Design of minimax robust LQG controllers under parameter and noise uncertainties
โ Scribed by Wen-Hua Chen
- Book ID
- 112186306
- Publisher
- John Wiley and Sons
- Year
- 1994
- Tongue
- English
- Weight
- 442 KB
- Volume
- 4
- Category
- Article
- ISSN
- 1049-8923
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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
In this paper the robustness of the continuoustime LQG problem is studied. The system to be controlled is described by the usual state space formulation that includes the structure of plant parameter perturbations and noise uncertainty. A simple method is given to prove the saddle point inequality o