Model validation for robust control of uncertain systems with an integral quadratic constraint

Andrey V. Savkin; Ian R. Petersen

doi:10.1016/0005-1098(95)00167-0

Model validation for robust control of uncertain systems with an integral quadratic constraint

Andrey V. Savkin
, Ian R. Petersen^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

62 Citations (Scopus)

Abstract

This paper presents a new approach to the model validation problem for a class of uncertain systems in which the uncertainty is described by an integral quadratic constraint. The proposed model validation algorithm is based on the solution to a game-type Riccati differential equation and a set of state equations closely related to a robust Kalman filtering problem.

Original language	English
Pages (from-to)	603-606
Number of pages	4
Journal	Automatica
Volume	32
Issue number	4
DOIs	https://doi.org/10.1016/0005-1098(95)00167-0
Publication status	Published - Apr 1996
Externally published	Yes

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title = "Model validation for robust control of uncertain systems with an integral quadratic constraint",

abstract = "This paper presents a new approach to the model validation problem for a class of uncertain systems in which the uncertainty is described by an integral quadratic constraint. The proposed model validation algorithm is based on the solution to a game-type Riccati differential equation and a set of state equations closely related to a robust Kalman filtering problem.",

keywords = "Kalman filters, Uncertain dynamic systems, Validation",

author = "Savkin, \{Andrey V.\} and Petersen, \{Ian R.\}",

note = "{\textcopyright}1996 The authors ",

year = "1996",

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T1 - Model validation for robust control of uncertain systems with an integral quadratic constraint

AU - Savkin, Andrey V.

AU - Petersen, Ian R.

PY - 1996/4

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N2 - This paper presents a new approach to the model validation problem for a class of uncertain systems in which the uncertainty is described by an integral quadratic constraint. The proposed model validation algorithm is based on the solution to a game-type Riccati differential equation and a set of state equations closely related to a robust Kalman filtering problem.

AB - This paper presents a new approach to the model validation problem for a class of uncertain systems in which the uncertainty is described by an integral quadratic constraint. The proposed model validation algorithm is based on the solution to a game-type Riccati differential equation and a set of state equations closely related to a robust Kalman filtering problem.

KW - Kalman filters

KW - Uncertain dynamic systems

KW - Validation

UR - https://www.scopus.com/pages/publications/0030127626

U2 - 10.1016/0005-1098(95)00167-0

DO - 10.1016/0005-1098(95)00167-0

M3 - Article

AN - SCOPUS:0030127626

SN - 0005-1098

VL - 32

SP - 603

EP - 606

JO - Automatica

JF - Automatica

IS - 4

ER -

Model validation for robust control of uncertain systems with an integral quadratic constraint

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