Dissipative LQG control systems

An indefinite Lyapunov test matrix for closed-loop dissipativeness using LQG (linear quadratic Gaussian) design is presented. The application of this test to relaxation systems, lossless systems, Hamiltonian systems, positive real systems, and second-order systems with collocated rate sensors and actuators is explored. The Lyapunov test also helps clarify the role of collocated sensors and actuators in LQG design. A set of duality theorems based on the indefinite Lyapunov test matrix is derived.<
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