✦ LIBER ✦

LQG Controller Synthesis with Noise Spectral Uncertainties and Nonlinear Time-varying Perturbations

✍ Scribed by Feng-Hsiag Hsiao; Bor-Sen Chen

Publisher: Elsevier Science
Year: 1988
Tongue: English
Weight: 925 KB
Volume: 325
Category: Article
ISSN: 0016-0032
DOI: 10.1016/0016-0032(88)90001-4

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✦ Synopsis

The problem of robust controller synthesis with noise spectral uncertainties and nonlinear time-varying perturbations in the L&G (linear-quadratic-Gaussian) optimal systems is considered. A robust stabilization criterion is derived for multivariable stochastic systems with nonlinear time-varying perturbations.

We frame up an algorithm for synthesizing the robust controller not only to minimize the least favorable cost functional J but also to satisfy the robust stabilization criterion via spectfying two weighting matrices Q and R. The Wiener-Hopf's technique in the LQG optimal system, the saddle point theory and a property of the contractive operator are employed to treat the problem. Furthermore, there are no stable, proper or minimum phase constraints on the controlledplant.

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