SURVEY OF LINEAR QUADRATIC ROBUST CONTROL
- 1 February 2002
- journal article
- research article
- Published by Cambridge University Press (CUP) in Macroeconomic Dynamics
- Vol. 6 (1) , 19-39
- https://doi.org/10.1017/s1365100502027037
Abstract
We review several control problems, all related to robust control in some way, that lead to a minimax linear quadratic problem. We stress the fact that although an augmented performance index appears, containing an L2 norm of a disturbance signal, only the nonaugmented quadratic performance index is of interest per se in each case.Keywords
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