PARADIGMS FOR ROBUSTNESS IN CONTROLLER AND FILTER DESIGNS

摘要

We provide an overview of robustness issues that arise in controller and filter designs for dynamic systems subject to various types of uncertainty. Both linear and nonlinear systems are treated, with the nominal system being deterministic, stochastic or piecewise deterministic. The performance indices adopted cover a broad spectrum of scenarios, including risk-neutral, risk-sensitive, and worst-case formulations.