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

DOI10.1016/0005-1098(89)90012-5zbMATH Open0684.93089OpenAlexW1605148408MaRDI QIDQ1825852FDOQ1825852

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

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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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Cited In (13)

• 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 minimax robust LQG controllers under parameter and noise uncertainties
• Design of norm-bounded and sector-bounded LQG controllers for uncertain systems
• Robust LQG optimal controller design for multivariable discrete saturating systems with noise spectral uncertainties and nonlinear time- varying unmodeled dynamics
• 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
• Title not available (Why is that?)
• LQG optimal control of discrete stochastic systems under parametric and noise uncertainties
• Title not available (Why is that?)
• LOG optimal control design for uncertain systems

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