DocumentCode
488716
Title
Design of Suboptimal Minimax LQG Controller via Game Theory
Author
Gu, Xing Yuan ; Chen, Weu Hun
Author_Institution
Department of Automatic Control, Northeast University of Technology, Shenyang, Liaoning, 110006, P.R.China
fYear
1991
fDate
26-28 June 1991
Firstpage
376
Lastpage
377
Abstract
The problem of design of minimax LQG controllers for linear systems with parameter uncertainty is considered in this paper. By replacing a minimax problem by a maximization problem, a design method for suboptimal minimax LQG controllers is proposed. The error bound between the worst performances of suboptimal and optimal minimax LQG controllers is estimated. Moreover, we show that under some conditions, those two solutions are equal.
Keywords
Control systems; Design optimization; Error correction; Game theory; Minimax techniques; Performance analysis; State estimation; Stochastic systems; Sufficient conditions; Uncertainty;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1991
Conference_Location
Boston, MA, USA
Print_ISBN
0-87942-565-2
Type
conf
Filename
4791393
Link To Document