Reduced-complexity LQR design using canonical correlation analysis

DOI10.1016/0005-1098(86)90069-5zbMath0606.93032OpenAlexW2048870048MaRDI QIDQ1085127

Uday B. Desai, Saibal Banerjee

Publication date: 1986

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(86)90069-5

zbMATH Keywords

Canonical correlation analysisdiscrete infinite time LQR problemreduced-complexity controller

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Asymptotic stability in control theory (93D20) Synthesis problems (93B50) Stochastic systems in control theory (general) (93E03) Canonical forms, reductions, classification (15A21)

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