DocumentCode
814171
Title
Minimax design for a class of linear quadratic problems with parameter uncertainty
Author
Speyer, Jason L. ; Shaked, Uri
Author_Institution
Weizmann Institute of Science, Rehovot, Israel
Volume
19
Issue
2
fYear
1974
fDate
4/1/1974 12:00:00 AM
Firstpage
158
Lastpage
159
Abstract
It is found for a class of linear-quadratic problems that the parameter strategy for the unknown time-varying bounded parameters are found to be independent of the present state. Since the parameter strategy is only a function of time, the feedback gains of the linear-quadratic problem are still easily calculatable functions of time.
Keywords
Minimax control; Nonlinear systems, continuous-time; Optimal control; Uncertain systems; Cost function; Dynamic programming; Feedback control; Feedback loop; Game theory; Minimax techniques; Open loop systems; Stability; Uncertain systems; Uncertainty;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1974.1100514
Filename
1100514
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