Program CC's implementation of the wiener-hopf lqg optimal control problem

DOI10.1002/oca.4660080106zbMath0621.93080OpenAlexW1998454482MaRDI QIDQ3758703

Peter M. Thompson

Publication date: 1987

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.4660080106

zbMATH Keywords

loop transfer recoveryLQG optimal controlcomputer-aided control system designWiener-Hopf type SISO control

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Pole and zero placement problems (93B55) Optimal stochastic control (93E20) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Finite difference methods for boundary value problems involving PDEs (65N06) Software, source code, etc. for problems pertaining to systems and control theory (93-04)

Related Items (2)

Program CC's implementation of pole-placement and lqg algorithms using diophantine equations ⋮ Optimization in the Hardy space and the problem of the parametrization of controllers

Cites Work

• Feedback, minimax sensitivity, and optimal robustness
• Feedback system design: The fractional representation approach to analysis and synthesis
• Multivariable feedback design: Concepts for a classical/modern synthesis
• Modern Wiener--Hopf design of optimal controllers Part I: The single-input-output case
• A general transfer-function approach to the steady-state linear quadratic Gaussian stochastic control problem
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