论文信息 - GUARANTEED PERFORMANCE CONTROL FOR DISCRETE-TIME LQG PROBLEMS

GUARANTEED PERFORMANCE CONTROL FOR DISCRETE-TIME LQG PROBLEMS

Abstract Guaranteed performance control is considered in this paper for discrete-time LQG problems by minimizing the probability that the performance index is over a preselected threshold. It is proven that this guaranteed performance control problem can be converted into a mean-variance control problem which can be solved by using an embedding scheme. An optimal open-loop feedback control law is derived for the guaranteed performance control of discrete-time LQG problems.

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