Minimax LQG control

• Autorzy: Ian R. Petersen
• Języki publikacji: EN

Abstrakty

EN

This paper presents an overview of some recent results concerning the emerging theory of minimax LQG control for uncertain systems with a relative entropy constraint uncertainty description. This is an important new robust control system design methodology providing minimax optimal performance in terms of a quadratic cost functional. The paper first considers some standard uncertainty descriptions to motivate the relative entropy constraint uncertainty description. The minimax LQG problem under consideration is further motivated by analysing the basic properties of relative entropy. The paper then presents a solution to a worst case control system performance problem which can be generalized to the minimax LQG problem. The solution to this minimax LQG control problem is found to be closely connected to the problem of risk-sensitive optimal control.

Słowa kluczowe

EN

robust control; risk-sensitive control; minimax control; stochastic uncertain system; LQGcontrol; output-feedback control

• Wydawca: University of Zielona Gora Press
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2006
• Tom: 16
• Numer: 3
• Strony: 309-323

Daty

wydano

2006

otrzymano

2005-05-31

poprawiono

2006-05-24

Twórcy

autor

Ian R. Petersen

• School of Information Technology and Electrical Engineering, University of New South Wales at the Australian Defence Force Academy, Canberra ACT 2600, Australia

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