A Riccati equation approach to the singular LQG problem

DOI10.1016/0005-1098(93)90073-3zbMATH Open0771.93040OpenAlexW2770876636MaRDI QIDQ1802528FDOQ1802528

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

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zbMATH Keywords

optimal fixed-order dynamic compensationsingular LQG problem

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Singular Optimal Control: A Geometric Approach
• The optimal projection equations for fixed-order dynamic compensation
• Singular optimal control: The linearquadratic problem
• The optimal linear-quadratic time-invariant regulator with cheap control
• Partial cheap control of the time-invariant regulator
• The Singular Steady State Linear Regulator
• A general Riccati equation solution to the deadbeat control problem
• The optimal projection equations for static and dynamic output feedback: The singular case
• Extended limiting forms of optimum observers and LQG regulators
• A generalized inverse solution to the discrete-time singular Riccati equation
• The optimal reduced-order estimator for systems with singular measurement noise
• Direct solution to the general reduced-order stochastic observation problem
• Limiting forms of optimal observers
• The LQG optimal regulation problem for systems with perfect measurements: explicit solution, properties, and application to practical designs

Cited In (5)

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

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