Displaying similar documents to “Robust Control of Linear Stochastic Systems with Fully Observable State”

On the optimal continuous decentralized control of non-linear dynamical multivariable systems about the origin.

Manuel de la Sen Parte (1987)

Trabajos de Investigación Operativa

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This paper deals with the local (around the equilibrium) optimal decentralized control of autonomous multivariable systems of nonlinearities and couplings between subsystems which can be expressed as power series in the state-space are allowed in the formulation. They only affect for the optimal performance integrals in cubic and higher terms in the norm of the initial conditions of the dynamical differential system. The basic hypothesis which is made is that the system is centrally-stabilizable...

Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations

Jianhui Huang, Jingtao Shi (2012)

ESAIM: Control, Optimisation and Calculus of Variations

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This paper deals with the optimal control problem in which the controlled system is described by a fully coupled anticipated forward-backward stochastic differential delayed equation. The maximum principle for this problem is obtained under the assumption that the diffusion coefficient does not contain the control variables and the control domain is not necessarily convex. Both the necessary and sufficient conditions of optimality are proved. As illustrating examples, two kinds of linear...

Minimax LQG control

Ian Petersen (2006)

International Journal of Applied Mathematics and Computer Science

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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...

Robust quasi NID aircraft 3D flight control under sensor noise

Marian J. Błachuta, Valery D. Yurkevich, Konrad Wojciechowski (1999)

Kybernetika

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In the paper the design of an aircraft motion controller based on the Dynamic Contraction Method is presented. The control task is formulated as a tracking problem for Euler angles, where the desired decoupled output transients are accomplished under assumption of high-level, high-frequency sensor noise and incomplete information about varying parameters of the system and external disturbances. The resulting controller has a simple form of a combination of a low-order linear dynamical...