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Control and estimation of linear systems with state-multiplicative noise in the H-infinity setting is covered in this monograph. Multiplicative noise appears in systems where the process or measurement noise levels depend on the system state vector.MoreControl and estimation of linear systems with state-multiplicative noise in the H-infinity setting is covered in this monograph. Multiplicative noise appears in systems where the process or measurement noise levels depend on the system state vector. Such systems are relevant when a gain-scheduled controller utilizes a noisy gain-scheduling parameter or when the noise level depends on one or more of the states- the latter is encountered, for example, in radar measurements where larger ranges involve higher noise level. The last decade has witnessed a resurgence of interest in the study of these systems, which constitute a special class of nonlinear systems, mainly in the field of H-infinity control.H-infinity Control and Estimation of State-multiplicative Linear Systems embodies a comprehensive survey of the relevant literature with basic problems being formulated and solved by applying various techniques including game theory, linear matrix inequalities and Lyapunov parameter-dependent functions.Topics covered include:practical problems in which state-multiplicative noise has to be dealt with- convex H2 and H-infinity norms analysis of systems with multiplicative noise- state feedback control and state estimation of systems with multiplicative noise- dynamic and static output feedback of stochastic bilinear systems- tracking controllers for stochastic bilinear systems utilizing preview information.Various examples which demonstrate the applicability of the theory to practical control engineering problems are considered- two such examples are taken from the aerospace and guidance control areas. H-Infinity Control and Estimation of State-Multiplicative Linear Systems by Eli Gershon