Korbicz, Józef - red. ; Uciński, Dariusz - red.
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.
Zielona Góra: Uniwersytet Zielonogórski
AMCS, volume 16, number 3 (2006) ; kliknij tutaj, żeby przejść
Biblioteka Uniwersytetu Zielonogórskiego
2021-09-07
2020-08-26
87
https://zbc.uz.zgora.pl/publication/64101
Nazwa wydania | Data |
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Minimax LQG control | 2021-09-07 |
Mostafa, El-Sayed M.E. Korbicz, Józef - red. Uciński, Dariusz - red.
Yarza, Antonio Santibanez, Victor Moreno-Valenzuela, Javier Korbicz, Józef - red. Uciński, Dariusz - red.
Zhou, Lan She, Jinhua Zhou, Shaowu Makowski, Ryszard - ed. Zarzycki, Jan - ed.
Rodrigues, Mickael Theilliol, Didier Aberkane, Samir Sauter, Dominique Korbicz, Józef - red.
Zhai, Guisheng Chen, Ning Gui, Weihua Korbicz, Józef - red. Uciński, Dariusz - red.
Błachuta, Marian J. Kowalczuk, Zdzisław - red.
Owens, David H. Daley, Steve Gałkowski, Krzysztof - ed. Rogers, Eric - ed. Willems, Jan
Balluchi, Andrea Bicchi, Antonio Korbicz, Józef - red. Uciński, Dariusz - red.