Minimax LQG Control for Uncertain Systems with a Normalised Coprime Factor Uncertainty Structure

Authors:	Ugrinovskii Valery, Australian Defence Force Academy, Australia Petersen Ian R., Australian Defence Force Academy, Australia
Topic:	2.5 Robust Control
Session:	Robust Controller Synthesis for Stochastic Systems
Keywords:	Stochastic systems, minimax stochastic control, robust control, normalised coprime factor uncertainty, risk-sensitive control

Abstract

The paper extends the recently developed robust LQG control design methodology to stochastic uncertain systems with a normalised coprime factor uncertainty structure. To consider this class of model uncertainties, a special technique of probability measure transformations is developed. As a by-product, other types of the model uncertainty, for example, those reflecting passivity of the uncertainty, are captured.