ROBUST CONTROLLER DESIGN FOR LINEAR STOCHASTIC SYSTEMS WITH UNCERTAIN PARAMETERS.

Paul H. McDowell, Tamer Basar

Research output: Contribution to journalConference articlepeer-review

Abstract

The problem of robust control of linear time-invariant stochastic systems with parametric uncertainties is considered under two different approaches, namely, minimum sensitivity and minimax. The necessary mathematical framework for the analysis is developed, and a comparative study of the performances attained by controllers of different orders, derived under these two approaches, is reported. The two approaches are illustrated on a numerical example.

Original languageEnglish (US)
Pages (from-to)39-44
Number of pages6
JournalProceedings of the American Control Conference
DOIs
StatePublished - 1986

ASJC Scopus subject areas

  • Electrical and Electronic Engineering

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