Polynomial solution of the continuous-time GMV control problem

DOI10.1080/00207179108953639zbMATH Open0725.93084OpenAlexW2070488804MaRDI QIDQ5202946FDOQ5202946

Authors: Alessandro Casavola 

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1080/00207179108953639

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zbMATH Keywords

output tracking control problemcontinuous-time SISO plants

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites Work

• H _∞ robust controller for self-tuning control applications Part 1. Controller design
• A general transfer-function approach to the steady-state linear quadratic Gaussian stochastic control problem

Cited In (2)

• Generalized minimum variance control of MIMO systems. A stability result
• A polynomial solution to the generalized H_∞ control problem with measurement noise

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