Dual criterion stochastic optimal control problem for robustness improvement

作者: M. Grimble

DOI: 10.1109/TAC.1986.1104215

关键词:

摘要: The solution of the dual criterion linear quadratic stochastic optimal control problem is obtained by following a Wiener type procedure. A stabilizing guaranteed parameterizing controller using Desoer fractional representation approach. includes sensitivity and complementary weighting terms which provide means varying robustness characteristics multivariable system.

参考文章(11)
Bruce A Francis, On the Wiener-Hopf approach to optimal feedback design Systems & Control Letters. ,vol. 2, pp. 197- 201 ,(1982) , 10.1016/0167-6911(82)90001-9
M. Safonov, A. Laub, G. Hartmann, Feedback properties of multivariable systems: The role and use of the return difference matrix IEEE Transactions on Automatic Control. ,vol. 26, pp. 47- 65 ,(1981) , 10.1109/TAC.1981.1102566
M. Safonov, A. Laub, G. Hartman, Correction to "Feedback properties of multivariable systems: The role and use of the return difference matrix" IEEE Transactions on Automatic Control. ,vol. 27, pp. 514- 515 ,(1982) , 10.1109/TAC.1982.1102899
M. Grimble, Robust LQG design of discrete systems using a dual criterion conference on decision and control. ,vol. 22, pp. 1196- 1198 ,(1983) , 10.1109/CDC.1983.269713
D. Youla, H. Jabr, J. Bongiorno, Modern Wiener-Hopf design of optimal controllers--Part II: The multivariable case IEEE Transactions on Automatic Control. ,vol. 21, pp. 319- 338 ,(1976) , 10.1109/TAC.1976.1101223
George Zames, Bruce A. Francis, A new approach to classical frequency methods: Feedback and minimax sensitivity conference on decision and control. ,vol. 20, pp. 867- 874 ,(1981) , 10.1109/CDC.1981.269342
M. Vidyasagar, N. Viswanadham, Algebraic design techniques for reliable stabilization IEEE Transactions on Automatic Control. ,vol. 27, pp. 1085- 1095 ,(1982) , 10.1109/TAC.1982.1103086
H. Kwakernaak, Minimax frequency domain performance and robustness optimization of linear feedback systems IEEE Transactions on Automatic Control. ,vol. 30, pp. 994- 1004 ,(1985) , 10.1109/TAC.1985.1103825
M. Vidyasagar, H. Schneider, B. Francis, Algebraic and topological aspects of feedback stabilization conference on decision and control. ,vol. 27, pp. 880- 894 ,(1980) , 10.1109/TAC.1982.1103015