Skip Navigation

IMA Journal of Mathematical Control and Information 1997 14(4):319-332; doi:10.1093/imamci/14.4.319
© 1997 by Institute of Mathematics and its Applications
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by SAVKIN, A. V.
Right arrow Articles by PETERSEN, I. R.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Optimal guaranteed-cost control of discrete-time nonlinear uncertain systems

ANDREY V. SAVKIN and IAN R. PETERSEN

Department of Electrical and Electronic Engineering and Cooperative Research Center for Sensor Signal and Information Processing, University of Melbourne Parkville, Victoria 3052, Australia
Department of Electrical Engineering, Australian Defence Force Academy Campbell, 2600, Australia

The paper presents a result on state-feedback optimal guaranteed-cost control for a class of nonlinear uncertain discrete-time systems. The problem of optimal guaranteed-cost control being considered is defined over a finite time interval. The uncertainty class considered in the paper involves structured uncertainties which are required to satisfy a certain ‘averaged-sum quadratic constraint’. This uncertainty class combines aspects of norm-bounded and stochastic uncertainty descriptions. The solution to the optimal guaranteed-cost control problem is obtained by solving a parametrized dynamic-programming equation.


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.