A Riccati equation approach to the singular LQG problem

DOI10.1016/0005-1098(93)90073-3MaRDI QIDQ1802528zbMATH OpenOpenAlexFDO

Authors Yoram Halevi, Wassim M. Haddad, Dennis S. Bernstein

Publication date 21 July 1993

Published in Automatica (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2027.42/30823

zbMATH Keywords

optimal fixed-order dynamic compensationsingular LQG problem

Mathematics Subject Classification ID

Control/observation systems governed by ordinary differential equations (93C15)

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Cites work

• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
• A general Riccati equation solution to the deadbeat control problem
• A generalized inverse solution to the discrete-time singular Riccati equation
• Direct solution to the general reduced-order stochastic observation problem
• Extended limiting forms of optimum observers and LQG regulators
• Limiting forms of optimal observers
• Partial cheap control of the time-invariant regulator
• Singular Optimal Control: A Geometric Approach
• Singular optimal control: The linearquadratic problem
• The LQG optimal regulation problem for systems with perfect measurements: explicit solution, properties, and application to practical designs
• The Singular Steady State Linear Regulator
• The optimal linear-quadratic time-invariant regulator with cheap control
• The optimal projection equations for fixed-order dynamic compensation
• The optimal projection equations for static and dynamic output feedback: The singular case
• The optimal reduced-order estimator for systems with singular measurement noise

Cited in

(5)

• The optimal projection equations for static and dynamic output feedback: The singular case
• The Continuous-Time Singular LQR Problem and the Riddle of Nonautonomous Hamiltonian Systems: A Behavioral Solution
• Time-varying Pascal systems
• Explicit solution to the singular LQ regulation problem
• Geometric insight into discrete-time cheap and singular linear quadratic Riccati (LQR) problems

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