Guaranteed cost LQG control for uncertain systems with a normalized coprime factor uncertainty structure
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Publication:847123
DOI10.1016/j.sysconle.2009.08.001zbMath1181.93092MaRDI 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
robust control; risk-sensitive control; stochastic systems; minimax stochastic control; normalized coprime factor uncertainty; passive uncertainty
93B35: Sensitivity (robustness)
93E20: Optimal stochastic control
49N10: Linear-quadratic optimal control problems
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