A general transfer-function approach to the steady-state linear quadratic Gaussian stochastic control problem

DOI10.1080/00207177608932861zbMath0342.93061OpenAlexW2126498045WikidataQ126244802 ScholiaQ126244802MaRDI QIDQ4110903

Uri Shaked

Publication date: 1976

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177608932861

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Inference from stochastic processes (62M99)

Related Items (25)

LQG predictive optimal control for adaptive applications ⋮ Admissible MIMO singular observation LQG designs ⋮ Design procedure for combined H_∞and LQG cost problem ⋮ Restricted structure control of multiple model systems with Series 2 DOF tracking and feedforward action ⋮ Design of steady-state minimum variance controllers ⋮ H₂-optimal control of linear systems with tracking/disturbance rejection constraints ⋮ Numerical calculation of the optimal three-degree-of-freedom Wiener-Hopf controller ⋮ Unnamed Item ⋮ Program CC's implementation of the wiener-hopf lqg optimal control problem ⋮ Pole-zero cancellation problem in the convergence of explicit LQG self-tuning controllers ⋮ H₂/ H∞robust control design for a generalized control structure and flight control application ⋮ H _∞ robust controller for self-tuning control applications Part 1. Controller design ⋮ Minimization of a combined \(H_{\infty}\) and LQG cost-function for a two-degrees-of-freedom control design ⋮ Trade-off between noise sensitivity and robustness for LQG regulators ⋮ Extensions to generalized LQG and H_∞ multivariable controllers ⋮ Polynomial matrix solution of H₂ optimal control problem for state‐space systems ⋮ Optimal H_∞robustness and the relationship to LQG design problems ⋮ Solution of the discrete-time stochastic optimal control problem in the 2-domain ⋮ Robust frequency-shaped LQ control ⋮ Polynomial matrix solution to the standardH₂optimal control problem ⋮ Polynomial solution of the continuous-time GMV control problem ⋮ Linear quadratic regulation for discrete-time systems with input delay: spectral factorization approach ⋮ A study on square root control-systems ⋮ Extensions to H_∞multivariable robust controllers and the relationship to LQG design problems ⋮ Algebraic approach to stochastic optimal digital controller design

Cites Work

• Unnamed Item
• The design of linear multivariable systems
• Asymptotic behaviour of root-loci of linear multivariable systems
• A general transfer function approach to linear stationary filtering and steady-state optimal control problems
• Extension of analytical design techniques to multivariable feedback control systems

This page was built for publication: A general transfer-function approach to the steady-state linear quadratic Gaussian stochastic control problem