Title :
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
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;
Conference_Titel :
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
Print_ISBN :
0-7803-7924-1
DOI :
10.1109/CDC.2003.1272574
