By Topic

The LQG optimal regulation problem for systems with perfect measurements: explicit solution, properties, and application to practical designs

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Soroka, E. ; Dept. of Electron. Syst., Tel-Aviv Univ., Israel ; Shaked, U.

The continuous-time stationary linear-quadratic-Gaussian (LQG) optimal regulation problem is considered where the measurements are free of white noise components. A simple direct solution in the s-domain is derived for the optimal controller for general linear, time-variant right-invertible or left-invertible systems. The explicit expressions that are found for the controller transference and for the regulator return-ratio matrix can be used to obtain a practical suboptimal design in the s-domain. These expressions are applied to derive simple conditions for the precise recovery of the return-ratio matrix of the LQG regulator.<>

Published in:

Automatic Control, IEEE Transactions on  (Volume:33 ,  Issue: 10 )