LQ control problem assuming state-observation noise

Mitsuyuki Saito; Kazuo Yamanaka; Naoya Kawasaki

doi:10.11499/sicep.2004.0_107_3

SICE Annual Conference 2004

DOI https://doi.org/10.11499/sicep.2004.0_107_3

会議情報

主催: The Society of Instrument and Control Engineers

共催: The IEEE Industrial Electronics Society, The IEEE Robotics and Automation Society, The IEEE Control Systems Society, The IEEE Systems, Man and Cybernetics Society, The Instrumentation, Systems, and Automation Society

LQ control problem assuming state-observation noise

*Mitsuyuki Saito, Kazuo Yamanaka, Naoya Kawasaki

著者情報

キーワード: LQ theory, Optimal control, State feedback

会議録・要旨集フリー

p. 107

詳細

抄録

We consider a particular type of LQ control problem, in which the control power is excluded from the cost function and state-observation noise is assumed. Our goal is a state feedback law that minimizes the cost function irrespectively of the output coefficient. A necessary and sufficient is found for a state feedback with constant gain to be optimal.

責任著者(Corresponding author)

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