Title :
Reduced order LQG controllers for linear time varying plants
Author :
Haddad, Wassim M. ; Tadmor, Gilead
Author_Institution :
Dept. of Mech. & Aerosp. Eng., Florida Inst. of Technol., Melbourne, FL, USA
Abstract :
The problem of reduced-order LQG (linear quadratic Gaussian) optimization is addressed in a finite-horizon, linear time-varying system setting. First-order necessary conditions for local optimality in the parameter space are provided in terms of four coupled matrix differential equations. This result provides a transparent generalization of the optimal projection equations of Hyland and Bernstein for the optimal, steady-state compensation of linear time-invariant plants
Keywords :
differential equations; linear systems; matrix algebra; optimal control; optimisation; time-varying systems; Bernstein; Hyland; linear time-varying system; local optimality; matrix differential equations; necessary conditions; optimal control; optimal projection equations; optimization; parameter space; reduced order LQG control; steady-state compensation; Aerodynamics; Differential equations; Infinite horizon; Mutual coupling; Optimal control; Riccati equations; Space technology; State estimation; Steady-state; Time varying systems;
Conference_Titel :
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location :
Tucson, AZ
Print_ISBN :
0-7803-0872-7
DOI :
10.1109/CDC.1992.371549
