Title :
On an assumed convergence result in the LQG/LTR technique
Author :
Matson, Charles L. ; Maybeck, Peter S.
Author_Institution :
WL/ARCI, Kirtland AFB, NM, USA
fDate :
1/1/1991 12:00:00 AM
Abstract :
The finite-dimensional linear quadratic Gaussian/loop transfer recovery (LQG/LTR) technique has proven to be a useful design tool for enhancing the stability robustness properties of systems controlled with LQG controllers. However, there exists an assumed convergence result in the derivation of the technique that has not, to the authors´ knowledge, been proven. An alternate formulation that is sufficient to ensure the validity of the LQG/LTR technique is presented
Keywords :
closed loop systems; control system synthesis; convergence of numerical methods; optimal control; stability; LQG/LTR; linear quadratic Gaussian; loop transfer recovery; robustness; stability; Asymptotic stability; Control systems; Convergence; Gaussian noise; Noise measurement; Riccati equations; Robust control; Robust stability; State estimation; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
