Title :
Minimax design for a class of linear quadratic problems with parameter uncertainty
Author :
Speyer, Jason L. ; Shaked, Uri
Author_Institution :
Weizmann Institute of Science, Rehovot, Israel
fDate :
4/1/1974 12:00:00 AM
Abstract :
It is found for a class of linear-quadratic problems that the parameter strategy for the unknown time-varying bounded parameters are found to be independent of the present state. Since the parameter strategy is only a function of time, the feedback gains of the linear-quadratic problem are still easily calculatable functions of time.
Keywords :
Minimax control; Nonlinear systems, continuous-time; Optimal control; Uncertain systems; Cost function; Dynamic programming; Feedback control; Feedback loop; Game theory; Minimax techniques; Open loop systems; Stability; Uncertain systems; Uncertainty;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1974.1100514
