In the paper the optimal LQG state feedback control of multivariable discrete-time systems with actuator noise related to the variance of the actuator signals is considered. The problem is solved for the finite-horizon case exploiting a matrix version of the maximum principle. The optimal feedback is given in terms of the solution of a generalized Riccati difference equation
Discrete-time LQG optimal control with actuator noise intensity related to actuator signal variance
BEGHI, ALESSANDRO
1995
Abstract
In the paper the optimal LQG state feedback control of multivariable discrete-time systems with actuator noise related to the variance of the actuator signals is considered. The problem is solved for the finite-horizon case exploiting a matrix version of the maximum principle. The optimal feedback is given in terms of the solution of a generalized Riccati difference equationFile in questo prodotto:
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