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LQG optimal control system design under plant perturbation and noise uncertainty:A state-space approach

Authors
Journal
Automatica
0005-1098
Publisher
Elsevier
Publication Date
Volume
25
Issue
3
Identifiers
DOI: 10.1016/0005-1098(89)90012-5
Keywords
  • Optimal Control
  • Minimax Theory
  • Perturbation Techniques
Disciplines
  • Design
  • Mathematics

Abstract

Abstract In this paper, the stochastic linear dynamic system with uncertain parametric perturbations and uncertain noise covariances is studied. Based on minimax theory and the Bellman-Gronwall inequality, a sufficient condition for robust stability is derived. Finally, a robust LQG optimal control design technique is employed to treat this problem.

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