Existence of discrete-time LQG-controllers

DOI10.1016/0167-6911(95)00006-UMaRDI QIDQ673170zbMATHFDO

Authors Juan-Miguel Gracia

Publication date 28 February 1997

Published in Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

Riccati equationdiscrete-time linear systemsexistence condition\(H_{2}\)-controlLinear quadratic Gaussian controlSingular control

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Recommendations

• A note on the stationary LQG control
• LQ optimal control by means of stable regulators
• Continuous-time singular linear-quadratic control: necessary and sufficient conditions for the existence of regular solutions
• scientific article; zbMATH DE number 683397

Cites work

• scientific article; zbMATH DE number 3563783 (Why is no real title available?)
• Existence of minimum upcrossing controllers
• How to decompose semi-definite discrete-time algebraic Riccati equations
• Problems of identification and control
• Sampled-Data and Discrete-Time $H_2$ Optimal Control
• Stochastic multivariable control: A polynomial equation approach
• The disturbance decoupling problem with measurement feedback and stability for systems with direct feedthrough matrices
• Theory and applications of adaptive control - a survey

Cited in

(2)

• A note on the stationary LQG control
• Existence of minimum upcrossing controllers

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