Robust H∞ Filtering and Controller Design for Linear Stochastic Systems

Some stochastic process can be studied as linear process. In this case, conventional linear control method cannot be used directly. Thus it is important to propose methods that are compatible with these systems. In this paper, H∞ filtering and controller proposed for robust control of linear stochastic systems. In the following, proposed method applied to mathematical model of twin rotor multi inputs-multi outputs system. The investigation of results show good noise and disturbance attenuation, robustness and closed loop stability. Also estimation error improved approximately from 30 to 50 percentages in comparison with other conventional methods.