Generalization of Guaranteed Cost Control —Extension to the case with cross terms—

Michio Kono; Nobuya Takahashi; Osamu Sato; Asaji Sato

doi:10.11499/sicep.2002.0.43.0

SICE Annual Conference 2002

DOI https://doi.org/10.11499/sicep.2002.0.43.0

会議情報

主催: The Society of Instrument and Control Engineers

共催: IEEE/Industiral Electronic Society, IEEE/Robotics and Automation Society, IEEE/Control System Society

Generalization of Guaranteed Cost Control

—Extension to the case with cross terms—

Michio Kono, Nobuya Takahashi, Osamu Sato, Asaji Sato

著者情報

キーワード: algebraic Riccati equation, continuous-time system, guaranteed cost control

会議録・要旨集フリー

p. 43

詳細

抄録

This note extends guaranteed cost control based on the linear upper bound to the case with cross product terms in the performance index and shows that the design problem can result in the solvability of the stochastic algebraic Riccati equation with cross product terms (SARECP). It is shown that there exists a solution under stabilizabilty, detectability and the assumption that the system perturbations and cross terms are not too large.

責任著者(Corresponding author)

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