Dynamic Systems and Applications 20 (2011) 149-168 OPTIMAL FEEDBACK CONTROL LAW FOR A CLASS OF PARTIALLY OBSERVED UNCERTAIN DYNAMIC SYSTEMS: A MIN-MAX PROBLEM

Abstract

In this paper we consider a class of partially observed dynamic systems with measurement uncertainty and present a technique for design of optimal linear output feedback controls to minimize the maximum risk. This is then extended to cover systems with uncertainty in the measurement as well as in the dynamics. These results are presented in the form of… (More)

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