On LMI Formulations of Some Problems Arising in Nonlinear Stochastic System Analysis
Institute of Electrical and Electronic Engineers
IEEE Transactions on Automatic Control
Original Item ID
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.
Yaz, Yvonne I. and Yaz, Edwin E., "On LMI Formulations of Some Problems Arising in Nonlinear Stochastic System Analysis" (1999). Electrical and Computer Engineering Faculty Research and Publications. 735.