Title :
Asynchronous LQG control and filtering and its relation to Kalman-Bucy filters
Author :
Aripirala, Ravi ; Syrmos, Vassilis L.
Author_Institution :
Dept. of Electr. Eng., Hawaii Univ., Honolulu, HI, USA
Abstract :
The problem of H2 optimization for sampled-data systems with asynchronous sample and hold devices with partial state information is considered in this paper. A linear minimum mean squared error filter is derived for a linear system with asynchronous samples and is used for H2 optimization with output feedback. The asynchronous noise to the system is modeled as a Poisson driven Markov process. A energy characterization is used to derive a filter. Its relation to the standard Kalman-Bucy filters for white Gaussian noise is studied
Keywords :
H∞ optimisation; Kalman filters; Markov processes; feedback; filtering theory; least mean squares methods; linear quadratic Gaussian control; noise; sampled data systems; stochastic processes; H2 optimization; Kalman-Bucy filters; Poisson driven Markov process; asynchronous LQG control; asynchronous noise; asynchronous sample-and-hold devices; energy characterization; linear minimum mean squared error filter; linear system; output feedback; partial state information; sampled-data systems; white Gaussian noise; Control system synthesis; Differential equations; Filtering; Gaussian noise; Kalman filters; Linear systems; Nonlinear filters; Sampling methods; Stochastic processes; Wiener filter;
Conference_Titel :
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location :
Kobe
Print_ISBN :
0-7803-3590-2
DOI :
10.1109/CDC.1996.577187
