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
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;
Conference_Titel :
SICE 2004 Annual Conference
Print_ISBN :
4-907764-22-7
