Guaranteed cost LQG control for uncertain systems with a normalized coprime factor uncertainty structure

DOI10.1016/j.sysconle.2009.08.001zbMath1181.93092OpenAlexW1978750562MaRDI QIDQ847123

Ian R. Petersen, Valery A. Ugrinovskii

Publication date: 12 February 2010

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2009.08.001

zbMATH Keywords

robust controlrisk-sensitive controlstochastic systemsminimax stochastic controlnormalized coprime factor uncertaintypassive uncertainty

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

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