Minimax controller and filter designs for discrete-time linear systems under soft-constrained quadratic performance indices

The authors study a class of deterministic discrete-time soft-constrained linear-quadratic minimax controller design problems, and present a general algorithm that would yield their solution under different information structures. As particular applications of the general algorithm, they consider linear noisy measurement schemes that depend on the state vector with a delay of d time units, where d is a nonnegative integer, and in this context obtain results for both minimax control and minimax filtering problems.<>