Premium
Robust discrete‐time H ∞ ‐optimal tracking with preview
Author(s) -
Cohen Agnès,
Shaked Uri
Publication year - 1998
Publication title -
international journal of robust and nonlinear control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.361
H-Index - 106
eISSN - 1099-1239
pISSN - 1049-8923
DOI - 10.1002/(sici)1099-1239(199801)8:1<29::aid-rnc276>3.0.co;2-o
Subject(s) - a priori and a posteriori , saddle point , control theory (sociology) , bounded function , tracking (education) , interval (graph theory) , robust control , computer science , discrete time and continuous time , linear system , signal (programming language) , norm (philosophy) , saddle , game theory , mathematics , mathematical optimization , control (management) , control system , artificial intelligence , engineering , mathematical economics , pedagogy , philosophy , law , mathematical analysis , psychology , geometry , epistemology , political science , programming language , statistics , combinatorics , electrical engineering
The problem of robust, finite‐time, H ∞ ‐tracking for linear, discrete, time‐varying systems is considered from the game theory point of view. No a priori knowledge of the dynamic model of the reference signal to be tracked is assumed, and the parameters of the system are not completely known. Two tracking problems are investigated, depending on whether the reference signal is perfectly known in advance, or previewed in a fixed‐interval of time ahead. An augmented state‐space description that converts the parameter uncertainty to bounded energy signal is used. A tracking game is then defined and solved. It is shown that its saddle‐point equilibrium, if it exists, guarantees a prescribed H ∞ ‐norm performance of the tracker, for all possible parameters. © 1998 John Wiley & Sons, Ltd.