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This paper presents an overview of some recent results concerning the emerging theory of minimax LQG control for uncertain systems with a relative entropy constraint uncertainty description. This is an important new robust control system design methodology providing minimax optimal performance in terms of a quadratic cost functional. The paper first considers some standard uncertainty descriptions to motivate the relative entropy constraint uncertainty description. The minimax LQG problem under...
This paper presents a procedure for constructing a stable decentralized output feedback controller for a class of uncertain systems in which the uncertainty is described by Integral Quadratic Constraints. The controller is constructed to solve a problem of robust control. The proposed procedure involves solving a set of algebraic Riccati equations of the control type which are dependent on a number of scaling parameters. By treating the off-diagonal elements of the controller transfer function...
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