Minimax control under a bound on the partial covariance sequence of the disturbance
This paper deals with minimax control problems for linear plants. The author considered a discrete-time SISO plant with a stochastic disturbance, where the disturbance is a stationary process whose partial covariance sequence belongs to a given set. The author defined a cost function by the maximum of the closed loop system output variance over the class of disturbances. The problem is to minimize the cost function, using a suitable admissible control. He investigated the minimax regulator and presented several examples.
scientific article; zbMATH DE number 806667
scientific article