• DocumentCode
    850568
  • Title

    Optimal control of linear systems with parameter uncertainty

  • Author

    Hopkins, William E., Jr.

  • Author_Institution
    Princeton University, Princeton, NJ, USA
  • Volume
    31
  • Issue
    1
  • fYear
    1986
  • fDate
    1/1/1986 12:00:00 AM
  • Firstpage
    72
  • Lastpage
    74
  • Abstract
    A class of infinite-horizon regulator problems is formulated for families of time-invariant linear systems with parameter uncertainty. Under a regularity assumption, the optimal linear, state-feedback control is shown to exist and is defined via a positive-definite solution of a family of Riccati-type, algebraic equations. The solvability of these equations is equivalent to the stabilizability of the family of linear systems by a constant, linear feedback.
  • Keywords
    Linear uncertain systems; Optimal control, linear systems; State-feedback, linear systems; Uncertain systems, linear; Control systems; Economic forecasting; Linear feedback control systems; Linear systems; Optimal control; Parameter estimation; Random variables; Riccati equations; State feedback; Uncertain systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1986.1104098
  • Filename
    1104098
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=850568