MINIMAX CONTROL OF A LINEAR OBJECT UNDER EXTERNAL DISTURBANCE AND UNKNOWN INITIAL CONDITIONS ON A FINITE TIME HORIZON |
| 3 | |
| 2013 |
| scientific article | 517.977 | ||
| 206-211 | optimal control, minimax approach, finite horizon, external disturbance, unknown initial conditions. |
| The suppression level of perturbations for a linear object with an external disturbance and unknown initial conditions is determined as the greatest value of the L
2 -norm of the objective output when the L
2 -norm of the external disturbance and some positive definite quadratic form of the initial state are bounded by some constants. Using a variational approach, it is shown that the construction of minimax controllers ensuring a minimum level of perturbation suppression is reduced to the solution of a nonlinear boundary value problem for a matrix Riccati differential equation. |
 |