Survey Of Linear Quadratic Robust Control

Author

Listed:
• Bernhard, Pierre

Abstract

We 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.

Suggested Citation

• Bernhard, Pierre, 2002. "Survey Of Linear Quadratic Robust Control," Macroeconomic Dynamics, Cambridge University Press, vol. 6(1), pages 19-39, February.
• Handle: RePEc:cup:macdyn:v:6:y:2002:i:01:p:19-39_02
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File URL: https://www.cambridge.org/core/product/identifier/S1365100502027037/type/journal_article
File Function: link to article abstract page

Citations

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Cited by:

1. David Hudgins & Patrick M. Crowley, 2019. "Stress-Testing U.S. Macroeconomic Policy: A Computational Approach Using Stochastic and Robust Designs in a Wavelet-Based Optimal Control Framework," Computational Economics, Springer;Society for Computational Economics, vol. 53(4), pages 1509-1546, April.
2. William A. Brock & Anastasios Xepapadeas, 2003. "Valuing Biodiversity from an Economic Perspective: A Unified Economic, Ecological, and Genetic Approach," American Economic Review, American Economic Association, vol. 93(5), pages 1597-1614, December.
3. Crowley, Patrick M. & Hudgins, David, 2015. "Fiscal policy tracking design in the time–frequency domain using wavelet analysis," Economic Modelling, Elsevier, vol. 51(C), pages 502-514.
4. William A. Brock & Steven N. Durlauf & Kenneth D. West, 2003. "Policy Evaluation in Uncertain Economic Environments," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 34(1), pages 235-322.
5. Marco Paolo Tucci, 2019. "The usual robust control framework in discrete time: Some interesting results," Department of Economics University of Siena 815, Department of Economics, University of Siena.
6. Marco Tucci, 2006. "Understanding the Difference Between Robust Control and Optimal Control in a Linear Discrete-Time System with Time-Varying Parameters," Computational Economics, Springer;Society for Computational Economics, vol. 27(4), pages 533-558, June.
7. Marco P. Tucci, 2009. "How Robust is Robust Control in the Time Domain?," Department of Economics University of Siena 569, Department of Economics, University of Siena.
8. David Hudgins & Joon Na, 2016. "Entering H $$^{\infty }$$ ∞ -Optimal Control Robustness into a Macroeconomic LQ-Tracking Model," Computational Economics, Springer;Society for Computational Economics, vol. 47(2), pages 121-155, February.

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