Object
Title: Minimax LQG control
Contributor:
Korbicz, Józef - red. ; Uciński, Dariusz - red.
Group publication title:
Abstract:
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 consideration is further motivated by analysing the basic properties of relative entropy. ; The paper then presents a solution to a worst case control system performance problem which can be generalized to the minimax LQG problem. The solution to this minimax LQG control problem is found to be closely connected to the problem of risk-sensitive optimal control.
Publisher:
Zielona Góra: Uniwersytet Zielonogórski
Resource Identifier:
Pages:
Source:
AMCS, volume 16, number 3 (2006) ; click here to follow the link
Language:
Rights:
Biblioteka Uniwersytetu Zielonogórskiego
Object collections:
- Digital Library of Zielona Góra > Repository > Faculties > Faculty of Computer, Electrical and Control Engineering
- Digital Library of Zielona Góra > Repository > Types of work > Articles
- Digital Library of Zielona Góra > Repository > Scientific journals and UZ publishing series > International Journal of Applied Mathematics and Computer Science (AMCS) > International Journal of Applied Mathematics and Computer Science (AMCS) (2006)
Last modified:
Sep 7, 2021
In our library since:
Aug 26, 2020
Number of object content hits:
63
All available object's versions:
https://www.zbc.uz.zgora.pl/publication/64101
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International Journal of Applied Mathematics and Computer Science (AMCS)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 24 (2014)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 23 (2013)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 22 (2012)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 21 (2011)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 20 (2010)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 19 (2009)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 18 (2008)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 17 (2007)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 16 (2006)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 16, number 1 (2006)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 16, number 2 (2006)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 16, number 3 (2006)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 16, number 4 (2006)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 16, number 1 (2006)
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International Journal of Applied Mathematics and Computer Science (AMCS),volume 1 (1991)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 24 (2014)
| Edition name | Date |
|---|---|
| Minimax LQG control | Sep 7, 2021 |
