GUARANTEED PERFORMANCE CONTROL FOR DISCRETE-TIME LQG PROBLEMS
نویسندگان
چکیده
منابع مشابه
Guaranteed Performance Control for Discrete-time Lqg Problems
Guaranteed performance control is considered in this paper for discretetime LQG problems by minimizing the probability that the performance index is over a preselected threshold. It is proven that this guaranteed performance control problem can be converted into a mean-variance control problem which can be solved by using an embedding scheme. An optimal open-loop feedback control law is derived...
متن کاملFormulas for Discrete Time LQR, LQG, LEQG and Minimax LQG Optimal Control Problems
The purpose of this paper is to provide a unified presentation of the formulas arising in the discrete-time finite-horizon linear Linear Quadratic Regulator problem, the Linear Quadratic Gaussian problem, the Linear Exponential of Quadratic Gaussian problem, and the minimax Linear Quadratic Gaussian problem. For these classes of optimal control problems, the paper presents formulas for optimal ...
متن کاملDiscrete-time Adaptive Lqg/ltr Control
An adaptive discrete-time LQG control with loop transfer recovery (LTR) is considered. The control problem is analyzed using state-space model and the parameter estimation problem is implemented for corresponding discrete-time model in transfer function form obtained via ZOH. Thus the direct estimation of model parameters is possible by means of standard RLS or ERLS procedure and the adaptive c...
متن کاملDiscrete-Time H2 Guaranteed Cost Control
Discrete-Time H2 Guaranteed Cost Control by Richard Anthony Conway Doctor of Philosophy in Engineering – Mechanical Engineering University of California, Berkeley Professor Roberto Horowitz, Chair In this dissertation, we first use the techniques of guaranteed cost control [28] to derive an upper bound on the worst-case H2 performance of a discrete-time LTI system with causal unstructured norm-...
متن کاملGuaranteed Margins for LQG Regulators
ity of the desired transfer-function matrix T,(s) is that the matrix equation (9) is consistent for m > 3 m (i.e., for the case where there are more equations than unknowns). However, as it is seen below, this condition is not sufficient. Suppose that it is required to test the admissibility of a desired transfer-function matrix TAs). Also consider another transfer-function matrix Tu@), for whi...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IFAC Proceedings Volumes
سال: 2005
ISSN: 1474-6670
DOI: 10.3182/20050703-6-cz-1902.00924