A dual optimization procedure for linear quadratic robust control problems
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Publication:1838168
DOI10.1016/0005-1098(83)90107-3zbMath0509.49019OpenAlexW1981556868MaRDI QIDQ1838168
Publication date: 1983
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(83)90107-3
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
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Multiple models, multiplicative noise and linear quadratic control—algorithmic aspects ⋮ Robust stability and performance of systems with structured and bounded uncertainties: an extension of the guaranteed cost control approach ⋮ Guaranteed cost control of systems with norm bounded uncertainties ⋮ Matrix criterion robust linear quadratic control problem ⋮ Simultaneous control of linear systems by state feedback ⋮ Unnamed Item
Cites Work
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- Convexification procedures and decomposition methods for nonconvex optimization problems
- Robust stability of systems with application to singular perturbations
- Multiplier and gradient methods
- Gradient calculations for linear quadratic fixed-control structure problems
- Parameter space design of robust control systems
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