Myung-Gon Yoon

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We study a ÿnite-horizon robust minimax ÿltering problem for time-varying discrete-time stochastic uncertain systems. The uncertainty in the system is characterized by a set of probability measures under which the stochastic noises, driving the system, are deÿned. The optimal minimax ÿlter has been found by applying techniques of risk-sensitive LQG control.(More)
it results 0p = 4. If we adopt pc1, simply obtained from (1) and (2), we have 1 = 11; notice that the CT of the closed-loop net remains equal to 4. By optimizing 1 w.r.t. the set of constraints (12) the optimal monitor place, that does not increase the closed loop net CT, results p c3 with a cost 1 3 = 9. We remark that, since by adding p c1 or p c3 the(More)
—This note studies the robustness of nonstrong stabilizability. We consider single-input–single-output (SISO) continuous time linear systems under graph topology. A key contribution of this note is to show that there are two classes of nonstrongly stabilizable systems: One which contains plants that can be rendered strongly stabilizable by an arbitrary(More)