Title :
Robust properties of solutions to linear-quadratic estimation and control problems
Author :
Vandelinde, V. David
Author_Institution :
Johns Hopkins University, Baltimore, MD, USA
fDate :
2/1/1977 12:00:00 AM
Abstract :
In this note we demonstrate a minimax robustness property for linear-quadratic estimation and control problems and discuss the importance of this result as well as the relevance of the general philosophy of robust design in estimation and control.
Keywords :
Games; Minimax optimization; Optimal control; Parameter estimation; State estimation; Algebra; Algorithm design and analysis; Equations; MIMO; Minimax techniques; Minimization methods; Notice of Violation; Robust control; Stability; State feedback;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1977.1101433