LQG controller synthesis with noise spectral uncertainties and nonlinear time-varying perturbations

DOI10.1016/0016-0032(88)90001-4zbMath0672.93079OpenAlexW2025524077MaRDI QIDQ1120539

Feng-Hsiag Hsiao, Bor-Sen Chen

Publication date: 1988

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(88)90001-4

zbMATH Keywords

saddle point theorycontractive operatorrobust controller synthesisleast favorable cost functionallinear-quadratic-Gaussianmultivariable stochastic systemsnoise spectral uncertaintiesnonlinear time-varying perturbationsrobust stabilization criterionWiener-Hopf's technique

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Stabilization of systems by feedback (93D15) Multivariable systems, multidimensional control systems (93C35) Optimal stochastic control (93E20) Synthesis problems (93B50)

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