A linear-quadratic-Gaussian control problem with innovations-feedthrough solution

A linear-quadratic-Gaussian control problem with innovations-feedthrough solution

The structure of the separation-theorem solution to the standard linear-quadratic-Gaussian (LQG) control problem does not involve direct output feedback as a consequence of the form of the performance index. It is shown here that the performance index may be generalized in a natural fashion so that...

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Veröffentlicht in:IEEE transactions on automatic control 1976-10, Vol.21 (5), p.721-725
Hauptverfasser: Platzman, L., Johnson, T.
Format: Artikel
Sprache:eng
Schlagworte:
Control systems
Equations
Filters
Frequency domain analysis
Linear feedback control systems
Optimal control
Output feedback
Performance analysis
Technological innovation
Weight control
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container_title IEEE transactions on automatic control
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creator Platzman, L.
Johnson, T.
description The structure of the separation-theorem solution to the standard linear-quadratic-Gaussian (LQG) control problem does not involve direct output feedback as a consequence of the form of the performance index. It is shown here that the performance index may be generalized in a natural fashion so that the optimal control law involves output feedback [or equivalently, innovations feedthrough (IF)]. Applications where this formulation may be advantageous are indicated through an examination of properties of the IF control law.
doi_str_mv 10.1109/TAC.1976.1101322
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subjects Control systems
Equations
Filters
Frequency domain analysis
Linear feedback control systems
Optimal control
Output feedback
Performance analysis
Technological innovation
Weight control
title A linear-quadratic-Gaussian control problem with innovations-feedthrough solution
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