LQG optimal control system design under plant perturbation and noise uncertainty: A state-space approach

DOI10.1016/0005-1098(89)90012-5MaRDI QIDQ1825852zbMATH OpenOpenAlexFDO

Authors Bor-Sen Chen, Tay-Yuh Dong

Publication date 1989

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(89)90012-5

zbMATH Keywords

robust stabilitytime-invariantBellman- Gronwall inequalityrobust LQG optimal control designuncertain noise covariancesuncertain parametric perturbations

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Optimality conditions for minimax problems (49K35) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

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• Multivariable feedback design: Concepts for a classical/modern synthesis
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• Robust filtering and prediction for linear systems with uncertain dynamics: A game-theoretic approach
• Robustness results in linear-quadratic Gaussian based multivariable control designs
• The Effect of Modeling Errors on Linear State Reconstructors and Regulators

Cited in

(16)

• Sufficient conditions for robust stability of LQG optimal control systems including delayed perturbations
• Stability robustness of the discrete-time LQG system under plant perturbation and noise uncertainty
• Design of norm-bounded and sector-bounded LQG controllers for uncertain systems
• Degradation tolerant optimal control design for stochastic linear systems
• Robust LQG optimal controller design for multivariable discrete saturating systems with noise spectral uncertainties and nonlinear time- varying unmodeled dynamics
• Design of minimax robust LQG controllers under parameter and noise uncertainties
• The robust optimal control of uncertain systems-state space method
• Linear quadratic regulation of systems with stochastic parameter uncertainties
• Guaranteed cost LQG control for uncertain systems with a normalized coprime factor uncertainty structure
• Stability robustness of the continuous-time LQG system under plant perturbation and noise uncertainty
• LQG optimal control of discrete stochastic systems under parametric and noise uncertainties
• scientific article; zbMATH DE number 817542 (Why is no real title available?)
• scientific article; zbMATH DE number 4099153 (Why is no real title available?)
• LOG optimal control design for uncertain systems
• A multiobjective optimization approach for linear quadratic Gaussian/loop transfer recovery design
• Design of optimal state controller robust to external disturbance for one class of nonstationary stochastic systems

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