Design of minimax controllers for linear systems with non‐zero initial states under specified information structures

Garry Didinsky, Tamer Başar

Research output: Contribution to journalArticle

Abstract

In this paper, we obtain the solution to the discrete‐time, linear‐quadratic, finite‐horizon disturbance rejection problem, with hard bounds on the disturbance and with a known or an unknown non‐zero initial state. It is shown that there exist two regions in the space of initial conditions: one where a pure‐strategy saddle point exists, and the other where no pure‐strategy saddle point exists. In the latter region, the structure of the minimax controller is fixed throughout, and a saddle point exists in the class of mixed policies. The paper also develops a general algorithm for the construction of such saddle points under different information structures, and illustrates this algorithm on a numerical example.

Original languageEnglish (US)
Pages (from-to)1-30
Number of pages30
JournalInternational Journal of Robust and Nonlinear Control
Volume2
Issue number1
DOIs
StatePublished - May 1992

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Chemical Engineering(all)
  • Biomedical Engineering
  • Aerospace Engineering
  • Mechanical Engineering
  • Industrial and Manufacturing Engineering
  • Electrical and Electronic Engineering

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