Missile autopilot design via minimax optimal control of stochastic uncertain systems

Abstract

As mentioned in Chapter 1, one of the most attractive methods for designing multi-input multi-output feedback control systems is the linear quadratic Gaussian (LQG) method; e.g., see [3, 46]. In particular, the use of a quadratic cost function is well motivated in many control problems. Also, the stochastic white noise model is often a good approximation to the noise found in practical control problems. These facts, together with the fact that the LQG control problem can be solved via reliable numerical techniques based on the algebraic Riccati equation, provide good motivation for the use of the LQG method. However, the LQG design technique does not address the issue of robustness and it is known that a controller designed using the LQG technique can have arbitrarily poor robustness properties; e.g., see [50]. Since, the issue of robustness is critical in most control system design problems, we have been motivated to consider the problem of obtaining a robust version of the LQG control technique. These results were presented in Section 8.5; see also [206,49, 134, 72, 146, 152, 230, 231]. In particular, the results of Section 8.5 generalize the LQG problem to a robust LQG problem for stochastic uncertain systems. In this chapter, we will apply the results of Section 8.5 to the problem of designing a missile autopilot.