A result on output feedback linear quadratic control

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

LMI based output - feedback controllers : γ - optimal versus linear quadratic ⋆

Solution to the linear quadratic control problem is given in the class of linear dynamic output-feedback full order controllers. Necessary and sufficient conditions for existence of such an optimal controller are stated in terms of linear matrix inequalities provided that initial conditions for controller states to be zero. It is shown that parameters of the optimal controller depend on an init...

متن کامل

Linear backstepping output feedback control for uncertain linear systems

This paper presents a variation on adaptive backstepping output feedback control design for uncertain minimum-phase linear systems. Unlike the traditional nonlinear design, the proposed control method is linear and Lyapunov-based without utilizing overparametrization, tuning functions, or nonlinear damping terms to address parameter estimation error. Local stability of the closed-loop system an...

متن کامل

Robust Output Feedback Quadratic Controller Design

The paper provides a survey of some recent quadratic stability methods for static output feedback robust controller design for linear continuous-time invariant systems with convex polytopic uncertainty and their mutual comparison. Robust controller design is based on linear matrix inequalities (LMIs) conditions and single Lyapunov functions. The presented quadratic stability methods are compare...

متن کامل

A Note on Cooperative Linear Quadratic Control

In this note we consider the cooperative linear quadratic control problem. That is, the problem where a number of players, all facing a (different) linear quadratic control problem, decide to cooperate in order to optimize their performance. It is well-known, in case the performance criteria are positive definite, how one can determine the set of Pareto efficient equilibria for these games. In ...

متن کامل

Characterization of optimal feedback for stochastic linear quadratic control problems

One of the fundamental issues in Control Theory is to design feedback controls. It is well-known that, the purpose of introducing Riccati equations in the study of deterministic linear quadratic control problems is exactly to construct the desired feedbacks. To date, the same problem in the stochastic setting is only partially well-understood. In this paper, we establish the equivalence between...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Automatica

سال: 2008

ISSN: 0005-1098

DOI: 10.1016/j.automatica.2007.04.025