✦ LIBER ✦

LQG optimal control system design under plant perturbation and noise uncertainty: A state-space approach

✍ Scribed by Bor-Sen Chen; Tay-Yuh Dong

Publisher: Elsevier Science
Year: 1989
Tongue: English
Weight: 533 KB
Volume: 25
Category: Article
ISSN: 0005-1098
DOI: 10.1016/0005-1098(89)90012-5

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✦ Synopsis

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 technique is employed to treat this problem. *

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