Robust output feedback stabilization via risk-sensitive control

Ugrinovskii, Valery A.; Petersen, Ian R.

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Robust output feedback stabilization via risk-sensitive control

Date

1999

Authors

Ugrinovskii, Valery A.

Petersen, Ian R.

Abstract

We consider a problem of infinite horizon LQG control for discrete-time stochastic uncertain systems with output measurement. It is shown that for a broad class of uncertain systems under consideration, a controller constructed in terms of the solution to a specially parameterized risk-sensitive stochastic control problem absolutely stabilizes the stochastic uncertain system.

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https://hdl.handle.net/1885/733812587

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ANU Research Publications

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Proceedings of the IEEE Conference on Decision and Control

Type

Conference paper

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Robust output feedback stabilization via risk-sensitive control

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