LQG control for nonstandard singularly perturbed discrete time systems

Beom Soo Kim, Young Joong Kim, Myo Taeg Lim

Research output: Contribution to journalConference article

9 Citations (Scopus)

Abstract

In this paper we present a control method and a high accuracy solution technique in solving the linear quadratic Gaussian problems for the nonstandard singularly perturbed discrete time systems since the methodology that exists in the literature for the solution of the standard singularly perturbed discrete time linear quadratic Gaussian optimal control problem can not be extended to the corresponding nonstandard counterpart. The solution of the linear quadratic Gaussian optimal control problem is obtained by solving the pure-slow and pure-fast, reduced-order, continuous-time algebraic Riccati equations and by implementing the pure-slow and pure-fast, reduced-order Kalman filters. An example is provided to illustrate the efficiency of the proposed method.

Original languageEnglish
Pages (from-to)3736-3741
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
Volume4
Publication statusPublished - 2002
Event41st IEEE Conference on Decision and Control - Las Vegas, NV, United States
Duration: 2002 Dec 102002 Dec 13

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modelling and Simulation
  • Control and Optimization

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