Minimal and non-minimal optimal fixed-order compensators for time-varying discrete-time systems (Q5953550)

Minimal order compensators are considered for discrete-time, time-varying systems. Optimal projection equations are generalized to the case of fixed-order linear quadratic design in finite horizon. It is found out that the minimal dimension of the compensator may be a time-varying quantity. The concept of max-min compensator dimensions is introduced and its importance in the numerical solution of the associated two-point boundary value problem is discussed.