A Riccati equation approach to the singular LQG problem

DOI10.1016/0005-1098(93)90073-3MaRDI QIDQ1802528zbMATHOpenAlexFDO

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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