Linear Quadratic Gaussian Balancing for Discrete-Time Infinite-Dimensional Linear Systems

DOI10.1137/S0363012903431189zbMath1090.47508MaRDI QIDQ4652578

Ruth F. Curtain, Mark R. Opmeer

Publication date: 28 February 2005

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

Riccati equationsdiscrete-time systembalanced realizationinfinite-dimensional systemnormalized factorizationLQG-balanced realization

Mathematics Subject Classification ID

Operator-theoretic methods (93B28) Linear-quadratic optimal control problems (49N10) Applications of operator theory in systems, signals, circuits, and control theory (47N70) Realizations from input-output data (93B15) Operator colligations (= nodes), vessels, linear systems, characteristic functions, realizations, etc. (47A48)

Related Items (5)

Stochastic linear quadratic control via random parameter‐dependent truncated balanced realization ⋮ Coprime factorization and robust stabilization for discrete-time infinite-dimensional systems ⋮ Reduced-order compensators via balancing and central control design for a structural control problem ⋮ Controller reduction by \(H_\infty \) balanced truncation for infinite-dimensional, discrete-time systems ⋮ Weakly coprime factorization and state-feedback stabilization of discrete-time systems

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