Robust LQG design of discrete systems using a dual criterion
- 1 January 1983
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
Abstract
The solution to a linear quadratic stochastic optimal control problem is obtained for a discrete-time system. The performance criterion to be minimised includes the usual error and control weighting terms but has in addition sensitivity and complementary sensitivity weighting matrices.Keywords
This publication has 5 references indexed in Scilit:
- Correction to "Feedback properties of multivariable systems: The role and use of the return difference matrix"IEEE Transactions on Automatic Control, 1982
- A new approach to classical frequency methods: Feedback and minimax sensitivityPublished by Institute of Electrical and Electronics Engineers (IEEE) ,1981
- Feedback and optimal sensitivity: Model reference transformations, multiplicative seminorms, and approximate inversesIEEE Transactions on Automatic Control, 1981
- Solution of the stochastic optimal control problem in the s-domain for systems with time delayProceedings of the Institution of Electrical Engineers, 1979
- Minimum sensitivity design of linear multivariable feedback control systems by matrix spectral factorizationIEEE Transactions on Automatic Control, 1969