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Avtomatika i Telemekhanika, 2019, Issue 10, Pages 115–131
DOI: https://doi.org/10.1134/S0005231019100064 (Mi at15367) 		 
This article is cited in 4 scientific papers (total in 4 papers)

Linear quadratic regulator: II. Robust formulations

M. V. Khlebnikova, P. S. Shcherbakovba

a Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia
b Institute for Systems Analysis, Russian Academy of Sciences, Moscow, Russia
Full-text PDF (671 kB) Citations (4)
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DOI: https://doi.org/10.1134/S0005231019100064
Abstract: The classical linear quadratic regulation problem is considered in the robust formulations where the matrices of the system and/or initial conditions are not know precisely. Several approaches are proposed where the quadratic cost is minimized against the worst-case uncertainties. Finding such controllers is performed via reducing the matrix Riccati equation with uncertainty to a single linear matrix inequality. The properties of the solutions are discussed and the comparison with previously known approaches is performed.
Keywords: linear quadratic regulator, uncertainty, robustness, linear matrix inequalities.
Funding agency Grant number
Russian Foundation for Basic Research 18-08-00140_а
This work was supported in part by the Russian Foundation for Basic Research, project no. 18-08-00140.

Received: 19.07.2018
Revised: 14.09.2018
Accepted: 08.11.2018
English version:
Automation and Remote Control, 2019, Volume 80, Issue 10, Pages 1847–1860
DOI: https://doi.org/10.1134/S0005117919100060
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: M. V. Khlebnikov, P. S. Shcherbakov, “Linear quadratic regulator: II. Robust formulations”, Avtomat. i Telemekh., 2019, no. 10, 115–131; Autom. Remote Control, 80:10 (2019), 1847–1860
Citation in format AMSBIB
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    Citing articles in Google Scholar: Russian citations, English citations
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