DocumentCode :
3474980
Title :
A generalized eigenproblem approach to singular control problems. I. LQG problems
Author :
Copeland, B.R. ; Safonov, M.G.
Author_Institution :
Dept. of Electr. Eng.-Syst., Univ. of Southern California, Los Angeles, CA, USA
fYear :
1991
fDate :
11-13 Dec 1991
Firstpage :
2295
Abstract :
Summarizes new results which give a general descriptor representation for the solution to the LQG (linear quadratic Gaussian) control problem. The descriptor representation applies without additional complexity to singular cases, i.e. when the associated noise intensities and/or control weightings are not invertible improper solutions. The authors also determine the limiting transfer function and resulting cost. The results reflect the reduction in dimension in the optimal feedback solution which can occur in the singular case. The results are based on an eigenspace solution to the cheap control problem obtained by the application of a known result on the invariant subspaces of analytic matrix functions of a single variable. The results also have significance to the LQG-LTR (loop transfer recovery) design procedure because they allow direct computation of the limiting controller which achieves LTR without the usual iteration
Keywords :
eigenvalues and eigenfunctions; feedback; optimal control; transfer functions; LQG control; LQG-LTR; analytic matrix functions; descriptor representation; eigenspace; feedback; generalized eigenproblem; linear quadratic Gaussian; optimal control; singular control; transfer function; Control systems; Cost function; Feedback; Filtering theory; Optimal control; Stability; Systems engineering and theory; Transfer functions; Weight control; White noise;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location :
Brighton
Print_ISBN :
0-7803-0450-0
Type :
conf
DOI :
10.1109/CDC.1991.261570
Filename :
261570
Link To Document :
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