DocumentCode
3561533
Title
LQ control problem assuming state-observation noise
Author
Saito, Mitsuyuki ; Yamanaka, Kazuo ; Kawasaki, Noaya
Author_Institution
Graduate Sch. of Sci. & Eng., Ibaraki Univ., Hitachi, Japan
Volume
2
fYear
2004
Firstpage
1485
Abstract
We consider a particular type of LQ control problem, in which the control power is excluded from the cost function and state-observation noise is assumed. Our goal is a state feedback law that minimizes the cost function irrespectively of the output coefficient. A necessary and sufficient condition is found for a static feedback law to be optimal among all the dynamic state feedback laws.
Keywords
Riccati equations; linear quadratic control; optimal control; state feedback; LQ control; LQ theory; Riccati equation; cost function; optimal control; output coefficient; state feedback law; state-observation noise;
fLanguage
English
Publisher
ieee
Conference_Titel
SICE 2004 Annual Conference
Print_ISBN
4-907764-22-7
Type
conf
Filename
1491659
Link To Document