Title :
Minimax LQ stochastic tracking and servo problems
Author :
Mosca, E. ; Casavola, A. ; Giarre, L.
Author_Institution :
Dipartimento di Sistemi e Inf., Firenze Univ., Italy
fDate :
1/1/1990 12:00:00 AM
Abstract :
It is proved that the separation between feedback and feedforward of the two-degree-of-freedom linear quadratic (LQ) stochastic controller reported by E. Mosca and G. Zappa (ibid., vol.34, p.240-2, 1989) can be suitably extended, when a linear controller is postulated, to the minimax LQ stochastic tracking and servo problems. Besides the relevance of the results, the authors show that in some problems the Wiener and the H∞ approaches can play a fruitful complementary role
Keywords :
feedback; optimal control; servomechanisms; stochastic systems; 2 DOF controller; H∞ approaches; LQ controller; Wiener method; feedback; feedforward; linear controller; linear quadratic controller; minimax LQ stochastic tracking; optimal control; servomechanisms; Control systems; Costs; Covariance matrix; Linear feedback control systems; Minimax techniques; Polynomials; Servomechanisms; Steady-state; Stochastic processes; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
