DocumentCode
3054131
Title
Robust LQG design of discrete systems using a dual criterion
Author
Grimble, M.J.
Author_Institution
University of Strathclyde, Glasgow, Scotland, UK
fYear
1983
fDate
- Dec. 1983
Firstpage
1196
Lastpage
1198
Abstract
The solution to a linear quadratic stochastic optimal control problem is obtained for a discrete-time system. The performance criterion to be minimised includes the usual error and control weighting terms but has in addition sensitivity and complementary sensitivity weighting matrices.
Keywords
Control systems; Cost function; Covariance matrix; Error correction; Feedback; Industrial control; Industrial electronics; Noise robustness; Optimal control; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1983. The 22nd IEEE Conference on
Conference_Location
San Antonio, TX, USA
Type
conf
DOI
10.1109/CDC.1983.269713
Filename
4047744
Link To Document