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Optimum design of measurement channels and control policies for linear-quadratic stochastic systems

✍ Scribed by Tamer Başar; Rajesh Bansal


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
518 KB
Volume
73
Category
Article
ISSN
0377-2217

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Robustness and optimality of linear quad
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In this paper, we present a linear quadratic design for uncertain systems in state space representation. The parameter uncertainty is structured and value bounded. We show also that with a controller of this type, the optimality of the LQ regulator is preserved in the presence of uncertainty.