Optimal guaranteed cost control and filtering for uncertain linear systems

Author

Petersen, Ian R. ; McFarlane, Duncan C.

Author_Institution

Dept. of Electr. Eng., Australian Def. Force Acad., Campbell. ACT, Australia

Volume

39

Issue

9

fYear

1994

fDate

9/1/1994 12:00:00 AM

Firstpage

1971

Lastpage

1977

Abstract

The paper presents results on the design of robust state feedback controllers and steady-state robust state estimators for a class of uncertain linear systems with norm bounded uncertainty. The state feedback results extend the linear quadratic regulator to the case in which the underlying system is dependent on uncertain parameters. The state estimation results extend the steady-state Kalman filter to the case in which the underlying system is also uncertain

Keywords

Kalman filters; control system synthesis; feedback; filtering and prediction theory; optimal control; stability; state estimation; LQ regulator; linear quadratic regulator; norm bounded uncertainty; optimal guaranteed cost control; robust state feedback controller design; state estimation; steady-state Kalman filter; steady-state robust state estimators; uncertain linear systems; Control systems; Cost function; Filtering; Linear feedback control systems; Nonlinear filters; Optimal control; Robust control; State estimation; State feedback; Steady-state;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/9.317138

Filename

317138