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

標題:	LQG optimal control of discrete stochastic systems under parametric and noise uncertainties
作者:	Hsiao, Feng-Hsiag Xu, Sheng-Dong Wu, Shih-Lin Lee, Gwo-Chuan 電控工程研究所 Institute of Electrical and Control Engineering
關鍵字:	LQG optimal control;minimax controller;Kalman filter
公開日期:	1-五月-2006
摘要:	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.
URI:	http://dx.doi.org/10.1016/j.jfranklin.2006.02.038 http://hdl.handle.net/11536/12298
ISSN:	0016-0032
DOI:	10.1016/j.jfranklin.2006.02.038
期刊:	JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS
Volume:	343
Issue:	3
起始頁:	279
結束頁:	294
顯示於類別：	期刊論文

文件中的檔案：

若為 zip 檔案，請下載檔案解壓縮後，用瀏覽器開啟資料夾中的 index.html 瀏覽全文。