Robust tracking problem for continuous time stochastic uncertain systems

Author

Yoon, Myung-Gon ; Ugrinovskii, Valery A.

Author_Institution

Sch. of Electr. Eng. & Telecommun., New South Wales Univ., Sydney, NSW, Australia

Volume

1

fYear

2003

fDate

9-12 Dec. 2003

Firstpage

282

Abstract

We propose a finite-horizon robust minimax tracking controller design method for time-varying continuous-time stochastic uncertain systems. The uncertainty in the system is characterized by a set of probability measures under which stochastic noises, driving the system, are defined. A minimax optimal tracking controller is derived from the solution of a risk-sensitive LQG control problem.

Keywords

continuous time systems; control system synthesis; linear quadratic Gaussian control; minimax techniques; probability; robust control; stochastic systems; tracking; uncertain systems; LQG control; continuous time systems; finite horizon robust minimax method; linear quadratic Gaussian control; optimal tracking controller; probability; robust tracking problem; stochastic noises; stochastic systems; system uncertainty; time-varying systems; tracking controller design; uncertain systems; Control systems; Design methodology; Minimax techniques; Noise robustness; Optimal control; Robust control; Stochastic resonance; Stochastic systems; Time varying systems; Uncertain systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 2003. Proceedings. 42nd IEEE Conference on

ISSN

0191-2216

Print_ISBN

0-7803-7924-1

Type

conf

DOI

10.1109/CDC.2003.1272574

Filename

1272574