Title :
On the separation principle for systems with partially noise-free measurements
Author :
Safari-Shad, Nader ; Cobb, Daniel
Author_Institution :
Dept. of Electr. & Comput. Eng., Wisconsin Univ., Madison, WI, USA
Abstract :
An optimal dynamic output feedback problem for continuous-time systems with a quadratic cost functional is considered where some measurements contain impulsive disturbances while others are undisturbed. A solution to this problem is obtained by proving the separation principle. This result extends the proof recently reported by the authors (1992) for the noise-free measurement case
Keywords :
control system analysis; feedback; linear systems; optimal control; continuous-time systems; impulsive disturbances; linear systems; optimal dynamic output feedback problem; partially noise-free measurements; quadratic cost functional; separation principle; Chromium; Cost function; Covariance matrix; Electric variables measurement; Noise measurement; Optimal control; Output feedback; Stability; Stochastic resonance; Symmetric matrices;
Conference_Titel :
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location :
Tucson, AZ
Print_ISBN :
0-7803-0872-7
DOI :
10.1109/CDC.1992.371491
