Optimizing the guaranteed cost in the control of uncertain linear systems (Q4035622)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 176461
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimizing the guaranteed cost in the control of uncertain linear systems |
scientific article; zbMATH DE number 176461 |
Statements
18 May 1993
0 references
uncertainty
0 references
Riccati equation approach
0 references
input matrix
0 references
0.8915526866912842
0 references
0.8429147005081177
0 references
0.8429147005081177
0 references
0.8389185070991516
0 references
Optimizing the guaranteed cost in the control of uncertain linear systems (English)
0 references
[For the entire collection see Zbl 0752.00060.] The Riccati equation approach is extended to the problem of quadratically stabilizing open loop uncertain linear systems. An upper bound on the value of the quadratic cost function is seen to be the best achievable for a large class of control laws. Uncertainty in the input matrix is investigated.
0 references