Minimax control under a bound on the partial covariance sequence of the disturbance
type: Item
instance of: scholarly article
title: Minimax control under a bound on the partial covariance sequence of the disturbance
zbMATH Open document ID: 0838.93075
DOI: 10.1016/0005-1098(95)00018-R
published in: Automatica
publication date: 1996-05-30T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93B36
Mathematics Subject Classification ID: 93C99
Mathematics Subject Classification ID: 93C05
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 49J35
zbMATH DE Number: 806667
zbMATH Keywords: \(H^ \infty\) optimal control
zbMATH Keywords: robust control
zbMATH Keywords: minimax control
zbMATH Keywords: linear
zbMATH Keywords: discrete-time
zbMATH Keywords: SISO plant
zbMATH Keywords: stochastic disturbance
author: Sergei V. Gusev
reviewed by: Makiko Nisio
MaRDI profile type: Publication
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full work available at URL: 0005-1098(95)00018-r
OpenAlex ID: W2082317120
description: scientific article; zbMATH DE number 806667