Minimax LQ stochastic tracking and servo problems |
| |
| Authors: | Mosca E. Casavola A. Giarre' L. |
| |
| Affiliation: | Dipartimento di Sistemi e Inf., Firenze Univ.; |
| |
| Abstract: | It is proved that the separation between feedback and feedforward of the two-degree-of-freedom linear quadratic (LQ) stochastic controller reported by E. Mosca and G. Zappa (ibid., vol.34, p.240-2, 1989) can be suitably extended, when a linear controller is postulated, to the minimax LQ stochastic tracking and servo problems. Besides the relevance of the results, the authors show that in some problems the Wiener and the H∞ approaches can play a fruitful complementary role |
| |
| Keywords: | |
|
|
