Robust LQG design of discrete systems using a dual criterion

  • Mike Grimble
  • Published 1983 in The 22nd IEEE Conference on Decision and Control

Abstract

The solution to a linear quadratic stochastic optimal control problem is obtained for a discrete-time system. The performance criterion to be minimised includes the usual error and control weighting terms but has in addition sensitivity and complementary sensitivity weighting matrices. 

Topics

Cite this paper

@article{Grimble1983RobustLD, title={Robust LQG design of discrete systems using a dual criterion}, author={Mike Grimble}, journal={The 22nd IEEE Conference on Decision and Control}, year={1983}, pages={1196-1198} }