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Optimal multivariable LQG control using a single diophantine equation. (English) Zbl 0635.93021

The authors derive conditions under which the solution of LQG optimal control problem via polynomial equations can be obtained by a single one- sided matrix polynomial equation [in general two two-sided equations have to be solved, see V. Kučera, Discrete linear control (1979; Zbl 0432.93001)]. The implications of this result to compensation and selftuning control are discussed.
Reviewer: P.Brunovsky

MSC:

93B25 Algebraic methods
93C05 Linear systems in control theory
93C40 Adaptive control/observation systems
93E20 Optimal stochastic control

Citations:

Zbl 0432.93001
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References:

[1] DOI: 10.1016/0005-1098(84)90016-5 · Zbl 0552.93042
[2] KUCERA V., Discrete, Linear Control (1979)
[3] DOI: 10.1080/00207178708933714 · Zbl 0613.93068
[4] ŠEBEK , M. , 1981 , Ph.D. thesis , Czechoslovak Academy of Sciences .
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