The optimal projection equations for fixed-order dynamic compensation. (English) Zbl 0555.93069

Hyland, David C.; Bernstein, Dennis S.

IEEE Trans. Autom. Control 29, 1034-1037 (1984).

First-order necessary conditions for optimal fixed-order dynamic compensation of a linear time-invariant system subject to disturbance and observation noise are derived. The optimal dynamic compensator is determined by the simultaneous solution of two matrix equations of Riccati type and two matrix equations of Lyapunov type.

Reviewer: Petko Hr. Petkov

MSC:

93E20	Optimal stochastic control
15A24	Matrix equations and identities
49K45	Optimality conditions for problems involving randomness
93C05	Linear systems in control theory
93C99	Model systems in control theory
93C35	Multivariable systems, multidimensional control systems

Keywords:

dynamic compensation; disturbance and observation noise; matrix equations