Title :
Robust LQG design of discrete systems using a dual criterion
Author_Institution :
University of Strathclyde, Glasgow, Scotland, UK
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;
Conference_Titel :
Decision and Control, 1983. The 22nd IEEE Conference on
Conference_Location :
San Antonio, TX, USA
DOI :
10.1109/CDC.1983.269713
