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Design of Suboptimal Minimax LQG Controller via Game Theory

Xing Gu, Weu Hua Chen

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Abstract

The problem of design of minimax LQG controllers for linear systems with parameter uncertainty is considered in this paper. By replacing a minimax problem by a maximization problem, a design method for suboptimal minimax LQG controllers is proposed. The error bound between the worst performances of suboptimal and optimal minimax LQG controllers is estimated. Moreover, we show that under some conditions, those two solutions are equal.

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What this paper is about

The problem of design of minimax LQG controllers for linear systems with parameter uncertainty is considered in this paper. By replacing a minimax problem by a maximization problem, a design method for suboptimal minimax LQG controllers is proposed. The error bound between the worst performances of suboptimal and optimal minimax LQG controllers is estimated. Moreover, we show that under some conditions, those two solutions are equal.

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Available abstract

The problem of design of minimax LQG controllers for linear systems with parameter uncertainty is considered in this paper. By replacing a minimax problem by a maximization problem, a design method for suboptimal minimax LQG controllers is proposed. The error bound between the worst performances of suboptimal and optimal minimax LQG controllers is estimated. Moreover, we show that under some conditions, those two solutions are equal.

Key concepts: Linear-quadratic-Gaussian control, Minimax, Optimal projection equations, Control theory (sociology), Maximization, Optimal control, Mathematical optimization, Controller (irrigation)

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