1,721,106 research outputs found

    Algebraic Riccati equation and J-spectral factorization for H_infinity estimation

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    In this paper we investigate on the existence of the stabilizing solution of the algebraic Riccati equation (ARE) related to the H_infinity filtering problem with a prescribed attenuation level g. It is well known that such a solution exists and is positive definite for g larger than a certain g_F and it does not exist for g smaller than a certain g_0. We consider the intermediate case g in (g_0,g_F] and show that in this interval the stabilizing solution does exist, except for a finite number of values of g. We show how the solution of the ARE may be employed to obtain a minimum-phase J-spectral factor of the J-spectrum associated with the H_infinity filtering problem

    Simultaneous performance achievement via compensator blending

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    In this paper we consider the problem of designing a state-feedback controller that simultaneously achieves different optimality criteria defined on different input–output pairs. Precisely, if r “optimal” target transfer functions are given (as the result of local “optimal” controllers), it is shown that (under mild assumptions) there exists a unique controller capable of replicating these transfer functions in the closed-loop system, so simultaneously achieving the performances inherited by the chosen local transfer functions. An explicit and constructive procedure (we refer to such procedure as “compensator blending”) is provided. The possibility of designing a stable blending compensator or the generalization to dynamic local controllers or time varying systems are also discussed. We finally consider the dual version of the problem, precisely, we show how to achieve simultaneous optimality by filter blending

    Multirate LQG control of continuous-time stochastic systems.

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    The LQG problem for stochastic continuous-time systems subject to multirate sampling of both input and output variables is considered. By restating the problem as a discrete-time periodic LQG problem, a sufficient condition for the existence of an optimal stabilizing regulator is given in terms of the structural properties of the original system and the cost function. This improves on previous contributions, where optimal control schemes were proposed without addressing existence and/or stability issues. The possibility of incorporating an integral action within the optimal LQG regulator is also briefly discussed
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