Solution of the stochastic H ∞-optimization problem for discrete time linear systems under parametric uncertainty-Reference-Cited by-同舟云学术

Solution of the stochastic H ∞-optimization problem for discrete time linear systems under parametric uncertainty

Published:2006-08 Issue:8 Volume:67 Page:1283-1310
ISSN:0005-1179
Container-title:Automation and Remote Control
language:en
Short-container-title:Autom Remote Control

Author:

Kurdyukov A. P.,Maximov E. A.

Publisher

Pleiades Publishing Ltd

Subject

Control and Systems Engineering,Electrical and Electronic Engineering

Link

http://link.springer.com/content/pdf/10.1134/S0005117906080078.pdf

Reference33 articles.

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2. Gu, D.-W., Tsai, M.C., O’Young, S.D., and Postlethwaite, I., State-space Formulae for Discrete-time H ∞ Optimization, Int. J. Control, 1989, vol. 49, pp. 1683–1723.

3. Iglesias, P.A. and Glover, K., State-space Approach to Discrete-time H ∞-control, Int. J. Control, 1991, vol. 54, pp. 1031–1073.

4. Kurdjukov, A.P., Vladimirov, I.G., and Timin, V.N., Elements of the Theory of Robust and Stochastic Robust Control, in Metody klassicheskoi i sovremennoi teorii avtomaticheskogo upravleniya, tom 3, Sintez regulyatorov sistem avtomaticheskogo upravleniya (Classical and Modern Methods of Automatic Control Theory, vol. 3, Controller Design for Automatic Regulation Systems), Moscow: Bauman State Techn. Univ., 2004, pp. 385–480.

5. Bernstein, D.S. and Haddad, W.M., LQG Control with an H ∞ Performance Bound: A Riccati Equation Approach, IEEE Trans. Automat. Control, 1989, vol. 34, pp. 293–305.

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