Title :
A functional approach to LQG balancing
Author :
Fuhrmann, P.A. ; Ober, R.
Author_Institution :
Dept. of Math., Ben Gurion Univ. of Negev, Beer Sheva, Israel
Abstract :
The possibility of studying LQG (linear-quadratic Gaussian) balanced realizations from an operator-theoretic point of view by relating LQG balanced realizations to Hankel operators with coinner symbols is examined. Polynomial and functional analytic methods are used in this study. It is shown how LQG balanced realizations can be defined in terms of rational models. It becomes clear that the point of view taken here leads to substantial insight into the properties of LQG balanced realizations
Keywords :
optimal control; optimisation; polynomials; Hankel operators; LQG balancing; coinner symbols; functional analytic methods; linear-quadratic Gaussian; operator-theoretic point of view; polynomial analytic methods; rational models; Closed loop systems; Control system synthesis; Filters; Mathematics; Polynomials; Reduced order systems; Riccati equations; Robust control; State-space methods; Transfer functions;
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.1992.371560
