Minimum energy controllers with inequality constraints on output variances

DOI10.1002/oca.4660100405zbMath0688.93068OpenAlexW2086378774MaRDI QIDQ4207863

Chen Hsieh, Robert E. Skelton, Fayez M. Damra

Publication date: 1989

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.4660100405

zbMATH Keywords

time-invariantdiagonal output weighting matrixoutput variance inequality constraints

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items

MixedH₂/H_∞control under variance constraints, Integrated modeling and controller design with application to flexible structure control, Mixed L₂and L_∞problems by weight selection in quadratic optimal control, Integrated design of smart structures controlled by \(H_\infty\) optimal controllers, Robust Input Covariance Constraint Control for Uncertain Polytopic Systems

Cites Work

• Variance constrained self-tuning control
• Linear optimal stochastic control using instantaneous output feedback‡
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