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Control system design: Conventional, algebraic and optimal methods: Chi-Tsong Chen

โœ Scribed by Vladimir Kucera

Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
232 KB
Volume
25
Category
Article
ISSN
0005-1098

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In this paper, the stochastic linear dynamic system with uncertain parametric perturbations and uncertain noise covariances is studied. Based on minimax theory and the Bellman-Gronwall inequality, a sufficient condition for robust stability is derived. Finally, a robust LQG optimal control design te