SURVEY OF LINEAR QUADRATIC ROBUST CONTROL

Pierre Bernhard

Macroeconomic Dynamics, 2002, vol. 6, issue 1, 19-39

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.

Date: 2002
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