Existence of Discrete-Time LQG-Controllers
Author
Summary, in English
Existence results for the LQG-controller are investigated. An infimal Riccati equation based controller may potentially give closed loop eigenvalues on the unit circle. Assuming left and right invertibility it is shown that there exists an optimal controller if and only if the Riccati equation based controller stabilizes the closed loop system after removal of all its unobservable and uncontrollable modes. Furthermore this reduced controller is the optimal controller, and its transfer function is unique. This existence condition is a considerable simplification of the more general geometric condition recently derived by Trentelman and Stoorvogel.
Department/s
Publishing year
1995
Language
English
Pages
231-238
Publication/Series
Systems & Control Letters
Volume
26
Issue
4
Document type
Journal article
Publisher
Elsevier
Topic
- Control Engineering
Status
Published
ISBN/ISSN/Other
- ISSN: 0167-6911