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
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;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.657575
