Survey Of Linear Quadratic Robust Control
AbstractWe review several control problems, all related to robust control in some way, that lead to a minimax linear quadratic problem. We stress the fact that although an augmented performance index appears, containing an L2 norm of a disturbance signal, only the nonaugmented quadratic performance index is of interest per se in each case.
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Macroeconomic Dynamics.
Volume (Year): 6 (2002)
Issue (Month): 01 (February)
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