Abstract :
Three examples are given which demonstrate that the infinite horizon LQG control problem may have an asymptotically stable solution even though the associated estimator and/or regulator problems arising from the separation principle do not. A necessary and sufficient condition for this phenomenon to occur is given for single-input single-output systems. The optimal controller is of reduced order and can be found directly by transfer function methods.
Keywords :
"Riccati equations","Differential equations","Regulators","Infinite horizon","Frequency domain analysis","Optimal control","Automatic control","Control theory","Polynomials","Error correction"
