Abstract
In this paper we study the H∞ tracking problems with preview by state feedback for a class of linear continuous-time systems with impulsive effects and stochastic uncertainties on the finite time interval. The systems include linear stochastic discrete-time systems and linear systems with stochastic uncertainties and an input realized through a zero-order hold. In this paper we focus on the direct derivation method of noncausal compensator dynamics from the point of view of dynamics constraint. We derive the pair of noncausal compensator dynamics and impulsive Riccati equations by calculating the stochastic first variation of the performance index under the dynamics constraint.
