A general transfer-function approach to the steady-state linear quadratic Gaussian stochastic control problem

1976 ◽  
Vol 24 (6) ◽  
pp. 771-800 ◽  
Author(s):  
U. SHAKED
Keyword(s):  
Steady State ◽  
Transfer Function ◽  
Control Problem ◽  
Stochastic Control ◽  
Function Approach ◽  
Linear Quadratic ◽  
Linear Quadratic Gaussian ◽  
Stochastic Control Problem

Explicit Solution of LQG Compensator Design Problem for Flexible Structures With Collocated Rate Sensors

1993 ◽  
Author(s):  
A. V. Balakrishnan
Keyword(s):  
Transfer Function ◽  
Stochastic Control ◽  
Explicit Solution ◽  
Design Problem ◽  
Flexible Structures ◽  
Continuum Models ◽  
Linear Quadratic ◽  
Linear Quadratic Gaussian ◽  
Compensator Design ◽  
Positive Realness

Abstract We present an explicit solution to a stochastic control problem generally referred to as the LQG (Linear Quadratic Gaussian) or Stochastic Regulator problem for continuum models of flexible structures with collocated rate sensors, which holds a fortiori for FEM or truncated modal models. Robustness properties accruing from the positive realness of the optimal compensator transfer function are described, and convergence of modal approximations is proved. Preliminary experimental results on the NASA LaRC SCOLE testbed are included.

A Lower Bounding Linear Programming approach to the Perimeter Patrol Stochastic Control Problem

2012 ◽  
Author(s):  
Krishnamoorthy Kalyanam ◽  
Swaroop Darbha ◽  
Myoungkuk Park ◽  
Meir Pachter ◽  
Phil Chandler ◽  
...  
Keyword(s):  
Linear Programming ◽  
Control Problem ◽  
Stochastic Control ◽  
Programming Approach ◽  
Linear Programming Approach ◽  
Lower Bounding ◽  
Stochastic Control Problem
Sign in / Sign up

Export Citation Format

Share Document