Title :
Robust output feedback stabilization via risk-sensitive control
Author :
Ugrinovskii, Valery A. ; Petersen, Ian R.
Author_Institution :
Sch. of Electr. Eng., Australian Defence Force Acad., Canberra, ACT, Australia
Abstract :
We consider a problem of infinite horizon LQG control for discrete-time stochastic uncertain systems with output measurement. It is shown that for a broad class of uncertain systems under consideration, a controller constructed in terms of the solution to a specially parametrized risk-sensitive stochastic control problem absolutely stabilizes the stochastic uncertain system
Keywords :
controllers; feedback; linear quadratic Gaussian control; optimal control; robust control; stability; uncertain systems; controller; discrete-time stochastic uncertain systems; infinite horizon LQG control; output measurement; parametrized risk-sensitive stochastic control problem; risk-sensitive control; robust output feedback stabilization; stochastic uncertain system; uncertain systems; Australia; Control systems; Entropy; Force control; Infinite horizon; Linear feedback control systems; Minimax techniques; Optimal control; Output feedback; Robust control;
Conference_Titel :
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5250-5
DOI :
10.1109/CDC.1999.832839
