Stability robustness of the discrete-time LQG system under plant perturbation and noise uncertainty

DOI10.1080/00207179208934296zbMath0761.93062OpenAlexW2058343018MaRDI QIDQ4013289

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Publication date: 27 September 1992

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179208934296

zbMATH Keywords

closed-loop systemdiscrete time LQG problemssystem stability robustness under plant perturbation

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Robust stability (93D09)

Related Items (4)

Robust stability analysis for discrete-time LQG system under finite wordlength effects, noise uncertainties and time-varying structured parameter perturbations ⋮ Stability robustness in linear state-space models with structured time-varying uncertainties ⋮ Optimal design of robust controllers for uncertain discrete-time systems ⋮ The guaranteed estimation performance filter for discrete-time descriptor systems with uncertain noise

Cites Work

• Numerical mathematics. I.
• LQG optimal control system design under plant perturbation and noise uncertainty: A state-space approach
• Minimax control of linear stochastic systems with noise uncertainty
• Robust filtering and prediction for linear systems with uncertain dynamics: A game-theoretic approach
• Minimax linear observers and regulators for stochastic systems with uncertain second-order statistics
• Singular-value and eigenvalue techniques in the analysis of systems with structured perturbations
• Robust control for linear systems with structured state space uncertainty
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