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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Basar, T. |
| Copyright Year | 1989 |
| Description | Author affiliation: Dept. of Electr. & Comput. Eng., Illinois Univ., Urbana, IL, USA (Basar, T.) |
| Abstract | It is shown that the discrete-time disturbance-rejection problem, formulated in finite and infinite horizons, can be solved by making direct use of the available results on linear-quadratic zero-sum dynamic games. Under perfect state measurements the approach leads to a minimax controller which achieves the best performance bound, and also to a characterization of all linear controllers under which disturbance attenuation does not exceed a prescribed bound. For the former, the worst-case disturbance turns out to be a correlated random sequence with a discrete distribution, which means that the problem (viewed as a dynamic game between the controller and the disturbance) does not admit a pure-strategy saddle point. Also formulated is a stochastic version of the problem, where the disturbance is a partially stochastic process with fixed higher order moments (other than the mean). Here the minimix controller depends on the energy bound of the disturbance, provided that it is below a certain threshold. Several numerical studies are included to illustrate the main results.< |
| Starting Page | 407 |
| Ending Page | 414 |
| File Size | 841787 |
| Page Count | 8 |
| File Format | |
| DOI | 10.1109/CDC.1989.70147 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 1989-12-13 |
| Access Restriction | Subscribed |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | Control systems Minimax techniques Stochastic processes Time domain analysis Vectors Infinite horizon Attenuation measurement Riccati equations Random sequences Control theory |
| Content Type | Text |
| Resource Type | Article |
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