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

doi:10.1016/j.jfranklin.2006.02.038

完整後設資料紀錄

DC 欄位	值	語言
dc.contributor.author	Hsiao, Feng-Hsiag	en_US
dc.contributor.author	Xu, Sheng-Dong	en_US
dc.contributor.author	Wu, Shih-Lin	en_US
dc.contributor.author	Lee, Gwo-Chuan	en_US
dc.date.accessioned	2014-12-08T15:16:40Z	-
dc.date.available	2014-12-08T15:16:40Z	-
dc.date.issued	2006-05-01	en_US
dc.identifier.issn	0016-0032	en_US
dc.identifier.uri	http://dx.doi.org/10.1016/j.jfranklin.2006.02.038	en_US
dc.identifier.uri	http://hdl.handle.net/11536/12298	-
dc.description.abstract	In this paper, the linear-quadratic-Gaussian (LQG) optimal control problem is considered and a robust minimax controller composed of the Kalman filter and the optimal regulator is synthesized to guarantee the asymptotic stability of the discrete time-delay systems under both parametric uncertainties and uncertain noise covariances. Designed procedures are finally elaborated with an illustrative example. (c) 2006 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.	en_US
dc.language.iso	en_US	en_US
dc.subject	LQG optimal control	en_US
dc.subject	minimax controller	en_US
dc.subject	Kalman filter	en_US
dc.title	LQG optimal control of discrete stochastic systems under parametric and noise uncertainties	en_US
dc.type	Article	en_US
dc.identifier.doi	10.1016/j.jfranklin.2006.02.038	en_US
dc.identifier.journal	JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS	en_US
dc.citation.volume	343	en_US
dc.citation.issue	3	en_US
dc.citation.spage	279	en_US
dc.citation.epage	294	en_US
dc.contributor.department	電控工程研究所	zh_TW
dc.contributor.department	Institute of Electrical and Control Engineering	en_US
dc.identifier.wosnumber	WOS:000240413900010	-
dc.citation.woscount	2	-
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