線形二次形式指数関数ガウス形制御問題

概要

論文の詳細を見る
The control problem which minimizes performance functionals with quadratic exponential functions has already been proposed by B. D. O. Anderson and J. B. Moore in 1969 as an optimal control problem with specified stability degrees. Though the control has been suggested as an excellent means for robust controls for systems with perturbed parameters, the consistent state observation problem with the control problem in case of imperfect state information has not been solved explicitly. This constitutes the motivation of the subject matter of this paper. The paper generalizes the optimal state feedback control problem with specified stability degrees to a linear quadratic exponential Gaussian control problems by introducing the state observation problems which conserve the stability degrees and recover the robustnesses as well, both specified and provided by the optimal state feedbacks.
東海大学の論文