Minimax design for a class of linear quadratic problems with parameter uncertainty
- 1 April 1974
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 19 (2), 158-159
- https://doi.org/10.1109/tac.1974.1100514
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
This publication has 4 references indexed in Scilit:
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- Minimax controller designIEEE Transactions on Automatic Control, 1968
- A minimax control problem for sampled linear systemsIEEE Transactions on Automatic Control, 1968
- Application of game theory to the sensitivity design of optimal systemsIEEE Transactions on Automatic Control, 1967