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LQG optimal and robust controller design for nonlinear stochastic systems: multivariable case

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


Publisher
Elsevier Science
Year
1988
Tongue
English
Weight
890 KB
Volume
325
Category
Article
ISSN
0016-0032

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✦ Synopsis


In this paper, a stability criterion for nonlinear stochastic multivariable feedback systems is derived. An algorithm is proposed to choose two appropriate dependent weighting matrices of LQG (linear-quadratic-Gaussian) performance index shaped by the inverse LQC method to satisfy the stability criterion. A corresponding robust LQG optimal controller is obtained. No stable, proper, square and minimum phase constraints on the plant are studied.


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