Synthesis of robust linear-quadratic Gaussian controllers

zbMath1067.93062MaRDI QIDQ1883922

I. M. Bakhilina, S. A. Stepanov

Publication date: 19 October 2004

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

monotonicityiterative algorithm\(H_\infty\) controlmultipliersRiccati equationweighting matricessynthesis of robust linear-quadratic Gaussian controllers

Mathematics Subject Classification ID

(H^infty)-control (93B36) Matrix equations and identities (15A24) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Synthesis problems (93B50)

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