Finite horizon minimax optimal control of nonlinear continuous time systems with stochastic uncertainty

Author

Ugrinovskii, Valery A. ; Petersen, Ian R.

Author_Institution

Sch. of Electr. Eng., Australian Defence Force Acad., Canberra, ACT, Australia

Volume

3

fYear

1997

fDate

10-12 Dec 1997

Firstpage

2265

Abstract

This paper develops a general continuous-time stochastic framework for robustness analysis and robust control synthesis. We consider a stochastic minimax optimization problem for general stochastic uncertain systems. A general method is presented for converting problems of performance analysis or controller synthesis into unconstrained optimization problems

Keywords

continuous time systems; control system analysis; control system synthesis; maximum principle; minimax techniques; nonlinear control systems; robust control; stochastic systems; uncertain systems; controller synthesis; finite horizon minimax optimal control; general continuous-time stochastic framework; general stochastic uncertain systems; nonlinear continuous time systems; performance analysis; robust control synthesis; robustness analysis; stochastic minimax optimization; unconstrained optimization problems; Additive noise; Australia; Continuous time systems; Minimax techniques; Optimal control; Stochastic processes; Stochastic resonance; Stochastic systems; Uncertain systems; Uncertainty;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1997., Proceedings of the 36th IEEE Conference on

Conference_Location

San Diego, CA

ISSN

0191-2216

Print_ISBN

0-7803-4187-2

Type

conf

DOI

10.1109/CDC.1997.657110

Filename

657110