controller Synthesis for Nonlinear Systems with Stochastic Uncertainty Constraints199610.1016/0005-1098(96)00023-40030195919