Title :
Discrete-time LQG optimal control with actuator noise intensity related to actuator signal variance
Author :
Beghi, Alessandro
Author_Institution :
Dipartimento di Elettronica e Inf., Padova Univ., Italy
Abstract :
In the paper the optimal LQG state feedback control of multivariable discrete-time systems with actuator noise related to the variance of the actuator signals is considered. The problem is solved for the finite-horizon case exploiting a matrix version of the maximum principle. The optimal feedback is given in terms of the solution of a generalized Riccati difference equation
Keywords :
Riccati equations; actuators; discrete time systems; linear quadratic Gaussian control; maximum principle; multivariable control systems; state feedback; actuator noise intensity; actuator signal variance; discrete-time LQG optimal control; finite-horizon; generalized Riccati difference equation; maximum principle; multivariable discrete-time systems; optimal LQG state feedback control; optimal feedback; Actuators; Control system synthesis; Control systems; Covariance matrix; Nonlinear control systems; Optimal control; Regulators; Riccati equations; State feedback; Stochastic resonance;
Conference_Titel :
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
0-7803-2685-7
DOI :
10.1109/CDC.1995.479015
