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

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• <tex>L_infty</tex>-stability criteria for interconnected systems using exponential weighting
• Minimax linear observers and regulators for stochastic systems with uncertain second-order statistics
• Multivariable feedback design: Concepts for a classical/modern synthesis
• Robust filtering and prediction for linear systems with uncertain dynamics: A game-theoretic approach
• Robustness results in linear-quadratic Gaussian based multivariable control designs
• Minimax control of linear stochastic systems with noise uncertainty
• Recursive fading memory filtering
• The Effect of Modeling Errors on Linear State Reconstructors and Regulators
• Disturbance-utilizing controllers for noisy measurements and disturbances I. The continuous-time case
• Exponential data weighting in the Kalman-Bucy filter

Cited In (10)

• 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
• 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
• LOG optimal control design for uncertain systems

   Recommendations

• LQG optimal control of discrete stochastic systems under parametric and noise uncertainties 👍 👎
• Stability robustness of the continuous-time LQG system under plant perturbation and noise uncertainty 👍 👎
• Stability robustness of the discrete-time LQG system under plant perturbation and noise uncertainty 👍 👎
• Robustness and optimality of linear quadratic controller for uncertain systems 👍 👎
• The robust optimal control of uncertain systems-state space method 👍 👎

This page was built for publication: LQG optimal control system design under plant perturbation and noise uncertainty: A state-space approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1825852)