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On LMI formulations of some problems arising in nonlinear stochastic system analysis

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2 Author(s)
Yaz, Y.I. ; Dept. of Math., Centenary Coll., Shreveport, LA, USA ; Yaz, E.E.

This work involves formulation of some problems arising in the analysis of a class of discrete-time nonlinear stochastic systems in terms of linear matrix inequalities. This allows one to utilize a wide variety of numerical techniques available for tackling both the feasibility problem and the actual numerical solution in an efficient manner

Published in:

Automatic Control, IEEE Transactions on  (Volume:44 ,  Issue: 4 )