A Unified Algebraic Approach to Stabilizing Risk-sensitive Control Design

@inproceedings{Krokavec2010AUA,
  title={A Unified Algebraic Approach to Stabilizing Risk-sensitive Control Design},
  author={Dusan Krokavec and Anna Filasov{\'a}},
  year={2010}
}
An extended formulation to the risk-sensitive control of discrete-time linear stochastic systems is presented in the paper. The problem considered is formulated as a convex optimization problem where the design procedure relies on a unified algebraic approach. A possible singular task of risk-sensitive minimum variance control is regularized by defining a quadratic constraint on input variables and linear matrix inequalities are outlined to pose a feasible solution. The resulting formulation… CONTINUE READING
Highly Cited
This paper has 37 citations. REVIEW CITATIONS

Citations

Publications citing this paper.
Showing 1-10 of 20 extracted citations

Similar Papers

Loading similar papers…