LQG optimal control of discrete stochastic systems under parametric and noise uncertainties


In this paper, the linear-quadratic-Gaussian (LQG) optimal control problem is considered and a robust minimax controller composed of the Kalman filter and the optimal regulator is synthesized to guarantee the asymptotic stability of the discrete time-delay systems under both parametric uncertainties and uncertain noise covariances. Designed procedures are… (More)


1 Figure or Table

Slides referencing similar topics