Robust output feedback stabilization via risk-sensitive control
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Publication:1614323
DOI10.1016/S0005-1098(01)00288-6zbMath1030.93049OpenAlexW2143029398MaRDI QIDQ1614323
Ian R. Petersen, Valery A. Ugrinovskii
Publication date: 5 September 2002
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0005-1098(01)00288-6
algebraic Riccati equationsminimax controldiscrete-time linear quadratic Gaussian systemspartial state measurements
Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)
Related Items (5)
Guaranteed cost LQG control for uncertain systems with a normalized coprime factor uncertainty structure ⋮ Robust risk‐sensitive control ⋮ Robust finite horizon minimax filtering for discrete-time stochastic uncertain systems ⋮ In between the \(LQG/H_2\)- and \(H_{\infty } \)-control theories ⋮ Robust controllability of linear stochastic uncertain systems
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