DocumentCode
321225
Title
A quasi-separation theorem for LQG optimal control with IQ constraints
Author
Lim, Andrew E B ; Moore, John B.
Author_Institution
Dept. of Electr. Eng., Melbourne Univ., Parkville, Vic., Australia
Volume
2
fYear
1997
fDate
10-12 Dec 1997
Firstpage
994
Abstract
We consider the deterministic, the full observation and the partial observation LQG optimal control problems with finitely many IQ (integral quadratic) constraints. We show that the separation theorem does not hold. However, a generalization which we call a quasi-separation theorem holds instead. We show how gradient-type optimization algorithms can be used to calculate the optimal control
Keywords
linear quadratic Gaussian control; observers; IQ constraints; deterministic LQG optimal control; full observation LQG optimal control; gradient-type optimization algorithms; integral quadratic constraints; partial observation LQG optimal control; quasi-separation theorem; Australia Council; Constraint optimization; Constraint theory; Erbium; Filtering; Government; Optimal control; Riccati equations; Robustness; Systems engineering and theory;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location
San Diego, CA
ISSN
0191-2216
Print_ISBN
0-7803-4187-2
Type
conf
DOI
10.1109/CDC.1997.657575
Filename
657575
Link To Document