Title :
The LQG optimal regulation problem for systems with perfect measurements: explicit solution, properties, and application to practical designs
Author :
Soroka, E. ; Shaked, U.
Author_Institution :
Dept. of Electron. Syst., Tel-Aviv Univ., Israel
Abstract :
The continuous-time stationary linear-quadratic-Gaussian (LQG) optimal regulation problem is considered where the measurements are free of white noise components. A simple direct solution in the s-domain is derived for the optimal controller for general linear, time-variant right-invertible or left-invertible systems. The explicit expressions that are found for the controller transference and for the regulator return-ratio matrix can be used to obtain a practical suboptimal design in the s-domain. These expressions are applied to derive simple conditions for the precise recovery of the return-ratio matrix of the LQG regulator.<>
Keywords :
control system synthesis; linear systems; matrix algebra; optimal control; LQG optimal regulation; left-invertible systems; linear time invariant systems; optimal controller; return-ratio matrix; right invertible systems; s-domain; Control systems; Filtering; Frequency domain analysis; Noise measurement; Optimal control; Regulators; Robust stability; Terrorism; Time domain analysis; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
