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

DOI10.1016/0005-1098(89)90012-5zbMath0684.93089OpenAlexW1605148408MaRDI QIDQ1825852

Tay-Yuh Dong, Bor-Sen Chen

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

Related Items

LQG optimal control of discrete stochastic systems under parametric and noise uncertainties, Stability robustness of the discrete-time LQG system under plant perturbation and noise uncertainty, Sufficient conditions for robust stability of LQG optimal control systems including delayed perturbations, Stability robustness of the continuous-time LQG system under plant perturbation and noise uncertainty

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