Closed-form solutions to discrete-time LQ optimal control and disturbance attenuation

DOI10.1016/0167-6911(93)90104-EMaRDI QIDQ686222zbMATH OpenFDO

Authors Katsuhisa Furuta, Manop Wongsaisuwan

Publication date 14 November 1993

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

zbMATH Keywords

Riccati equationdisturbance attenuationclosed-form solutionslinear-quadratic optimal controldiscrete-time problems

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55)

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Cites work

• scientific article; zbMATH DE number 3477343 (Why is no real title available?)
• A dynamic games approach to controller design: disturbance rejection in discrete-time
• Conditions for nonnegativeness of partitioned matrices
• Minimum H/sub infinity /-norm regulation of linear discrete-time systems and its relation to linear quadratic discrete games
• New results for linear-quadratic discrete-time games
• \(H^ \infty\) - optimal control and related minimax design problems. A dynamic game approach

Cited in

(7)

• Optimal quadratic solution for the non-Gaussian finite-horizon regulator problem
• Direct construction of LQ regulator based on orthogonalization of signals: Dynamical output feedback
• A closed-form solution to the discrete-time Kalman filter and its applications
• Closed-form solutions for a class of optimal quadratic tracking problems
• Discrete-time LQG dynamic controller design using plant Markov parameters
• Alternative solution of discrete-time Kalman filter
• Disturbance Attenuation for Constrained Discrete-Time Systems via Receding Horizon Controls

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