LQG optimal control of discrete stochastic systems under parametric and noise uncertainties
نویسندگان
چکیده
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. r 2006 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.
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