Minimax Design for a Class of Linear Quadratic Problems with Parameter Uncertainty

Jason L. Speyer, Uri Shaked

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Abstract

It is found for a class of linear-quadratic problems that the parameter strategy for the unknown time-varying bounded parameters are found to be independent of the present state. Since the parameter strategy is only a function of time, the feedback gains of the linear-quadratic problem are still easily calculatable functions of time.

Original languageEnglish
Pages (from-to)158-159
Number of pages2
JournalIEEE Transactions on Automatic Control
Volume19
Issue number2
DOIs
StatePublished - Apr 1974
Externally publishedYes

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