Stability robustness of the continuous-time LQG system under plant perturbation and noise uncertainty

DOI10.1016/0005-1098(93)90143-HzbMath0772.93068OpenAlexW2008636502MaRDI QIDQ1801991

Yanyan Li

Publication date: 17 August 1993

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(93)90143-h

zbMATH Keywords

closed-loop systemcontinuous-timestate-space methodcontinuous-time LQG problem

Mathematics Subject Classification ID

Robust stability (93D09)

Related Items

Delay-independent robust stability of uncertain linear systems

Cites Work

• Unnamed Item
• Analysis of continuous-time Kalman filtering under incorrect noise covariances
• LQG optimal control system design under plant perturbation and noise uncertainty: A state-space approach
• Minimax control of linear stochastic systems with noise uncertainty
• Robust filtering and prediction for linear systems with uncertain dynamics: A game-theoretic approach
• Minimax linear observers and regulators for stochastic systems with uncertain second-order statistics
• Minimax state estimation for linear stochastic systems with noise uncertainty
• Robust control for linear systems with structured state space uncertainty