Title :
Periodic regulators with incomplete and noisy measurements
Author :
Bittanti, Sergio ; Colaneri, Patrizio ; De Nicolao, Giuseppe
Author_Institution :
Dipartimento di Elettronica, Politecnico di Milano, Italy
Abstract :
An attempt is made to provide a consistent LQG (linear quadratic Gaussian) theory for periodic systems. This is accomplished by first solving the periodic LQ problem in the deterministic and stochastic contexts. Continuous-time systems are then addressed, although a parallel derivation also applies to the discrete-time case
Keywords :
discrete time systems; optimal control; LQG; continuous time systems; deterministic approach; discrete time systems; linear quadratic Gaussian control; noisy measurements; periodic systems; stochastic approach; Control systems; Optimal control; Regulators; Riccati equations; Robust control; Stochastic processes; Stochastic resonance; System analysis and design; Virtual colonoscopy; White noise;
Conference_Titel :
Decision and Control, 1990., Proceedings of the 29th IEEE Conference on
Conference_Location :
Honolulu, HI
DOI :
10.1109/CDC.1990.203515