LQG optimal control of discrete stochastic systems under parametric and noise uncertainties

DOI10.1016/J.JFRANKLIN.2006.02.038zbMath1116.93390OpenAlexW1976350890MaRDI QIDQ855933

Shih-Lin Wu, Gwo-Chuan Lee, Sheng-Dong Xu, Feng-Hsiag Hsiao

Publication date: 7 December 2006

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

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2006.02.038

zbMATH Keywords

Kalman filterLQG optimal controlminimax controller

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic programming (90C15) Least squares and related methods for stochastic control systems (93E24) Asymptotic stability in control theory (93D20) Synthesis problems (93B50) Stochastic systems in control theory (general) (93E03)

Related Items (3)

Parametric optimal control of uncertain systems under an optimistic value criterion ⋮ LQG homing problem with a maximin cost ⋮ Fault diagnosis and fault-tolerant control for non-Gaussian nonlinear stochastic systems via entropy optimisation

Cites Work

• Stability and control of time-delay systems
• LQG optimal control system design under plant perturbation and noise uncertainty: A state-space approach
• A closed-form optimal control for linear systems with equal state and input delays
• Minimax control of linear stochastic systems with noise uncertainty
• Criteria for asymptotic stability of linear time-delay systems
• Optimal filtering for linear state delay systems
• Stability of time-delay systems
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: LQG optimal control of discrete stochastic systems under parametric and noise uncertainties