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Design of minimax robust LQG controllers under parameter and noise uncertainties
Author(s) -
Chen WenHua
Publication year - 1994
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/rnc.4590040506
Subject(s) - linear quadratic gaussian control , optimal projection equations , control theory (sociology) , minimax , controller (irrigation) , robust control , saddle point , noise (video) , mathematics , optimal control , mathematical optimization , computer science , control system , control (management) , engineering , geometry , electrical engineering , artificial intelligence , agronomy , image (mathematics) , biology
The problem of design of minimax robust LQG controllers for linear systems with parameter and noise uncertainties is considered in this paper. Necessary and sufficient conditions for converting this problem to a two‐person, zero‐sum continuous game problem are presented. A simple procedure for design of a suboptimal minimax robust LQG controller, i.e., the LQG controller for least‐favourable model, is proposed. Necessary and sufficient conditions for the existence of a saddle point are established. Under these conditions, the controller obtained is exactly the minimax LQG controller. When there does not exist a saddle point, the worst‐case error between the controller obtained and the minimax robust LQG controllers under described uncertainties is bounded.