Title :
Design of Suboptimal Minimax LQG Controller via Game Theory
Author :
Gu, Xing Yuan ; Chen, Weu Hun
Author_Institution :
Department of Automatic Control, Northeast University of Technology, Shenyang, Liaoning, 110006, P.R.China
Abstract :
The problem of design of minimax LQG controllers for linear systems with parameter uncertainty is considered in this paper. By replacing a minimax problem by a maximization problem, a design method for suboptimal minimax LQG controllers is proposed. The error bound between the worst performances of suboptimal and optimal minimax LQG controllers is estimated. Moreover, we show that under some conditions, those two solutions are equal.
Keywords :
Control systems; Design optimization; Error correction; Game theory; Minimax techniques; Performance analysis; State estimation; Stochastic systems; Sufficient conditions; Uncertainty;
Conference_Titel :
American Control Conference, 1991
Conference_Location :
Boston, MA, USA
Print_ISBN :
0-87942-565-2
