LQG design under plant perturbation and uncertain noise covariance

패러미터와 잡음전력이 불확실한 시스템에 대한 LQG 제어기 설계

In this paper, a linear stocastic dynamic system with norm - bounded plant perpurbations and norm - bounded noise covariarice is studied. Instead of Bellman-Gronwall inequality used in previous study, Lyapunov stability theorem is used to derive stability condition. The new condition is of more compact form than the previous result.