Robust LQG optimal controller synthesis against noise spectral uncertainties and nonlinear time-varying unmodeled dynamics

Feng Hsiag Hsiao*, Jer Guang Hsieh

*Corresponding author for this work

Research output: Contribution to journalJournal Article peer-review

2 Scopus citations

Abstract

In this paper, we consider the problem of robust controller synthesis against noise spectral uncertainties and nonlinear time-varying (NLTV) unmodeled dynamics in the discrete LQG (linear-quadratic Gaussian) optimal systems. We derive a necessary and sufficient condition for robust stabilization in multivariable stochastic discrete-time systems with NLTV unmodeled dynamics. Meanwhile, an algorithm based on the robust stabilization criterion is presented for synthesizing a robust controller not only to minimize the least favorable cost functional J but also to satisfy the robust stabilization criterion by specifying an appropriate weighting scalar in the cost functional.

Original languageEnglish
Pages (from-to)167-178
Number of pages12
JournalSystems and Control Letters
Volume16
Issue number3
DOIs
StatePublished - 03 1991
Externally publishedYes

Keywords

  • LQG optimal
  • NLTV unmodeled dynamics
  • Noise spectral uncertainties

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