Robust output feedback stabilization via risk-sensitive control

Valery A. Ugrinovskii; Ian R. Petersen

Robust output feedback stabilization via risk-sensitive control

Valery A. Ugrinovskii^*
, Ian R. Petersen

^*Corresponding author for this work

Research output: Contribution to journal › Conference article › peer-review

2 Citations (Scopus)

Abstract

We consider a problem of infinite horizon LQG control for discrete-time stochastic uncertain systems with output measurement. It is shown that for a broad class of uncertain systems under consideration, a controller constructed in terms of the solution to a specially parameterized risk-sensitive stochastic control problem absolutely stabilizes the stochastic uncertain system.

Original language	English
Pages (from-to)	546-551
Number of pages	6
Journal	Proceedings of the IEEE Conference on Decision and Control
Volume	1
Publication status	Published - 1999
Externally published	Yes
Event	The 38th IEEE Conference on Decision and Control (CDC) - Phoenix, AZ, USA Duration: 7 Dec 1999 → 10 Dec 1999

Cite this

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title = "Robust output feedback stabilization via risk-sensitive control",

abstract = "We consider a problem of infinite horizon LQG control for discrete-time stochastic uncertain systems with output measurement. It is shown that for a broad class of uncertain systems under consideration, a controller constructed in terms of the solution to a specially parameterized risk-sensitive stochastic control problem absolutely stabilizes the stochastic uncertain system.",

author = "Ugrinovskii, \{Valery A.\} and Petersen, \{Ian R.\}",

year = "1999",

language = "English",

volume = "1",

pages = "546--551",

journal = "Proceedings of the IEEE Conference on Decision and Control",

issn = "0191-2216",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

note = "The 38th IEEE Conference on Decision and Control (CDC) ; Conference date: 07-12-1999 Through 10-12-1999",

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TY - JOUR

T1 - Robust output feedback stabilization via risk-sensitive control

AU - Ugrinovskii, Valery A.

AU - Petersen, Ian R.

PY - 1999

Y1 - 1999

N2 - We consider a problem of infinite horizon LQG control for discrete-time stochastic uncertain systems with output measurement. It is shown that for a broad class of uncertain systems under consideration, a controller constructed in terms of the solution to a specially parameterized risk-sensitive stochastic control problem absolutely stabilizes the stochastic uncertain system.

AB - We consider a problem of infinite horizon LQG control for discrete-time stochastic uncertain systems with output measurement. It is shown that for a broad class of uncertain systems under consideration, a controller constructed in terms of the solution to a specially parameterized risk-sensitive stochastic control problem absolutely stabilizes the stochastic uncertain system.

UR - https://www.scopus.com/pages/publications/0033332553

M3 - Conference article

AN - SCOPUS:0033332553

SN - 0191-2216

VL - 1

SP - 546

EP - 551

JO - Proceedings of the IEEE Conference on Decision and Control

JF - Proceedings of the IEEE Conference on Decision and Control

T2 - The 38th IEEE Conference on Decision and Control (CDC)

Y2 - 7 December 1999 through 10 December 1999

ER -

Robust output feedback stabilization via risk-sensitive control

Abstract

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