標題: | ON A GENERAL OPTIMAL ALGORITHM FOR MULTIRATE OUTPUT-FEEDBACK CONTROLLERS OF LINEAR STOCHASTIC PERIODIC-SYSTEMS |
作者: | YEN, NZ WU, YC 電控工程研究所 Institute of Electrical and Control Engineering |
公開日期: | 1-六月-1993 |
摘要: | A modified optimal algorithm for multirate output feedback controllers of linear stochastic periodic systems is developed. By combining the discrete-time linear quadratic regulation (LQR) control problem and the discrete-time stochastic linear quadratic regulation (SLQR) control problem as the extended linear quadratic regulation (ELQR) control problem, one derives a general optimal algorithm to balance the advantages between the optimal transient response of LQR control problem and the optimal steady-state noise regulation of SLQR control problem. In general the solution of this algorithm is solved from a set of coupled matrix equations. Special cases for which the coupled matrix equations can be reduced to a discrete-time algebraic Riccati equation are also discussed. A reducible case is the well-known optimal algorithm derived by AL-Rahmani and Franklin [1], where the system has complete state information, and the discrete-time quadratic performance index is transformed from a continuous-time quadratic performance index. |
URI: | http://dx.doi.org/10.1109/9.222306 http://hdl.handle.net/11536/3005 |
ISSN: | 0018-9286 |
DOI: | 10.1109/9.222306 |
期刊: | IEEE TRANSACTIONS ON AUTOMATIC CONTROL |
Volume: | 38 |
Issue: | 6 |
起始頁: | 939 |
結束頁: | 943 |
顯示於類別: | 期刊論文 |