Stochastic Robustness Synthesis for a Benchmark Problem

Stochastic Robustness Analysis guides the synthesis of robust LQG regulators for a Benchmark Control Problem. Probabilities of exceeding allowable design limits, including stability, settling time, and control usage, are estimated by Monte Carlo evaluation Robust. low-gain, compensators that fulfill objectives are designed by numerically minimizing quadratic functions of these probabilities. The method is straightforward and makes use of uncomplicated design principles.