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Continuous and discrete time optimal reduced order LQG output feedback 1.0

  Date Added: April 07, 2013  |  Visits: 225

Continuous and discrete time optimal reduced order LQG output feedback

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Software associated with the paper:L.G. van Willigenburg, W.L. De Koning, 2000, "Finite and infinite horizon fixed-order LQG compensation using the delta operator", Proceedings UKACC International Conference on Control 2000, 4-7 September, Cambridge, UK, (paper002.pdf)http://www.sco.wur.nl/NR/rdonlyres/B575A29.../ukacc00upd.pdfThe strengthened discrete-time optimal projection equations (SDOPE) are presented in a form based on the delta operator. This form unifies discrete-time and continuous-time results.Based on this unification, recently established results and algorithms for finite and infinite-horizon fixed-order LQG compensation of discrete-time systems are carried over to thecontinuous-time case. The results concern the equivalence of the strengthened optimal projection equations to first-order necessary optimality conditions together with the condition that the compensator is minimal. Furthermore in the finitehorizoncontinuous-time case the problem of stating the optimal projection equations explicitly in the LQG problem parameters is explained and resolved. The algorithms exploit the resemblance between the strengthened optimal projection equations and the Riccati equations of full-order LQG control.They allow for efficient numerical computation of fixed-order LQG compensators through repeated forward and backward iteration (integration) of the SDOPE. They are illustrated withfour numerical examples.

Requirements: No special requirements
Platforms: Matlab
Keyword: Compensator Concern Condition Conditions Equivalence Explained Explicitly Exploit Finitehorizoncontinuoustime Firstorder Minimal Optimality Parameters Problem Resolved Stating Thecontinuoustime
Users rating: 0/10

License: Freeware Size: 30.72 KB
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CONTINUOUS AND DISCRETE TIME OPTIMAL REDUCED ORDER LQG OUTPUT FEEDBACK RELATED
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