Optimal Wiener-Hopf Decoupling Controller Formula for State-space Algorithms
نویسندگان
چکیده
In this paper, an optimal Wiener-Hopf decoupling controller formula is obtained which is expressed in terms of rational matrices, thereby readily allowing the use of state-space algorithms. To this end, the characterization formula for the class of all realizable decoupling controller is formulated in terms of rational functions. The class of all stabilizing and decoupling controllers is parametrized via the free diagonal matrices and the optimal decoupling controller is determined from these free matrices.
منابع مشابه
Nonlinear System Identification Using Hammerstein-Wiener Neural Network and subspace algorithms
Neural networks are applicable in identification systems from input-output data. In this report, we analyze theHammerstein-Wiener models and identify them. TheHammerstein-Wiener systems are the simplest type of block orientednonlinear systems where the linear dynamic block issandwiched in between two static nonlinear blocks, whichappear in many engineering applications; the aim of nonlinearsyst...
متن کاملWiener-hopf Operators on Spaces of Functions on R with Values in a Hilbert Space
A Wiener-Hopf operator on a Banach space of functions on R is a bounded operator T such that PS−aTSa = T , a ≥ 0, where Sa is the operator of translation by a. We obtain a representation theorem for the Wiener-Hopf operators on a large class of functions on R with values in a separable Hilbert space.
متن کاملCost of Cheap Decoupled
It is known that requiring a controlled system to be decoupled may increase costs in terms of some performance measures. However, decoupling may be desirable from an applied perspective. This paper gives an explicit quantiication of the costs of decoupling. In particular, the average quadratic tracking error is used to quantify performance. The analysis exploits the parametrisation of all decou...
متن کاملMinimal realization and dynamic properties of optimal smoothers
Smoothing algorithms of various kinds have been around for several decades. However, some basic issues regarding the dynamical structure and the minimal dimension of the steady-state algorithm are still poorly understood. It seems fair to say that the subject has not yet reached a definitive form. In this paper, we derive a realization of minimal dimension of the optimal smoother for a signal a...
متن کاملun 2 00 9 A note on Wiener - Hopf factorization for Markov Additive processes
We prove the Wiener-Hopf factorization for Markov Additive processes. We derive also Spitzer-Rogozin theorem for this class of processes which serves for obtaining Kendall’s formula and Fristedt representation of the cumulant matrix of the ladder epoch process. Finally, we also obtain the so-called ballot theorem.
متن کامل