The linear-exponential-quadratic-Gaussian control for discrete systems with application to reliable stabilization

In this paper, we derive the discrete linear-exponential-quadratic-Gaussian (LEQG) controller which can take both the system and measurement noise covariances into consideration. Comparing with the traditional linear-quadratic-Gaussian (LQG) design, the LEQG has the wilder design freedom. The propos...

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Bibliographic Details
Published in:Applied mathematics and computation 2003-05, Vol.137 (2), p.303-321
Main Authors: Liaw, Der-Cherng, Chen, Chun-Hone
Format: Article
Language:English
Subjects:
Algebraic Riccati equation
Applied sciences
Computer science
control theory
systems
Computer systems performance. Reliability
Discrete linear-exponential-quadratic-Gaussian control
Exact sciences and technology
Kalman filter
Operational research and scientific management
Operational research. Management science
Reliability theory. Replacement problems
Reliable control
Software
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Summary:In this paper, we derive the discrete linear-exponential-quadratic-Gaussian (LEQG) controller which can take both the system and measurement noise covariances into consideration. Comparing with the traditional linear-quadratic-Gaussian (LQG) design, the LEQG has the wilder design freedom. The proposed discrete LEQG control scheme is then applied to the study of reliable control which can tolerate abnormal operation within some pre-specified set of actuators. This is achieved by suitable modification of the algebraic Riccati equation for the design of the controller. The bounds of gain margins for the feedback control gains of reliable stabilization are also derived. The stability of the overall system is preserved despite the abnormal operation of actuators within a pre-specified subset in the bounds of gain margins.
ISSN:0096-3003
1873-5649
DOI:10.1016/S0096-3003(02)00127-3