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What is Pareto-Based Cost Control in Stochastic Systems about?
This document presents a study on Pareto-based guaranteed cost control (GCC) for discrete-time uncertain stochastic systems, demonstrating the relationship between Pareto optimality and the minimization of a weighted sum objective function. The authors derive necessary conditions for a Pareto-based GCC controller using the Karush-Kuhn-Tucker (KKT) conditions and introduce a method based on linear matrix inequality (LMI) to simplify the determination of the GCC strategy. An example implemented in MATLAB vali
- Author
- Atika Ulfani
- Language
- EN