Minimax design of optimal stochastic multivariable systems

DOI10.1049/IP-D.1988.0066MaRDI QIDQ3824215zbMATH OpenOpenAlexFDO

Authors M. J. Grimble

Publication date 1988

Published in IEE Proceedings D Control Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1049/ip-d.1988.0066

zbMATH Keywords

\(H_{\infty }\)- normcost functionfrequency responseminimax optimal control problemspectral density matricesstochastic multivariable system

Mathematics Subject Classification ID

Existence of solutions for minimax problems (49J35) Synthesis problems (93B50) Multivariable systems, multidimensional control systems (93C35) Optimal stochastic control (93E20)

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(11)

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