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

被引：18

作者：

Hsiao, Feng-Hsiag

Xu, Sheng-Dong

Wu, Shih-Lin

Lee, Gwo-Chuan

机构：

[1] Natl Univ Tainan, Dept Elect Engn, Tainan 700, Taiwan

[2] Natl Chiao Tung Univ, Dept Elect & Control Engn, Hsinchu 30010, Taiwan

[3] Chang Gung Univ, Dept Comp Sci & Informat Engn, Kwei San 333, Taoyuan Cty, Taiwan

[4] Natl United Univ, Dept Comp Sci & Informat Engn, Kung Ching Li 360, Miaoli, Taiwan

来源：

JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS | 2006年 / 343卷 / 03期

关键词：

LQG optimal control; minimax controller; Kalman filter;

D O I：

10.1016/j.jfranklin.2006.02.038

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

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.

引用

页码：279 / 294

页数：16

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