LQG control for nonstandard singularly perturbed discrete time systems

Beom S. Kim, Young Joong Kim, Myo Taeg Lim

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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
Title of host publicationProceedings of the IEEE Conference on Decision and Control
Pages3736-3741
Number of pages6
Volume4
Publication statusPublished - 2002
Event41st IEEE Conference on Decision and Control - Las Vegas, NV, United States
Duration: 2002 Dec 102002 Dec 13

Other

Other41st IEEE Conference on Decision and Control
CountryUnited States
CityLas Vegas, NV
Period02/12/1002/12/13

Fingerprint

Riccati equations
Kalman filters

ASJC Scopus subject areas

  • Chemical Health and Safety
  • Control and Systems Engineering
  • Safety, Risk, Reliability and Quality

Cite this

Kim, B. S., Kim, Y. J., & Lim, M. T. (2002). LQG control for nonstandard singularly perturbed discrete time systems. In Proceedings of the IEEE Conference on Decision and Control (Vol. 4, pp. 3736-3741)

LQG control for nonstandard singularly perturbed discrete time systems. / Kim, Beom S.; Kim, Young Joong; Lim, Myo Taeg.

Proceedings of the IEEE Conference on Decision and Control. Vol. 4 2002. p. 3736-3741.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Kim, BS, Kim, YJ & Lim, MT 2002, LQG control for nonstandard singularly perturbed discrete time systems. in Proceedings of the IEEE Conference on Decision and Control. vol. 4, pp. 3736-3741, 41st IEEE Conference on Decision and Control, Las Vegas, NV, United States, 02/12/10.
Kim BS, Kim YJ, Lim MT. LQG control for nonstandard singularly perturbed discrete time systems. In Proceedings of the IEEE Conference on Decision and Control. Vol. 4. 2002. p. 3736-3741
Kim, Beom S. ; Kim, Young Joong ; Lim, Myo Taeg. / LQG control for nonstandard singularly perturbed discrete time systems. Proceedings of the IEEE Conference on Decision and Control. Vol. 4 2002. pp. 3736-3741
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