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

DOI10.1080/00207177608932861MaRDI QIDQ4110903zbMATH OpenOpenAlexWikidataFDO

Authors U. 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

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

Cites work

• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
• A general transfer function approach to linear stationary filtering and steady-state optimal control problems
• Asymptotic behaviour of root-loci of linear multivariable systems
• Extension of analytical design techniques to multivariable feedback control systems
• The design of linear multivariable systems

Cited in

(25)

• Program CC's implementation of the wiener-hopf lqg optimal control problem
• Trade-off between noise sensitivity and robustness for LQG regulators
• H₂/ H∞robust control design for a generalized control structure and flight control application
• Optimal H_∞robustness and the relationship to LQG design problems
• Admissible MIMO singular observation LQG designs
• Design procedure for combined H_∞and LQG cost problem
• Extensions to H_∞multivariable robust controllers and the relationship to LQG design problems
• Robust frequency-shaped LQ control
• Linear quadratic regulation for discrete-time systems with input delay: spectral factorization approach
• LQG predictive optimal control for adaptive applications
• Design of steady-state minimum variance controllers
• Polynomial matrix solution to the standardH₂optimal control problem
• Numerical calculation of the optimal three-degree-of-freedom Wiener-Hopf controller
• Solution of the discrete-time stochastic optimal control problem in the 2-domain
• Restricted structure control of multiple model systems with Series 2 DOF tracking and feedforward action
• Algebraic approach to stochastic optimal digital controller design
• Polynomial matrix solution of H₂ optimal control problem for state‐space systems
• Polynomial solution of the continuous-time GMV control problem
• A study on square root control-systems
• Extensions to generalized LQG and H_∞ multivariable controllers
• H _∞ robust controller for self-tuning control applications Part 1. Controller design
• H₂-optimal control of linear systems with tracking/disturbance rejection constraints
• scientific article; zbMATH DE number 3877015 (Why is no real title available?)
• Pole-zero cancellation problem in the convergence of explicit LQG self-tuning controllers
• Minimization of a combined \(H_{\infty}\) and LQG cost-function for a two-degrees-of-freedom control design

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