On the recovery procedure for LQG systems

DOI10.1016/0005-1098(88)90039-8MaRDI QIDQ1102920zbMATH OpenOpenAlexFDO

Authors B. George

Publication date 1988

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(88)90039-8

zbMATH Keywords

loop transfer function recoveryrobustnesssingular measurement LQG systemssingular optimal estimation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Sensitivity (robustness) (93B35) Linear systems in control theory (93C05) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

Review text

The loop transfer function recovery (LTR) procedure of \textit{J. C. Doyle} and \textit{G. Stein} [IEEE Trans. Autom. Control AC-24, 607-611 (1979; Zbl 0412.93030)] is re-examined in the context of singular measurement LQG systems. Using existing closed form expressions for singular optimal estimation an alternative proof of the LTR is presented. Some of the structural properties of the LTR are obtained naturally using this approach. It is shown that in the limit the control effort becomes infinite and therefore the critical tradeoff is between control effort and robustness.

Recommendations

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• scientific article; zbMATH DE number 434708

Cites work

• Admissible MIMO singular observation LQG designs
• Extended limiting forms of optimum observers and LQG regulators
• Gain and phase margin for multiloop LQG regulators
• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
• Inadmissibility of siso singular observation lqg design
• On the stability robustness of the continuous-time LQG optimal control
• Robustness with observers

Cited in

(6)

• H^ /LTR procedure with specified degree of recovery
• Balanced singular values for LQG/LTR design
• The LQG/LTR procedure for multivariable feedback control design
• LQG/LTR methods for linear systems with delay in state
• Loop-transfer recovery via Hardy-space optimization
• Stability robustness of uncertain LQG/LTR systems

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