Optimal guaranteed cost control of uncertain systems via static and dynamic output feedback
type: Item
instance of: scholarly article
title: Optimal guaranteed cost control of uncertain systems via static and dynamic output feedback
zbMATH Open document ID: 0855.93093
DOI: 10.1016/0005-1098(95)00178-6
author: S. O. Reza Moheimani
author: Ian R. Petersen
published in: Automatica
publication date: 1997-02-04T00:00:00Z
review text: The authors consider the equation \(\dot x= [A+ D\Delta(t) E_1] x+ [B+ D\Delta(t) E_2] u\), \(x(0)= x_0\), with time-varying uncertain parameter-matrix \(\Delta (t)\) satisfying \(\Delta^\vdash(t)\Delta(t)\leq I\), and random initial condition \(x_0\) with covariance matrix \(\mathbb{E}(x_0 x_0')= I\); further, the read-out map \(y(t)= Cx(t)\) and a quadratic cost function \(j\) are considered. In order to make for the control \(u(t)= Ky(t)\) the closed-loop system quadratically stable and to minimize the cost function \(j\), a necessary condition is established in terms of the solution of a system of three parameter-dependent differential equations consisting of an equation for the gain \(k\), a Riccati and a Lyapunov equation.
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93B51
Mathematics Subject Classification ID: 49N10
Mathematics Subject Classification ID: 49N35
zbMATH DE Number: 885866
zbMATH Keywords: optimal control
zbMATH Keywords: linear-quadratic control
zbMATH Keywords: uncertain parameter
zbMATH Keywords: random initial condition
reviewed by: Volker Wihstutz
MaRDI profile type: Publication
full work available at URL: 0005-1098(95)00178-6
OpenAlex ID: W2046079147
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description: scientific article; zbMATH DE number 885866