DocumentCode
3216736
Title
Separation theorem for linearly constrained LQG optimal control - a continuous time case
Author
Lim, Andrew E B ; Moore, John B. ; Faybusovich, Leonid
Author_Institution
Dept. of Syst. Eng., Australian Nat. Univ., Canberra, ACT, Australia
Volume
4
fYear
1996
fDate
11-13 Dec 1996
Firstpage
4152
Abstract
We solve the linearly constrained linear-quadratic (LQ) and linear-quadratic-Gaussian (LQG) optimal control problems. Closed form expressions of the optimal controls are derived, and the separation theorem is generalized
Keywords
constraint theory; continuous time systems; linear quadratic Gaussian control; linear systems; quadratic programming; LQG optimal control; continuous time systems; deterministic linear system; interior point method; linear integral constraints; linear-quadratic control; linear-quadratic-Gaussian control; quadratic programming; Computer aided software engineering; Constraint theory; Convergence; Mathematics; Optimal control; Postal services; Stochastic processes; Strain control; Systems engineering and theory; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location
Kobe
ISSN
0191-2216
Print_ISBN
0-7803-3590-2
Type
conf
DOI
10.1109/CDC.1996.577430
Filename
577430
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