Robust output feedback stabilization via risk-sensitive control (Q1614323): Difference between revisions
From MaRDI portal
Latest revision as of 08:57, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust output feedback stabilization via risk-sensitive control |
scientific article |
Statements
Robust output feedback stabilization via risk-sensitive control (English)
0 references
5 September 2002
0 references
This paper deals with an infinite-horizon robust control problem of discrete-time linear quadratic Gaussian systems with partial state measurements. Using algebraic Riccati equations, the authors show that solutions to a certain specially parametrized risk sensitive control problem provide an absolutely stabilizing controller which is minimax optimal.
0 references
minimax control
0 references
discrete-time linear quadratic Gaussian systems
0 references
partial state measurements
0 references
algebraic Riccati equations
0 references
0 references
0 references
0 references
0 references
0 references
