Title :
Pseudo-state system modelling and a discrete-time separation principle for LQG control
Author_Institution :
Ind. Control Centre, Strathclyde Univ., Glasgow, UK
Abstract :
An approach to modelling discrete-time systems is introduced that is motivated by transfer-function models represented in polynomial matrix form. An internal variable, referred to as the pseudo-state, captures the important signal flow information and the control and filter structures are related to this quantity. This requires the development of a new separation principle for output feedback optimal control systems
Keywords :
discrete time systems; feedback; linear quadratic Gaussian control; polynomial matrices; state estimation; stochastic systems; transfer functions; LQG control; discrete-time systems; modelling; optimal control; output feedback; polynomial matrix; pseudo-state estimation; stochastic systems; transfer-function; Delay; Equations; Filtering; Kalman filters; Optimal control; Output feedback; Polynomials; State feedback; Stochastic systems; White noise;
Conference_Titel :
American Control Conference, 1999. Proceedings of the 1999
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4990-3
DOI :
10.1109/ACC.1999.782366
