Robust tracking problem for continuous time stochastic uncertain systems | IEEE Conference Publication | IEEE Xplore

Robust tracking problem for continuous time stochastic uncertain systems


Abstract:

We propose a finite-horizon robust minimax tracking controller design method for time-varying continuous-time stochastic uncertain systems. The uncertainty in the system ...Show More

Abstract:

We propose a finite-horizon robust minimax tracking controller design method for time-varying continuous-time stochastic uncertain systems. The uncertainty in the system is characterized by a set of probability measures under which stochastic noises, driving the system, are defined. A minimax optimal tracking controller is derived from the solution of a risk-sensitive LQG control problem.
Date of Conference: 09-12 December 2003
Date Added to IEEE Xplore: 15 March 2004
Print ISBN:0-7803-7924-1
Print ISSN: 0191-2216
Conference Location: Maui, HI, USA

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