Guaranteed control performance robust LQG regulator for discrete-time Markovian jump systems with uncertain noise

被引:0
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作者
Zhu Jin
机构
关键词
Markovian jump systems; LQG; uncertain noise; control performance;
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暂无
中图分类号
TP13 [自动控制理论];
学科分类号
摘要
Robust LQG problems of discrete-time Markovian jump systems with uncertain noises are investigated. The problem addressed is the construction of perturbation upper bounds on the uncertain noise covariances so as to guarantee that the deviation of the control performance remains within the precision prescribed in actual problems. Furthermore, this regulator is capable of minimizing the worst performance in an uncertain case. A numerical example is exploited to show the validity of the method.
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页码:885 / 891
页数:7
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