LQG-robust sliding mode control for linear stochastic systems with uncertainties

Abstract

This paper presents the integral sliding mode technique robustifying the optimal linear quadratic Gaussian (LQG) controller for linear stochastic systems with uncertainties, which is compared to the conventional sliding mode approach. The obtained controller ensures robustness of the system against perturbations throughout the entire response starting from the initial time instant and provides a method for evaluating uncertainty values. Numerical simulations are given for the inverted pendulum system