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Disturbance Attenuation Problems with Delayed Feedback Measurements

In: Resilient Controls for Ordering Uncertain Prospects

Author

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  • Khanh D. Pham

    (Space Vehicles Directorate)

Abstract

The emphasis is on the application of a multi-person zero-sum game-theoretic approach that can help robust control design to obtain a certain level of performance robustness in the presence of adversarial process and measurement disturbances starting from the assumptions of linear stochastic dynamics, delayed feedback measurements, a finite-horizon integral-quadratic-form cost and noisy output observations. A disturbance attenuation problem is based on a saddle-point equilibrium associated with the controller with performance risk aversion in competing with persistent process and measurement disturbances. The resulting saddle-point strategies are in turn supported by: a Kalman-like estimator dynamics for both constant time delay and noisy states; and a custom dynamical set of mathematical statistics associated with the underlying random cost random cost of the chi-squared type.

Suggested Citation

  • Khanh D. Pham, 2014. "Disturbance Attenuation Problems with Delayed Feedback Measurements," Springer Optimization and Its Applications, in: Resilient Controls for Ordering Uncertain Prospects, edition 127, chapter 0, pages 49-80, Springer.
    • Handle: RePEc:spr:spochp:978-3-319-08705-4_4
    DOI: 10.1007/978-3-319-08705-4_4
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