科研之友
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摘要
An. extended formulation to the risk-sensitive control of discrete-time linear stochastic systems is presented in the paper. The problem. considered is formulated as a convex. optimization problem. where the design procedure relies on a unified algebraic approach. A possible singular task of risk-sensitive minimum variance control is regularized by defining a quadratic constraint on input variables and linear matrix inequalities are outlined to pose a feasible solution. The resulting formulation gives a necessary and sufficient condition for constrained risk-sensitive minimal variance control. An example is presented along with a discussion to illustrate basic characteristics of the Proposed method.
- 出版日期2010-2
