Title :
The linear-quadratic-Gaussian control design using an improved product formula of Walsh functions
Author :
Jin, Li ; Watanabe, Atsushi ; Kawata, Shigeo
Author_Institution :
Control Eng. Lab., Tokyo Metropolitan Univ., Japan
Abstract :
By using the Walsh functions an approximate solution is obtained for the linear-quadratic-Gaussian control design problem. An improved formula of Walsh functions is derived for giving a simple expression of products of two or more arbitrary matrix time functions. It is shown that the Riccati matrix equation can directly be solved with the improved formula. Calculation results are presented to illustrate the validity and applicability of this method
Keywords :
Riccati equations; Walsh functions; control system synthesis; linear quadratic Gaussian control; matrix algebra; LQG control; Riccati matrix equation; Walsh functions; approximate solution; control design; linear-quadratic-Gaussian control; Chebyshev approximation; Control design; Control engineering; Laboratories; Optimal control; Polynomials; Precision engineering; Regulators; Riccati equations; State-space methods;
Conference_Titel :
SICE '95. Proceedings of the 34th SICE Annual Conference. International Session Papers
Conference_Location :
Hokkaido
Print_ISBN :
0-7803-2781-0
DOI :
10.1109/SICE.1995.526712
