Robust output feedback stabilization via risk-sensitive control (Q1614323): Difference between revisions
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Revision as of 14:27, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Robust output feedback stabilization via risk-sensitive control |
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Robust output feedback stabilization via risk-sensitive control (English)
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5 September 2002
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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.
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minimax control
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discrete-time linear quadratic Gaussian systems
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partial state measurements
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algebraic Riccati equations
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