Title :
Optimal control under restrictions on correlation coefficients of disturbances
Author :
Gusev, Sergei V.
Author_Institution :
Dept. of Math. & Mech., St. Petersburg Univ., Russia
fDate :
29 June-1 July 1994
Abstract :
The optimal control problem for a SISO linear discrete-time plant is considered. It is assumed that a convex restriction on correlation coefficients of disturbances is given. The optimal regulator to solve the problem considered is constructed. This regulator is intermediate between H∞ and H2 optimal regulators. As a result of the problem solution the generalizations of Caratheodory-Fejer and Nevanlinna-Pick theorems are obtained.
Keywords :
discrete time systems; linear systems; optimal control; Caratheodory-Fejer theorem; H∞ optimal regulators; H2 optimal regulators; Nevanlinna-Pick theorem; SISO linear discrete-time plant; convex restriction; correlation coefficient; disturbances; optimal control; Cost function; Ear; Feedback; Filtering; Hydrogen; Mathematics; Optimal control; Regulators; Robustness; Stochastic processes;
Conference_Titel :
American Control Conference, 1994
Print_ISBN :
0-7803-1783-1
DOI :
10.1109/ACC.1994.735161
